DSCLX vs. DFQTX
Compare and contrast key facts about DFA International Social Core Equity Portfolio (DSCLX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DSCLX is managed by Dimensional. It was launched on Nov 1, 2012. DFQTX is managed by Dimensional.
Performance
DSCLX vs. DFQTX - Performance Comparison
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DSCLX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSCLX DFA International Social Core Equity Portfolio | -2.02% | 37.80% | 4.92% | 18.46% | -16.62% | 13.39% | 7.53% | 21.13% | -17.38% | 27.65% |
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, DSCLX achieves a -2.02% return, which is significantly higher than DFQTX's -4.02% return. Over the past 10 years, DSCLX has underperformed DFQTX with an annualized return of 8.94%, while DFQTX has yielded a comparatively higher 12.61% annualized return.
DSCLX
- 1D
- -0.08%
- 1M
- -11.58%
- YTD
- -2.02%
- 6M
- 3.16%
- 1Y
- 26.13%
- 3Y*
- 15.77%
- 5Y*
- 8.27%
- 10Y*
- 8.94%
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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DSCLX vs. DFQTX - Expense Ratio Comparison
DSCLX has a 0.27% 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
DSCLX vs. DFQTX — Risk / Return Rank
DSCLX
DFQTX
DSCLX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Social Core Equity Portfolio (DSCLX) 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.
| DSCLX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 0.95 | +0.62 |
Sortino ratioReturn per unit of downside risk | 2.08 | 1.45 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.22 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.00 | +1.02 |
Martin ratioReturn relative to average drawdown | 8.06 | 4.74 | +3.32 |
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
| DSCLX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 0.95 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.61 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.69 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.47 | 0.00 |
Correlation
The correlation between DSCLX and DFQTX is 0.78, 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
DSCLX vs. DFQTX - Dividend Comparison
DSCLX's dividend yield for the trailing twelve months is around 3.45%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCLX DFA International Social Core Equity Portfolio | 3.45% | 3.38% | 3.48% | 3.17% | 2.73% | 3.53% | 1.80% | 2.91% | 2.77% | 2.45% | 2.75% | 2.56% |
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
DSCLX vs. DFQTX - Drawdown Comparison
The maximum DSCLX drawdown since its inception was -42.26%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DSCLX and DFQTX.
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Drawdown Indicators
| DSCLX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.26% | -59.35% | +17.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -12.73% | +0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -32.15% | -22.64% | -9.51% |
Max Drawdown (10Y)Largest decline over 10 years | -42.26% | -37.21% | -5.05% |
Current DrawdownCurrent decline from peak | -11.58% | -8.47% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -7.84% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.79% | +0.20% |
Volatility
DSCLX vs. DFQTX - Volatility Comparison
DFA International Social Core Equity Portfolio (DSCLX) has a higher volatility of 6.57% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 4.27%. This indicates that DSCLX'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
| DSCLX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 4.27% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 8.67% | +1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 18.07% | -2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 17.00% | -1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.46% | 18.25% | -1.79% |