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DFUEX vs. DFQTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFUEX vs. DFQTX - Performance Comparison

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

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DFUEX vs. DFQTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFUEX
DFA U.S. Social Core Equity 2 Portfolio
-6.34%15.65%22.08%25.95%-17.95%27.86%15.75%33.20%-9.98%18.36%
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

In the year-to-date period, DFUEX achieves a -6.34% return, which is significantly lower than DFQTX's -4.02% return. Both investments have delivered pretty close results over the past 10 years, with DFUEX having a 12.67% annualized return and DFQTX not far behind at 12.61%.


DFUEX

1D
-0.68%
1M
-8.23%
YTD
-6.34%
6M
-4.39%
1Y
15.64%
3Y*
15.91%
5Y*
9.62%
10Y*
12.67%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFUEX vs. DFQTX - Expense Ratio Comparison

DFUEX has a 0.21% expense ratio, which is higher than DFQTX's 0.19% expense ratio. However, 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

DFUEX vs. DFQTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFUEX
DFUEX Risk / Return Rank: 3737
Overall Rank
DFUEX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DFUEX Sortino Ratio Rank: 4242
Sortino Ratio Rank
DFUEX Omega Ratio Rank: 4343
Omega Ratio Rank
DFUEX Calmar Ratio Rank: 2727
Calmar Ratio Rank
DFUEX Martin Ratio Rank: 3333
Martin Ratio Rank

DFQTX
DFQTX Risk / Return Rank: 5050
Overall Rank
DFQTX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DFQTX Sortino Ratio Rank: 5555
Sortino Ratio Rank
DFQTX Omega Ratio Rank: 5757
Omega Ratio Rank
DFQTX Calmar Ratio Rank: 3939
Calmar Ratio Rank
DFQTX Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFUEX vs. DFQTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Social Core Equity 2 Portfolio (DFUEX) 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.


DFUEXDFQTXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.95

-0.11

Sortino ratio

Return per unit of downside risk

1.32

1.45

-0.13

Omega ratio

Gain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratio

Return relative to maximum drawdown

0.79

1.00

-0.21

Martin ratio

Return relative to average drawdown

3.54

4.74

-1.20

DFUEX vs. DFQTX - Sharpe Ratio Comparison

The current DFUEX Sharpe Ratio is 0.84, which is comparable to the DFQTX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of DFUEX and DFQTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFUEXDFQTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.95

-0.11

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

0.66

0.69

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.47

+0.24

Correlation

The correlation between DFUEX and DFQTX is 0.99, 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

DFUEX vs. DFQTX - Dividend Comparison

DFUEX's dividend yield for the trailing twelve months is around 0.90%, less than DFQTX's 1.12% yield.


TTM20252024202320222021202020192018201720162015
DFUEX
DFA U.S. Social Core Equity 2 Portfolio
0.90%0.64%0.93%1.78%4.61%4.73%1.18%5.79%3.19%2.12%2.05%2.95%
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

DFUEX vs. DFQTX - Drawdown Comparison

The maximum DFUEX drawdown since its inception was -37.99%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DFUEX and DFQTX.


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Drawdown Indicators


DFUEXDFQTXDifference

Max Drawdown

Largest peak-to-trough decline

-37.99%

-59.35%

+21.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.13%

-12.73%

-0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-22.64%

-2.92%

Max Drawdown (10Y)

Largest decline over 10 years

-37.99%

-37.21%

-0.78%

Current Drawdown

Current decline from peak

-10.04%

-8.47%

-1.57%

Average Drawdown

Average peak-to-trough decline

-4.72%

-7.84%

+3.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.79%

+0.53%

Volatility

DFUEX vs. DFQTX - Volatility Comparison

DFA U.S. Social Core Equity 2 Portfolio (DFUEX) has a higher volatility of 4.89% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 4.27%. This indicates that DFUEX's price experiences larger fluctuations and is considered to be riskier 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


DFUEXDFQTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

4.27%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

8.67%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

19.63%

18.07%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.35%

17.00%

+1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

18.25%

+0.93%