DWUSX vs. DFQTX
Compare and contrast key facts about DFA World ex U.S. Targeted Value Portfolio (DWUSX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DWUSX is managed by Dimensional. It was launched on Oct 31, 2012. DFQTX is managed by Dimensional.
Performance
DWUSX vs. DFQTX - Performance Comparison
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DWUSX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DWUSX DFA World ex U.S. Targeted Value Portfolio | 0.82% | 39.16% | 5.31% | 17.40% | -11.83% | 26.30% | 4.96% | 17.39% | -20.38% | 30.95% |
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, DWUSX achieves a 0.82% return, which is significantly higher than DFQTX's -4.02% return. Over the past 10 years, DWUSX has underperformed DFQTX with an annualized return of 10.48%, while DFQTX has yielded a comparatively higher 12.61% annualized return.
DWUSX
- 1D
- -0.41%
- 1M
- -11.22%
- YTD
- 0.82%
- 6M
- 6.53%
- 1Y
- 32.97%
- 3Y*
- 17.87%
- 5Y*
- 12.08%
- 10Y*
- 10.48%
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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DWUSX vs. DFQTX - Expense Ratio Comparison
DWUSX has a 0.52% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
DWUSX vs. DFQTX — Risk / Return Rank
DWUSX
DFQTX
DWUSX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Targeted Value Portfolio (DWUSX) 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.
| DWUSX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 0.95 | +1.26 |
Sortino ratioReturn per unit of downside risk | 2.74 | 1.45 | +1.29 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.22 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 1.00 | +1.46 |
Martin ratioReturn relative to average drawdown | 9.72 | 4.74 | +4.99 |
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
| DWUSX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 0.95 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.61 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.69 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.47 | +0.10 |
Correlation
The correlation between DWUSX and DFQTX is 0.75, 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
DWUSX vs. DFQTX - Dividend Comparison
DWUSX's dividend yield for the trailing twelve months is around 2.77%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWUSX DFA World ex U.S. Targeted Value Portfolio | 2.77% | 2.64% | 2.86% | 2.81% | 2.91% | 16.59% | 1.37% | 3.22% | 5.51% | 3.18% | 1.94% | 1.27% |
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
DWUSX vs. DFQTX - Drawdown Comparison
The maximum DWUSX drawdown since its inception was -49.65%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DWUSX and DFQTX.
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Drawdown Indicators
| DWUSX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.65% | -59.35% | +9.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -12.73% | +1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -26.71% | -22.64% | -4.07% |
Max Drawdown (10Y)Largest decline over 10 years | -49.65% | -37.21% | -12.44% |
Current DrawdownCurrent decline from peak | -11.22% | -8.47% | -2.75% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -7.84% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.79% | +0.21% |
Volatility
DWUSX vs. DFQTX - Volatility Comparison
DFA World ex U.S. Targeted Value Portfolio (DWUSX) has a higher volatility of 6.04% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 4.27%. This indicates that DWUSX'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
| DWUSX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 4.27% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 8.67% | +0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.45% | 18.07% | -3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 17.00% | -1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.91% | 18.25% | -2.34% |