DILRX vs. QQQ
Compare and contrast key facts about DFA International Large Cap Growth Portfolio (DILRX) and Invesco QQQ (QQQ).
DILRX is managed by Dimensional Fund Advisors LP. It was launched on Dec 19, 2012. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DILRX or QQQ.
Correlation
The correlation between DILRX and QQQ is 0.72, 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.
Performance
DILRX vs. QQQ - Performance Comparison
Key characteristics
DILRX:
0.74
QQQ:
1.38
DILRX:
1.13
QQQ:
1.88
DILRX:
1.13
QQQ:
1.25
DILRX:
0.93
QQQ:
1.86
DILRX:
2.12
QQQ:
6.43
DILRX:
4.62%
QQQ:
3.92%
DILRX:
13.19%
QQQ:
18.27%
DILRX:
-32.44%
QQQ:
-82.98%
DILRX:
-1.76%
QQQ:
0.00%
Returns By Period
In the year-to-date period, DILRX achieves a 8.78% return, which is significantly higher than QQQ's 5.50% return. Over the past 10 years, DILRX has underperformed QQQ with an annualized return of 6.17%, while QQQ has yielded a comparatively higher 18.39% annualized return.
DILRX
8.78%
7.43%
2.44%
8.59%
6.66%
6.17%
QQQ
5.50%
3.38%
12.65%
26.01%
18.94%
18.39%
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DILRX vs. QQQ - Expense Ratio Comparison
DILRX has a 0.29% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
DILRX vs. QQQ — Risk-Adjusted Performance Rank
DILRX
QQQ
DILRX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Large Cap Growth Portfolio (DILRX) and Invesco QQQ (QQQ). 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.
Dividends
DILRX vs. QQQ - Dividend Comparison
DILRX's dividend yield for the trailing twelve months is around 1.87%, more than QQQ's 0.53% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | 1.87% | 2.03% | 1.95% | 2.56% | 1.77% | 1.33% | 2.09% | 2.55% | 1.94% | 2.40% | 2.34% | 2.44% |
QQQ Invesco QQQ | 0.53% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
Drawdowns
DILRX vs. QQQ - Drawdown Comparison
The maximum DILRX drawdown since its inception was -32.44%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for DILRX and QQQ. For additional features, visit the drawdowns tool.
Volatility
DILRX vs. QQQ - Volatility Comparison
The current volatility for DFA International Large Cap Growth Portfolio (DILRX) is 3.50%, while Invesco QQQ (QQQ) has a volatility of 4.92%. This indicates that DILRX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.