DILRX vs. DFQTX
Compare and contrast key facts about DFA International Large Cap Growth Portfolio (DILRX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DILRX is managed by Dimensional. It was launched on Dec 19, 2012. DFQTX is managed by Dimensional.
Performance
DILRX vs. DFQTX - Performance Comparison
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DILRX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | -0.70% | 25.59% | 1.70% | 18.51% | -19.75% | 15.20% | 14.72% | 26.40% | -12.92% | 26.41% |
DFQTX DFA US Core Equity 2 Portfolio I | -1.39% | 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, DILRX achieves a -0.70% return, which is significantly higher than DFQTX's -1.39% return. Over the past 10 years, DILRX has underperformed DFQTX with an annualized return of 8.36%, while DFQTX has yielded a comparatively higher 12.92% annualized return.
DILRX
- 1D
- 3.24%
- 1M
- -8.11%
- YTD
- -0.70%
- 6M
- 0.80%
- 1Y
- 17.28%
- 3Y*
- 11.01%
- 5Y*
- 6.10%
- 10Y*
- 8.36%
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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DILRX vs. DFQTX - Expense Ratio Comparison
DILRX has a 0.29% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
DILRX vs. DFQTX — Risk / Return Rank
DILRX
DFQTX
DILRX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Large Cap Growth Portfolio (DILRX) 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.
| DILRX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.08 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.63 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.35 | -0.06 |
Martin ratioReturn relative to average drawdown | 5.25 | 6.35 | -1.10 |
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
| DILRX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.08 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.62 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.71 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.48 | 0.00 |
Correlation
The correlation between DILRX and DFQTX is 0.78, 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
DILRX vs. DFQTX - Dividend Comparison
DILRX's dividend yield for the trailing twelve months is around 1.96%, more than DFQTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | 1.96% | 1.98% | 2.03% | 1.95% | 2.56% | 2.37% | 1.34% | 2.09% | 2.55% | 1.94% | 2.40% | 2.34% |
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
DILRX vs. DFQTX - Drawdown Comparison
The maximum DILRX drawdown since its inception was -32.19%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DILRX and DFQTX.
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Drawdown Indicators
| DILRX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.19% | -59.35% | +27.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -12.73% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -32.02% | -22.64% | -9.38% |
Max Drawdown (10Y)Largest decline over 10 years | -32.19% | -37.21% | +5.02% |
Current DrawdownCurrent decline from peak | -9.47% | -5.96% | -3.51% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -7.84% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.73% | +0.31% |
Volatility
DILRX vs. DFQTX - Volatility Comparison
DFA International Large Cap Growth Portfolio (DILRX) has a higher volatility of 8.06% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 5.24%. This indicates that DILRX'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
| DILRX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 5.24% | +2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 9.06% | +2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 18.23% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 17.04% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 18.27% | -2.50% |