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DRIUX vs. DRIQX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRIUX vs. DRIQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional 2025 Target Date Retirement Income Fund (DRIUX) and Dimensional 2015 Target Date Retirement Income Fund (DRIQX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRIUX achieves a 2.15% return, which is significantly lower than DRIQX's 3.01% return. Both investments have delivered pretty close results over the past 10 years, with DRIUX having a 4.60% annualized return and DRIQX not far behind at 4.48%.


DRIUX

1D
0.36%
1M
-1.22%
6M
1.16%
YTD
2.15%
1Y
5.90%
3Y*
5.39%
5Y*
-0.02%
10Y*
4.60%
ALL TIME*
5.36%

DRIQX

1D
0.35%
1M
-0.44%
6M
1.84%
YTD
3.01%
1Y
6.61%
3Y*
6.44%
5Y*
1.86%
10Y*
4.48%
ALL TIME*
5.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

DRIUX vs. DRIQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRIUX
Dimensional 2025 Target Date Retirement Income Fund
2.15%9.01%3.86%8.09%-20.98%9.26%17.45%18.97%-6.67%13.18%
DRIQX
Dimensional 2015 Target Date Retirement Income Fund
3.01%8.83%5.47%8.17%-14.79%7.79%14.31%14.08%-4.20%7.82%

Correlation

The correlation between DRIUX and DRIQX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.95

Correlation (3Y)
Balances recent behavior with more history.

0.96

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.97

Correlation (10Y)
Provides a long-term view across more market conditions.

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.96

The correlation between DRIUX and DRIQX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

DRIUX vs. DRIQX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DRIUX
DRIUX Risk / Return Rank: 2828
Overall Rank
DRIUX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DRIUX Sortino Ratio Rank: 2929
Sortino Ratio Rank
DRIUX Omega Ratio Rank: 2828
Omega Ratio Rank
DRIUX Calmar Ratio Rank: 2727
Calmar Ratio Rank
DRIUX Martin Ratio Rank: 3030
Martin Ratio Rank

DRIQX
DRIQX Risk / Return Rank: 5353
Overall Rank
DRIQX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DRIQX Sortino Ratio Rank: 5454
Sortino Ratio Rank
DRIQX Omega Ratio Rank: 5454
Omega Ratio Rank
DRIQX Calmar Ratio Rank: 4848
Calmar Ratio Rank
DRIQX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DRIUX vs. DRIQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional 2025 Target Date Retirement Income Fund (DRIUX) and Dimensional 2015 Target Date Retirement Income Fund (DRIQX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DRIUXDRIQXDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.18

1.27

-0.09

Calmar ratioReturn relative to maximum drawdown

1.30

1.90

-0.59

Martin ratioReturn relative to average drawdown

4.57

7.47

-2.90

DRIUX vs. DRIQX - Sharpe Ratio Comparison

The current DRIUX Sharpe Ratio is 1.03, which is comparable to the DRIQX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of DRIUX and DRIQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DRIUX vs. DRIQX - Drawdown Comparison

The maximum DRIUX drawdown since its inception was -26.95%, which is greater than DRIQX's maximum drawdown of -19.86%. Use the drawdown chart below to compare losses from any high point for DRIUX and DRIQX.


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Drawdown Indicators


DRIUXDRIQXDifference

Max Drawdown

Largest peak-to-trough decline

-26.95%

-19.86%

-7.09%

Max Drawdown (1Y)

Largest decline over 1 year

-4.49%

-3.47%

-1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-7.21%

-5.12%

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-26.95%

-19.86%

-7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-26.95%

-19.86%

-7.09%

Current Drawdown

Current decline from peak

-4.27%

-1.30%

-2.97%

Average Drawdown

Average peak-to-trough decline

-7.02%

-3.84%

-3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

0.88%

+0.40%

Volatility

DRIUX vs. DRIQX - Volatility Comparison

Dimensional 2025 Target Date Retirement Income Fund (DRIUX) has a higher volatility of 1.37% compared to Dimensional 2015 Target Date Retirement Income Fund (DRIQX) at 1.10%. This indicates that DRIUX's price experiences larger fluctuations and is considered to be riskier than DRIQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRIUXDRIQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.10%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

4.42%

3.60%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

5.68%

4.52%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.41%

7.07%

+2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.86%

6.58%

+2.28%

DRIUX vs. DRIQX - Expense Ratio Comparison

DRIUX has a 0.18% expense ratio, which is higher than DRIQX's 0.17% 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%.


Dividends

DRIUX vs. DRIQX - Dividend Comparison

DRIUX's dividend yield for the trailing twelve months is around 5.82%, less than DRIQX's 6.36% yield.


PositionTTM2025202420232022202120202019201820172016
DRIQX
Dimensional 2015 Target Date Retirement Income Fund
6.36%4.95%4.53%4.28%6.51%4.54%3.76%2.05%2.23%1.66%1.37%
DRIUX
Dimensional 2025 Target Date Retirement Income Fund
5.82%5.26%4.40%4.53%7.77%5.60%3.72%2.25%2.44%1.39%1.41%

Frequently Asked Questions


With a correlation of 0.95, DRIUX and DRIQX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DRIUX has higher volatility (1.37%) compared to DRIQX (1.10%). In terms of maximum drawdown, DRIUX dropped -26.95% vs DRIQX's -19.86%.

DRIQX currently has the higher Sharpe Ratio (1.46 vs 1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DRIUX and DRIQX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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