DFWIX vs. DFQTX
Compare and contrast key facts about DFA World ex U.S. Core Equity Portfolio (DFWIX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DFWIX is managed by Dimensional. It was launched on Apr 9, 2013. DFQTX is managed by Dimensional.
Performance
DFWIX vs. DFQTX - Performance Comparison
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DFWIX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 0.08% | 33.45% | 4.34% | 16.74% | -14.04% | 22.41% | 9.35% | 19.98% | -17.00% | 30.17% |
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, DFWIX achieves a 0.08% return, which is significantly higher than DFQTX's -4.02% return. Over the past 10 years, DFWIX has underperformed DFQTX with an annualized return of 10.00%, while DFQTX has yielded a comparatively higher 12.61% annualized return.
DFWIX
- 1D
- -0.33%
- 1M
- -10.77%
- YTD
- 0.08%
- 6M
- 4.76%
- 1Y
- 27.12%
- 3Y*
- 15.13%
- 5Y*
- 10.04%
- 10Y*
- 10.00%
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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DFWIX vs. DFQTX - Expense Ratio Comparison
DFWIX has a 0.31% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
DFWIX vs. DFQTX — Risk / Return Rank
DFWIX
DFQTX
DFWIX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Core Equity Portfolio (DFWIX) 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.
| DFWIX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 0.95 | +0.86 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.45 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.22 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.00 | +0.99 |
Martin ratioReturn relative to average drawdown | 8.26 | 4.74 | +3.53 |
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
| DFWIX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.95 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.61 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.69 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.47 | +0.01 |
Correlation
The correlation between DFWIX and DFQTX is 0.78, 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
DFWIX vs. DFQTX - Dividend Comparison
DFWIX's dividend yield for the trailing twelve months is around 3.21%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 3.21% | 3.00% | 3.32% | 3.36% | 3.11% | 10.71% | 1.81% | 2.36% | 3.50% | 2.36% | 2.59% | 2.31% |
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
DFWIX vs. DFQTX - Drawdown Comparison
The maximum DFWIX drawdown since its inception was -41.80%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DFWIX and DFQTX.
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Drawdown Indicators
| DFWIX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -59.35% | +17.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -12.73% | +1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -27.31% | -22.64% | -4.67% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -37.21% | -4.59% |
Current DrawdownCurrent decline from peak | -10.82% | -8.47% | -2.35% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -7.84% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.79% | +0.08% |
Volatility
DFWIX vs. DFQTX - Volatility Comparison
DFA World ex U.S. Core Equity Portfolio (DFWIX) has a higher volatility of 6.21% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 4.27%. This indicates that DFWIX'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
| DFWIX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 4.27% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 8.67% | +0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.65% | 18.07% | -3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 17.00% | -2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 18.25% | -2.70% |