DGEIX vs. DFQTX
Compare and contrast key facts about DFA Global Equity Portfolio Institutional Class (DGEIX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DGEIX is managed by Dimensional. It was launched on Dec 24, 2003. DFQTX is managed by Dimensional.
Performance
DGEIX vs. DFQTX - Performance Comparison
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DGEIX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | -2.92% | 19.86% | 15.71% | 20.35% | -14.72% | 20.31% | 13.51% | 26.68% | -11.48% | 21.36% |
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, DGEIX achieves a -2.92% return, which is significantly higher than DFQTX's -4.02% return. Over the past 10 years, DGEIX has underperformed DFQTX with an annualized return of 11.09%, while DFQTX has yielded a comparatively higher 12.61% annualized return.
DGEIX
- 1D
- -0.46%
- 1M
- -8.33%
- YTD
- -2.92%
- 6M
- 0.08%
- 1Y
- 18.73%
- 3Y*
- 15.30%
- 5Y*
- 8.85%
- 10Y*
- 11.09%
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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DGEIX vs. DFQTX - Expense Ratio Comparison
DGEIX has a 0.25% 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
DGEIX vs. DFQTX — Risk / Return Rank
DGEIX
DFQTX
DGEIX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) 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.
| DGEIX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 0.95 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.45 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.00 | +0.38 |
Martin ratioReturn relative to average drawdown | 6.66 | 4.74 | +1.92 |
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
| DGEIX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 0.95 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.61 | -0.04 |
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 | 0.48 | 0.47 | 0.00 |
Correlation
The correlation between DGEIX and DFQTX is 0.98, 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
DGEIX vs. DFQTX - Dividend Comparison
DGEIX's dividend yield for the trailing twelve months is around 3.13%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 3.13% | 2.79% | 3.64% | 3.82% | 4.92% | 1.94% | 2.37% | 2.22% | 2.62% | 1.50% | 1.90% | 1.98% |
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
DGEIX vs. DFQTX - Drawdown Comparison
The maximum DGEIX drawdown since its inception was -59.77%, roughly equal to the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DGEIX and DFQTX.
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Drawdown Indicators
| DGEIX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.77% | -59.35% | -0.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -12.73% | +0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -22.64% | -2.56% |
Max Drawdown (10Y)Largest decline over 10 years | -37.00% | -37.21% | +0.21% |
Current DrawdownCurrent decline from peak | -8.85% | -8.47% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -7.84% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.79% | -0.28% |
Volatility
DGEIX vs. DFQTX - Volatility Comparison
DFA Global Equity Portfolio Institutional Class (DGEIX) has a higher volatility of 4.58% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 4.27%. This indicates that DGEIX'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
| DGEIX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 4.27% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 8.84% | 8.67% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 18.07% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 17.00% | -1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 18.25% | -1.41% |