DFSIX vs. QQQ
Compare and contrast key facts about DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and Invesco QQQ (QQQ).
DFSIX is managed by Dimensional Fund Advisors LP. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSIX or QQQ.
Correlation
The correlation between DFSIX and QQQ is 0.86, 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.
Performance
DFSIX vs. QQQ - Performance Comparison
Key characteristics
DFSIX:
1.22
QQQ:
0.91
DFSIX:
1.71
QQQ:
1.29
DFSIX:
1.22
QQQ:
1.17
DFSIX:
2.02
QQQ:
1.24
DFSIX:
6.81
QQQ:
4.21
DFSIX:
2.44%
QQQ:
4.00%
DFSIX:
13.71%
QQQ:
18.49%
DFSIX:
-53.65%
QQQ:
-82.98%
DFSIX:
-3.81%
QQQ:
-5.81%
Returns By Period
In the year-to-date period, DFSIX achieves a 0.92% return, which is significantly higher than QQQ's -0.60% return. Over the past 10 years, DFSIX has underperformed QQQ with an annualized return of 11.94%, while QQQ has yielded a comparatively higher 17.68% annualized return.
DFSIX
0.92%
-3.11%
5.09%
15.38%
15.72%
11.94%
QQQ
-0.60%
-2.84%
7.02%
14.72%
19.45%
17.68%
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DFSIX vs. QQQ - Expense Ratio Comparison
DFSIX has a 0.18% expense ratio, which is lower than QQQ's 0.20% 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%.
Risk-Adjusted Performance
DFSIX vs. QQQ — Risk-Adjusted Performance Rank
DFSIX
QQQ
DFSIX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and Invesco QQQ (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.
Dividends
DFSIX vs. QQQ - Dividend Comparison
DFSIX's dividend yield for the trailing twelve months is around 0.98%, more than QQQ's 0.56% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 0.98% | 0.99% | 1.21% | 1.35% | 0.95% | 1.19% | 1.18% | 1.34% | 1.43% | 1.49% | 1.55% | 1.36% |
QQQ Invesco QQQ | 0.56% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
Drawdowns
DFSIX vs. QQQ - Drawdown Comparison
The maximum DFSIX drawdown since its inception was -53.65%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for DFSIX and QQQ. For additional features, visit the drawdowns tool.
Volatility
DFSIX vs. QQQ - Volatility Comparison
The current volatility for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) is 3.90%, while Invesco QQQ (QQQ) has a volatility of 5.22%. 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.