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DFQTX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DFQTX and ^GSPC is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

DFQTX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA US Core Equity 2 Portfolio I (DFQTX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%550.00%JulyAugustSeptemberOctoberNovemberDecember
539.36%
402.79%
DFQTX
^GSPC

Key characteristics

Sharpe Ratio

DFQTX:

1.75

^GSPC:

2.10

Sortino Ratio

DFQTX:

2.40

^GSPC:

2.80

Omega Ratio

DFQTX:

1.33

^GSPC:

1.39

Calmar Ratio

DFQTX:

2.75

^GSPC:

3.09

Martin Ratio

DFQTX:

10.69

^GSPC:

13.49

Ulcer Index

DFQTX:

2.12%

^GSPC:

1.94%

Daily Std Dev

DFQTX:

12.95%

^GSPC:

12.52%

Max Drawdown

DFQTX:

-59.35%

^GSPC:

-56.78%

Current Drawdown

DFQTX:

-4.81%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, DFQTX achieves a 20.68% return, which is significantly lower than ^GSPC's 24.34% return. Both investments have delivered pretty close results over the past 10 years, with DFQTX having a 11.37% annualized return and ^GSPC not far behind at 11.06%.


DFQTX

YTD

20.68%

1M

-1.90%

6M

8.07%

1Y

21.28%

5Y*

13.49%

10Y*

11.37%

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DFQTX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for DFQTX, currently valued at 1.75, compared to the broader market-1.000.001.002.003.004.001.752.10
The chart of Sortino ratio for DFQTX, currently valued at 2.40, compared to the broader market-2.000.002.004.006.008.0010.002.402.80
The chart of Omega ratio for DFQTX, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.003.501.331.39
The chart of Calmar ratio for DFQTX, currently valued at 2.75, compared to the broader market0.002.004.006.008.0010.0012.0014.002.753.09
The chart of Martin ratio for DFQTX, currently valued at 10.69, compared to the broader market0.0020.0040.0060.0010.6913.49
DFQTX
^GSPC

The current DFQTX Sharpe Ratio is 1.75, which is comparable to the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of DFQTX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.75
2.10
DFQTX
^GSPC

Drawdowns

DFQTX vs. ^GSPC - Drawdown Comparison

The maximum DFQTX drawdown since its inception was -59.35%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DFQTX and ^GSPC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.81%
-2.62%
DFQTX
^GSPC

Volatility

DFQTX vs. ^GSPC - Volatility Comparison

DFA US Core Equity 2 Portfolio I (DFQTX) and S&P 500 (^GSPC) have volatilities of 3.97% and 3.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.97%
3.79%
DFQTX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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