DGLIX vs. DFQTX
Compare and contrast key facts about DFA Global Small Company Portfolio (DGLIX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DGLIX is managed by Dimensional. It was launched on Jan 17, 2017. DFQTX is managed by Dimensional.
Performance
DGLIX vs. DFQTX - Performance Comparison
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DGLIX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGLIX DFA Global Small Company Portfolio | -0.74% | 15.76% | 8.86% | 16.71% | -14.60% | 23.21% | 11.01% | 21.76% | -15.96% | 16.09% |
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% | 16.39% |
Returns By Period
In the year-to-date period, DGLIX achieves a -0.74% return, which is significantly higher than DFQTX's -4.02% return.
DGLIX
- 1D
- -0.80%
- 1M
- -9.08%
- YTD
- -0.74%
- 6M
- 1.29%
- 1Y
- 19.64%
- 3Y*
- 11.86%
- 5Y*
- 6.33%
- 10Y*
- —
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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DGLIX vs. DFQTX - Expense Ratio Comparison
DGLIX has a 0.44% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
DGLIX vs. DFQTX — Risk / Return Rank
DGLIX
DFQTX
DGLIX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Small Company Portfolio (DGLIX) 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.
| DGLIX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.95 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.45 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.00 | +0.41 |
Martin ratioReturn relative to average drawdown | 5.89 | 4.74 | +1.16 |
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
| DGLIX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.95 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.61 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.47 | -0.04 |
Correlation
The correlation between DGLIX and DFQTX is 0.93, 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
DGLIX vs. DFQTX - Dividend Comparison
DGLIX's dividend yield for the trailing twelve months is around 1.67%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGLIX DFA Global Small Company Portfolio | 1.67% | 1.66% | 2.69% | 2.56% | 1.27% | 3.63% | 1.33% | 1.46% | 1.10% | 0.58% | 0.00% | 0.00% |
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
DGLIX vs. DFQTX - Drawdown Comparison
The maximum DGLIX drawdown since its inception was -42.56%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DGLIX and DFQTX.
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Drawdown Indicators
| DGLIX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.56% | -59.35% | +16.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -12.73% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -26.16% | -22.64% | -3.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.21% | — |
Current DrawdownCurrent decline from peak | -9.60% | -8.47% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -7.84% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.79% | +0.14% |
Volatility
DGLIX vs. DFQTX - Volatility Comparison
DFA Global Small Company Portfolio (DGLIX) has a higher volatility of 5.03% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 4.27%. This indicates that DGLIX'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
| DGLIX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 4.27% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 8.67% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.35% | 18.07% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 17.00% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 18.25% | +0.14% |