DGBEX vs. DFQTX
Compare and contrast key facts about DFA Global Social Core Equity Portfolio (DGBEX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DGBEX is managed by Dimensional. It was launched on Nov 18, 2019. DFQTX is managed by Dimensional.
Performance
DGBEX vs. DFQTX - Performance Comparison
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DGBEX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DGBEX DFA Global Social Core Equity Portfolio | -1.49% | 22.39% | 15.72% | 22.33% | -17.76% | 20.94% | 12.88% | 3.93% |
DFQTX DFA US Core Equity 2 Portfolio I | -1.39% | 15.99% | 20.27% | 21.88% | -14.21% | 28.46% | 15.72% | 4.36% |
Returns By Period
In the year-to-date period, DGBEX achieves a -1.49% return, which is significantly lower than DFQTX's -1.39% return.
DGBEX
- 1D
- 3.10%
- 1M
- -6.44%
- YTD
- -1.49%
- 6M
- 1.42%
- 1Y
- 22.76%
- 3Y*
- 16.77%
- 5Y*
- 9.06%
- 10Y*
- —
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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DGBEX vs. DFQTX - Expense Ratio Comparison
DGBEX has a 0.34% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
DGBEX vs. DFQTX — Risk / Return Rank
DGBEX
DFQTX
DGBEX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Social Core Equity Portfolio (DGBEX) 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.
| DGBEX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.08 | +0.30 |
Sortino ratioReturn per unit of downside risk | 2.01 | 1.63 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.35 | +0.25 |
Martin ratioReturn relative to average drawdown | 7.21 | 6.35 | +0.86 |
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
| DGBEX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.08 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.62 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.48 | +0.11 |
Correlation
The correlation between DGBEX and DFQTX is 0.96, 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
DGBEX vs. DFQTX - Dividend Comparison
DGBEX's dividend yield for the trailing twelve months is around 1.68%, more than DFQTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGBEX DFA Global Social Core Equity Portfolio | 1.68% | 1.50% | 2.73% | 1.85% | 1.79% | 2.81% | 2.24% | 0.51% | 0.00% | 0.00% | 0.00% | 0.00% |
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
DGBEX vs. DFQTX - Drawdown Comparison
The maximum DGBEX drawdown since its inception was -37.83%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DGBEX and DFQTX.
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Drawdown Indicators
| DGBEX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.83% | -59.35% | +21.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.06% | -12.73% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -26.97% | -22.64% | -4.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.21% | — |
Current DrawdownCurrent decline from peak | -7.54% | -5.96% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -6.36% | -7.84% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.73% | +0.12% |
Volatility
DGBEX vs. DFQTX - Volatility Comparison
DFA Global Social Core Equity Portfolio (DGBEX) has a higher volatility of 6.39% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 5.24%. This indicates that DGBEX'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
| DGBEX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.39% | 5.24% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 9.06% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 18.23% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 17.04% | -0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.48% | 18.27% | +1.21% |