DRIHX vs. DFQTX
Compare and contrast key facts about Dimensional 2040 Target Date Retirement Income Fund (DRIHX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DRIHX is managed by Dimensional. It was launched on Nov 1, 2015. DFQTX is managed by Dimensional.
Performance
DRIHX vs. DFQTX - Performance Comparison
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DRIHX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIHX Dimensional 2040 Target Date Retirement Income Fund | -2.79% | 14.48% | 11.11% | 16.06% | -16.20% | 16.54% | 12.73% | 22.12% | -7.66% | 19.53% |
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, DRIHX achieves a -2.79% return, which is significantly higher than DFQTX's -4.02% return. Over the past 10 years, DRIHX has underperformed DFQTX with an annualized return of 8.63%, while DFQTX has yielded a comparatively higher 12.61% annualized return.
DRIHX
- 1D
- 0.20%
- 1M
- -6.57%
- YTD
- -2.79%
- 6M
- -0.99%
- 1Y
- 11.18%
- 3Y*
- 10.64%
- 5Y*
- 6.02%
- 10Y*
- 8.63%
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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DRIHX vs. DFQTX - Expense Ratio Comparison
DRIHX has a 0.22% 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
DRIHX vs. DFQTX — Risk / Return Rank
DRIHX
DFQTX
DRIHX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2040 Target Date Retirement Income Fund (DRIHX) 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.
| DRIHX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.95 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.45 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.00 | +0.19 |
Martin ratioReturn relative to average drawdown | 5.33 | 4.74 | +0.60 |
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
| DRIHX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.95 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.61 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.69 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.47 | +0.20 |
Correlation
The correlation between DRIHX 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
DRIHX vs. DFQTX - Dividend Comparison
DRIHX's dividend yield for the trailing twelve months is around 5.18%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIHX Dimensional 2040 Target Date Retirement Income Fund | 5.18% | 5.15% | 3.42% | 3.71% | 4.43% | 2.58% | 3.05% | 2.24% | 2.34% | 1.22% | 1.40% | 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
DRIHX vs. DFQTX - Drawdown Comparison
The maximum DRIHX drawdown since its inception was -27.96%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DRIHX and DFQTX.
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Drawdown Indicators
| DRIHX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.96% | -59.35% | +31.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.81% | -12.73% | +3.92% |
Max Drawdown (5Y)Largest decline over 5 years | -22.51% | -22.64% | +0.13% |
Max Drawdown (10Y)Largest decline over 10 years | -27.96% | -37.21% | +9.25% |
Current DrawdownCurrent decline from peak | -6.78% | -8.47% | +1.69% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -7.84% | +3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.79% | -0.82% |
Volatility
DRIHX vs. DFQTX - Volatility Comparison
The current volatility for Dimensional 2040 Target Date Retirement Income Fund (DRIHX) is 3.69%, while DFA US Core Equity 2 Portfolio I (DFQTX) has a volatility of 4.27%. This indicates that DRIHX experiences smaller price fluctuations and is considered to be less risky 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
| DRIHX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 4.27% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 6.29% | 8.67% | -2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 18.07% | -6.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.57% | 17.00% | -5.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.78% | 18.25% | -5.47% |