DSHGX vs. DFQTX
Compare and contrast key facts about DFA Selectively Hedged Global Equity Portfolio (DSHGX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DSHGX is managed by Dimensional. It was launched on Nov 13, 2011. DFQTX is managed by Dimensional.
Performance
DSHGX vs. DFQTX - Performance Comparison
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DSHGX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSHGX DFA Selectively Hedged Global Equity Portfolio | 0.68% | 21.42% | 15.89% | 20.19% | -12.91% | 21.69% | 11.96% | 25.05% | -11.70% | 20.69% |
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, DSHGX achieves a 0.68% return, which is significantly higher than DFQTX's -1.39% return. Over the past 10 years, DSHGX has underperformed DFQTX with an annualized return of 11.73%, while DFQTX has yielded a comparatively higher 12.92% annualized return.
DSHGX
- 1D
- 2.57%
- 1M
- -5.81%
- YTD
- 0.68%
- 6M
- 4.21%
- 1Y
- 23.42%
- 3Y*
- 17.10%
- 5Y*
- 10.32%
- 10Y*
- 11.73%
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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DSHGX vs. DFQTX - Expense Ratio Comparison
DSHGX has a 0.31% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
DSHGX vs. DFQTX — Risk / Return Rank
DSHGX
DFQTX
DSHGX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Selectively Hedged Global Equity Portfolio (DSHGX) 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.
| DSHGX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.53 | 1.08 | +0.45 |
Sortino ratioReturn per unit of downside risk | 2.16 | 1.63 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.25 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.35 | +0.38 |
Martin ratioReturn relative to average drawdown | 8.11 | 6.35 | +1.76 |
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
| DSHGX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 1.08 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.62 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.71 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.48 | +0.23 |
Correlation
The correlation between DSHGX and DFQTX is 0.96, 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
DSHGX vs. DFQTX - Dividend Comparison
DSHGX's dividend yield for the trailing twelve months is around 3.17%, more than DFQTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSHGX DFA Selectively Hedged Global Equity Portfolio | 3.17% | 3.20% | 5.56% | 6.18% | 9.61% | 6.56% | 2.10% | 2.50% | 4.62% | 1.11% | 3.07% | 3.04% |
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
DSHGX vs. DFQTX - Drawdown Comparison
The maximum DSHGX drawdown since its inception was -36.15%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DSHGX and DFQTX.
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Drawdown Indicators
| DSHGX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.15% | -59.35% | +23.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -12.73% | +0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -21.82% | -22.64% | +0.82% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | -37.21% | +1.06% |
Current DrawdownCurrent decline from peak | -6.58% | -5.96% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -7.84% | +3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.73% | -0.05% |
Volatility
DSHGX vs. DFQTX - Volatility Comparison
DFA Selectively Hedged Global Equity Portfolio (DSHGX) has a higher volatility of 5.56% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 5.24%. This indicates that DSHGX'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
| DSHGX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 5.24% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.71% | 9.06% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 18.23% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 17.04% | -2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.05% | 18.27% | -2.22% |