DSCGX vs. DFQTX
Compare and contrast key facts about DFA U.S. Small Cap Growth Portfolio (DSCGX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DSCGX is managed by Dimensional. It was launched on Dec 20, 2012. DFQTX is managed by Dimensional.
Performance
DSCGX vs. DFQTX - Performance Comparison
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DSCGX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | -0.88% | 5.94% | 13.86% | 21.25% | -17.79% | 20.37% | 19.35% | 26.17% | -12.33% | 15.99% |
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, DSCGX achieves a -0.88% return, which is significantly higher than DFQTX's -1.39% return. Over the past 10 years, DSCGX has underperformed DFQTX with an annualized return of 9.69%, while DFQTX has yielded a comparatively higher 12.92% annualized return.
DSCGX
- 1D
- 2.99%
- 1M
- -7.22%
- YTD
- -0.88%
- 6M
- -1.02%
- 1Y
- 12.02%
- 3Y*
- 10.42%
- 5Y*
- 4.70%
- 10Y*
- 9.69%
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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DSCGX vs. DFQTX - Expense Ratio Comparison
DSCGX has a 0.32% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
DSCGX vs. DFQTX — Risk / Return Rank
DSCGX
DFQTX
DSCGX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Growth Portfolio (DSCGX) 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.
| DSCGX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 1.08 | -0.49 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.63 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.25 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.35 | -0.53 |
Martin ratioReturn relative to average drawdown | 3.06 | 6.35 | -3.29 |
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
| DSCGX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 1.08 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.62 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.71 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.48 | +0.02 |
Correlation
The correlation between DSCGX 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
DSCGX vs. DFQTX - Dividend Comparison
DSCGX's dividend yield for the trailing twelve months is around 0.58%, less than DFQTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | 0.58% | 0.60% | 0.62% | 0.72% | 4.08% | 3.27% | 0.58% | 1.28% | 5.44% | 1.50% | 1.12% | 1.20% |
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
DSCGX vs. DFQTX - Drawdown Comparison
The maximum DSCGX drawdown since its inception was -41.44%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DSCGX and DFQTX.
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Drawdown Indicators
| DSCGX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.44% | -59.35% | +17.91% |
Max Drawdown (1Y)Largest decline over 1 year | -13.40% | -12.73% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -22.64% | -8.68% |
Max Drawdown (10Y)Largest decline over 10 years | -41.44% | -37.21% | -4.23% |
Current DrawdownCurrent decline from peak | -8.33% | -5.96% | -2.37% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -7.84% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 2.73% | +0.89% |
Volatility
DSCGX vs. DFQTX - Volatility Comparison
DFA U.S. Small Cap Growth Portfolio (DSCGX) has a higher volatility of 6.43% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 5.24%. This indicates that DSCGX'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
| DSCGX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 5.24% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.44% | 9.06% | +3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.59% | 18.23% | +3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.47% | 17.04% | +3.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.77% | 18.27% | +3.50% |