DIHRX vs. DFQTX
Compare and contrast key facts about DFA International High Relative Profitability Portfolio (DIHRX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DIHRX is managed by Dimensional. It was launched on May 16, 2017. DFQTX is managed by Dimensional.
Performance
DIHRX vs. DFQTX - Performance Comparison
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DIHRX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIHRX DFA International High Relative Profitability Portfolio | -1.47% | 27.03% | -0.03% | 18.09% | -16.61% | 13.39% | 13.21% | 24.50% | -13.48% | 9.68% |
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% | 12.47% |
Returns By Period
In the year-to-date period, DIHRX achieves a -1.47% return, which is significantly higher than DFQTX's -4.02% return.
DIHRX
- 1D
- 0.22%
- 1M
- -10.86%
- YTD
- -1.47%
- 6M
- 2.35%
- 1Y
- 17.37%
- 3Y*
- 10.56%
- 5Y*
- 6.30%
- 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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DIHRX vs. DFQTX - Expense Ratio Comparison
DIHRX has a 0.30% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
DIHRX vs. DFQTX — Risk / Return Rank
DIHRX
DFQTX
DIHRX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International High Relative Profitability Portfolio (DIHRX) 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.
| DIHRX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.95 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.45 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.00 | +0.38 |
Martin ratioReturn relative to average drawdown | 5.56 | 4.74 | +0.83 |
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
| DIHRX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.95 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.61 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.47 | -0.01 |
Correlation
The correlation between DIHRX and DFQTX is 0.79, 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
DIHRX vs. DFQTX - Dividend Comparison
DIHRX's dividend yield for the trailing twelve months is around 2.64%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIHRX DFA International High Relative Profitability Portfolio | 2.64% | 2.76% | 2.33% | 2.59% | 3.06% | 2.95% | 1.40% | 2.11% | 2.35% | 0.87% | 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
DIHRX vs. DFQTX - Drawdown Comparison
The maximum DIHRX drawdown since its inception was -33.30%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DIHRX and DFQTX.
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Drawdown Indicators
| DIHRX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.30% | -59.35% | +26.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -12.73% | +1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -22.64% | -7.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.21% | — |
Current DrawdownCurrent decline from peak | -10.86% | -8.47% | -2.39% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -7.84% | +1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.79% | +0.03% |
Volatility
DIHRX vs. DFQTX - Volatility Comparison
DFA International High Relative Profitability Portfolio (DIHRX) has a higher volatility of 6.69% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 4.27%. This indicates that DIHRX'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
| DIHRX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 4.27% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 8.67% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 18.07% | -2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.73% | 17.00% | -1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.97% | 18.25% | -2.28% |