DFSIX vs. QQQ
Compare and contrast key facts about DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and Invesco QQQ ETF (QQQ).
DFSIX is managed by Dimensional. It was launched on Mar 12, 2008. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
DFSIX vs. QQQ - Performance Comparison
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DFSIX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | -8.15% | 15.92% | 23.19% | 25.70% | -17.85% | 27.38% | 21.25% | 32.52% | -6.72% | 20.80% |
QQQ Invesco QQQ ETF | -5.93% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, DFSIX achieves a -8.15% return, which is significantly lower than QQQ's -5.93% return. Over the past 10 years, DFSIX has underperformed QQQ with an annualized return of 13.25%, while QQQ has yielded a comparatively higher 18.85% annualized return.
DFSIX
- 1D
- -0.40%
- 1M
- -8.45%
- YTD
- -8.15%
- 6M
- -5.85%
- 1Y
- 12.48%
- 3Y*
- 15.73%
- 5Y*
- 9.81%
- 10Y*
- 13.25%
QQQ
- 1D
- 3.39%
- 1M
- -4.84%
- YTD
- -5.93%
- 6M
- -3.62%
- 1Y
- 23.68%
- 3Y*
- 22.32%
- 5Y*
- 12.88%
- 10Y*
- 18.85%
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DFSIX vs. QQQ - Expense Ratio Comparison
Both DFSIX and QQQ have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
DFSIX vs. QQQ — Risk / Return Rank
DFSIX
QQQ
DFSIX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and Invesco QQQ ETF (QQQ). 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.
| DFSIX | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.05 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.63 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.88 | -1.19 |
Martin ratioReturn relative to average drawdown | 2.99 | 6.95 | -3.96 |
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
| DFSIX | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.05 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.58 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.85 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.37 | +0.16 |
Correlation
The correlation between DFSIX and QQQ is 0.87, 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.
Dividends
DFSIX vs. QQQ - Dividend Comparison
DFSIX's dividend yield for the trailing twelve months is around 0.97%, more than QQQ's 0.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 0.97% | 0.88% | 0.99% | 1.21% | 1.35% | 2.13% | 1.19% | 2.02% | 2.31% | 1.92% | 1.85% | 2.13% |
QQQ Invesco QQQ ETF | 0.49% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
DFSIX vs. QQQ - Drawdown Comparison
The maximum DFSIX drawdown since its inception was -53.77%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for DFSIX and QQQ.
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Drawdown Indicators
| DFSIX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.77% | -82.97% | +29.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -12.62% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -35.12% | +9.96% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -35.12% | -0.56% |
Current DrawdownCurrent decline from peak | -10.36% | -8.98% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -32.99% | +26.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.41% | -0.39% |
Volatility
DFSIX vs. QQQ - Volatility Comparison
The current volatility for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) is 4.57%, while Invesco QQQ ETF (QQQ) has a volatility of 6.51%. This indicates that DFSIX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSIX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 6.51% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 12.77% | -3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 22.67% | -3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 22.39% | -4.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 22.25% | -4.01% |