DFSHX vs. DFQTX
Compare and contrast key facts about DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DFSHX is managed by Dimensional. It was launched on Jan 8, 2008. DFQTX is managed by Dimensional.
Performance
DFSHX vs. DFQTX - Performance Comparison
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DFSHX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 0.00% | 4.84% | 5.66% | 5.55% | -6.24% | -0.82% | 2.33% | 4.82% | 1.83% | 2.61% |
DFQTX DFA US Core Equity 2 Portfolio I | -4.02% | 15.99% | 20.27% | 21.88% | -14.21% | 28.46% | 15.72% | 29.41% | -9.65% | 18.26% |
Returns By Period
Over the past 10 years, DFSHX has underperformed DFQTX with an annualized return of 2.01%, while DFQTX has yielded a comparatively higher 12.61% annualized return.
DFSHX
- 1D
- 0.11%
- 1M
- -1.18%
- YTD
- 0.00%
- 6M
- 0.89%
- 1Y
- 3.60%
- 3Y*
- 4.80%
- 5Y*
- 1.75%
- 10Y*
- 2.01%
DFQTX
- 1D
- -0.54%
- 1M
- -7.31%
- YTD
- -4.02%
- 6M
- -1.55%
- 1Y
- 16.25%
- 3Y*
- 15.75%
- 5Y*
- 10.23%
- 10Y*
- 12.61%
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DFSHX vs. DFQTX - Expense Ratio Comparison
DFSHX has a 0.16% expense ratio, which is lower than DFQTX's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFSHX vs. DFQTX — Risk / Return Rank
DFSHX
DFQTX
DFSHX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) and DFA US Core Equity 2 Portfolio I (DFQTX). 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.
| DFSHX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.11 | 0.95 | +2.16 |
Sortino ratioReturn per unit of downside risk | 4.62 | 1.45 | +3.17 |
Omega ratioGain probability vs. loss probability | 1.98 | 1.22 | +0.76 |
Calmar ratioReturn relative to maximum drawdown | 2.89 | 1.00 | +1.89 |
Martin ratioReturn relative to average drawdown | 14.69 | 4.74 | +9.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFSHX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.11 | 0.95 | +2.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.61 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.69 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.47 | -0.01 |
Correlation
The correlation between DFSHX and DFQTX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DFSHX vs. DFQTX - Dividend Comparison
DFSHX's dividend yield for the trailing twelve months is around 4.26%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 4.26% | 4.26% | 4.50% | 3.90% | 0.04% | 1.77% | 0.03% | 2.52% | 3.23% | 1.75% | 1.63% | 1.11% |
DFQTX DFA US Core Equity 2 Portfolio I | 1.12% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
Drawdowns
DFSHX vs. DFQTX - Drawdown Comparison
The maximum DFSHX drawdown since its inception was -9.58%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DFSHX and DFQTX.
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Drawdown Indicators
| DFSHX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.58% | -59.35% | +49.77% |
Max Drawdown (1Y)Largest decline over 1 year | -1.28% | -12.73% | +11.45% |
Max Drawdown (5Y)Largest decline over 5 years | -9.58% | -22.64% | +13.06% |
Max Drawdown (10Y)Largest decline over 10 years | -9.58% | -37.21% | +27.63% |
Current DrawdownCurrent decline from peak | -1.18% | -8.47% | +7.29% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -7.84% | +5.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 2.79% | -2.54% |
Volatility
DFSHX vs. DFQTX - Volatility Comparison
The current volatility for DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) is 0.67%, while DFA US Core Equity 2 Portfolio I (DFQTX) has a volatility of 4.27%. This indicates that DFSHX experiences smaller price fluctuations and is considered to be less risky than DFQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSHX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.67% | 4.27% | -3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 0.94% | 8.67% | -7.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.17% | 18.07% | -16.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.34% | 17.00% | -13.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.66% | 18.25% | -15.59% |