DFWVX vs. DFQTX
Compare and contrast key facts about DFA World ex U.S. Value Portfolio Fund (DFWVX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DFWVX is managed by Dimensional. It was launched on Aug 22, 2010. DFQTX is managed by Dimensional.
Performance
DFWVX vs. DFQTX - Performance Comparison
Loading graphics...
DFWVX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFWVX DFA World ex U.S. Value Portfolio Fund | 2.43% | 40.30% | 6.66% | 17.37% | -6.41% | 32.65% | -0.40% | 344.89% | -16.69% | 28.21% |
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, DFWVX achieves a 2.43% return, which is significantly higher than DFQTX's -4.02% return. Over the past 10 years, DFWVX has outperformed DFQTX with an annualized return of 28.15%, while DFQTX has yielded a comparatively lower 12.61% annualized return.
DFWVX
- 1D
- -0.06%
- 1M
- -9.52%
- YTD
- 2.43%
- 6M
- 9.79%
- 1Y
- 32.62%
- 3Y*
- 19.50%
- 5Y*
- 15.16%
- 10Y*
- 28.15%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFWVX vs. DFQTX - Expense Ratio Comparison
DFWVX has a 0.40% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
DFWVX vs. DFQTX — Risk / Return Rank
DFWVX
DFQTX
DFWVX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Value Portfolio Fund (DFWVX) 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.
| DFWVX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.17 | 0.95 | +1.22 |
Sortino ratioReturn per unit of downside risk | 2.74 | 1.45 | +1.30 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.22 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 1.00 | +1.20 |
Martin ratioReturn relative to average drawdown | 9.82 | 4.74 | +5.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFWVX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 0.95 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.61 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.69 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.47 | +0.21 |
Correlation
The correlation between DFWVX 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
DFWVX vs. DFQTX - Dividend Comparison
DFWVX's dividend yield for the trailing twelve months is around 3.86%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWVX DFA World ex U.S. Value Portfolio Fund | 3.86% | 3.66% | 4.28% | 4.30% | 3.75% | 15.97% | 2.43% | 110.54% | 5.26% | 2.70% | 2.92% | 2.77% |
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
DFWVX vs. DFQTX - Drawdown Comparison
The maximum DFWVX drawdown since its inception was -41.32%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DFWVX and DFQTX.
Loading graphics...
Drawdown Indicators
| DFWVX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -59.35% | +18.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -12.73% | +1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -22.64% | -1.95% |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | -37.21% | -4.11% |
Current DrawdownCurrent decline from peak | -9.71% | -8.47% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -7.84% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.79% | +0.17% |
Volatility
DFWVX vs. DFQTX - Volatility Comparison
DFA World ex U.S. Value Portfolio Fund (DFWVX) has a higher volatility of 5.99% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 4.27%. This indicates that DFWVX'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.
Loading graphics...
Volatility by Period
| DFWVX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 4.27% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 8.67% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 18.07% | -3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 17.00% | -1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.91% | 18.25% | +16.66% |