DRIIX vs. DFQTX
Compare and contrast key facts about Dimensional 2045 Target Date Retirement Income Fund (DRIIX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DRIIX is managed by Dimensional. It was launched on Nov 1, 2015. DFQTX is managed by Dimensional.
Performance
DRIIX vs. DFQTX - Performance Comparison
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DRIIX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIIX Dimensional 2045 Target Date Retirement Income Fund | -0.96% | 17.17% | 15.44% | 19.21% | -14.15% | 20.45% | 13.36% | 25.42% | -9.17% | 21.64% |
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, DRIIX achieves a -0.96% return, which is significantly higher than DFQTX's -1.39% return. Over the past 10 years, DRIIX has underperformed DFQTX with an annualized return of 10.86%, while DFQTX has yielded a comparatively higher 12.92% annualized return.
DRIIX
- 1D
- 2.12%
- 1M
- -4.46%
- YTD
- -0.96%
- 6M
- 1.35%
- 1Y
- 16.89%
- 3Y*
- 14.68%
- 5Y*
- 9.02%
- 10Y*
- 10.86%
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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DRIIX vs. DFQTX - Expense Ratio Comparison
DRIIX 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
DRIIX vs. DFQTX — Risk / Return Rank
DRIIX
DFQTX
DRIIX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2045 Target Date Retirement Income Fund (DRIIX) 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.
| DRIIX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.08 | +0.29 |
Sortino ratioReturn per unit of downside risk | 2.00 | 1.63 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.35 | +0.28 |
Martin ratioReturn relative to average drawdown | 7.86 | 6.35 | +1.51 |
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
| DRIIX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.08 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.62 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.71 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.48 | +0.26 |
Correlation
The correlation between DRIIX and DFQTX is 0.95, 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
DRIIX vs. DFQTX - Dividend Comparison
DRIIX's dividend yield for the trailing twelve months is around 2.97%, more than DFQTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIIX Dimensional 2045 Target Date Retirement Income Fund | 2.97% | 2.89% | 3.25% | 3.43% | 3.90% | 3.23% | 2.92% | 2.19% | 2.29% | 1.23% | 1.39% | 0.00% |
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
DRIIX vs. DFQTX - Drawdown Comparison
The maximum DRIIX drawdown since its inception was -32.56%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DRIIX and DFQTX.
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Drawdown Indicators
| DRIIX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.56% | -59.35% | +26.79% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -12.73% | +3.43% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -22.64% | +0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -32.56% | -37.21% | +4.65% |
Current DrawdownCurrent decline from peak | -5.16% | -5.96% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -7.84% | +3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.73% | -0.73% |
Volatility
DRIIX vs. DFQTX - Volatility Comparison
The current volatility for Dimensional 2045 Target Date Retirement Income Fund (DRIIX) is 4.40%, while DFA US Core Equity 2 Portfolio I (DFQTX) has a volatility of 5.24%. This indicates that DRIIX 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
| DRIIX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 5.24% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 6.89% | 9.06% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 18.23% | -5.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.87% | 17.04% | -4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.62% | 18.27% | -3.65% |