DFVQX vs. DFQTX
Compare and contrast key facts about DFA International Vector Equity Portfolio (DFVQX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DFVQX is managed by Dimensional. It was launched on Aug 13, 2008. DFQTX is managed by Dimensional.
Performance
DFVQX vs. DFQTX - Performance Comparison
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DFVQX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFVQX DFA International Vector Equity Portfolio | 0.91% | 38.02% | 4.55% | 17.05% | -12.54% | 15.01% | 6.10% | 20.87% | -19.03% | 27.51% |
DFQTX DFA US Core Equity 2 Portfolio I | -1.39% | 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, DFVQX achieves a 0.91% return, which is significantly higher than DFQTX's -1.39% return. Over the past 10 years, DFVQX has underperformed DFQTX with an annualized return of 9.38%, while DFQTX has yielded a comparatively higher 12.92% annualized return.
DFVQX
- 1D
- -0.03%
- 1M
- -10.37%
- YTD
- 0.91%
- 6M
- 6.52%
- 1Y
- 29.67%
- 3Y*
- 16.78%
- 5Y*
- 9.77%
- 10Y*
- 9.38%
DFQTX
- 1D
- 2.74%
- 1M
- -5.00%
- YTD
- -1.39%
- 6M
- 0.96%
- 1Y
- 18.95%
- 3Y*
- 16.80%
- 5Y*
- 10.55%
- 10Y*
- 12.92%
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DFVQX vs. DFQTX - Expense Ratio Comparison
DFVQX has a 0.36% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
DFVQX vs. DFQTX — Risk / Return Rank
DFVQX
DFQTX
DFVQX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Vector Equity Portfolio (DFVQX) 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.
| DFVQX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 1.08 | +0.78 |
Sortino ratioReturn per unit of downside risk | 2.41 | 1.63 | +0.78 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.25 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 1.35 | +0.86 |
Martin ratioReturn relative to average drawdown | 9.17 | 6.35 | +2.82 |
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
| DFVQX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.08 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.62 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.71 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.48 | +0.09 |
Correlation
The correlation between DFVQX and DFQTX is 0.77, 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
DFVQX vs. DFQTX - Dividend Comparison
DFVQX's dividend yield for the trailing twelve months is around 3.22%, more than DFQTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVQX DFA International Vector Equity Portfolio | 3.22% | 3.06% | 3.56% | 3.47% | 2.73% | 4.76% | 1.79% | 2.68% | 5.96% | 1.81% | 2.15% | 2.77% |
DFQTX DFA US Core Equity 2 Portfolio I | 1.09% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
Drawdowns
DFVQX vs. DFQTX - Drawdown Comparison
The maximum DFVQX drawdown since its inception was -44.58%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DFVQX and DFQTX.
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Drawdown Indicators
| DFVQX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.58% | -59.35% | +14.77% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -12.73% | +1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -22.64% | -5.69% |
Max Drawdown (10Y)Largest decline over 10 years | -44.58% | -37.21% | -7.37% |
Current DrawdownCurrent decline from peak | -10.37% | -5.96% | -4.41% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -7.84% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.73% | +0.12% |
Volatility
DFVQX vs. DFQTX - Volatility Comparison
DFA International Vector Equity Portfolio (DFVQX) has a higher volatility of 6.20% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 5.24%. This indicates that DFVQX'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
| DFVQX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 5.24% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 9.06% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.48% | 18.23% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.52% | 17.04% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 18.27% | -1.79% |