QIACX vs. DFIEX
Compare and contrast key facts about Federated Hermes MDT All Cap Core Fund (QIACX) and DFA International Core Equity Portfolio I (DFIEX).
QIACX is managed by Federated. It was launched on Oct 1, 2002. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
QIACX vs. DFIEX - Performance Comparison
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QIACX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QIACX Federated Hermes MDT All Cap Core Fund | -4.89% | 21.15% | 31.07% | 23.52% | -14.16% | 31.40% | 21.95% | 26.91% | -2.64% | 21.07% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, QIACX achieves a -4.89% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, QIACX has outperformed DFIEX with an annualized return of 15.59%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
QIACX
- 1D
- 3.03%
- 1M
- -4.69%
- YTD
- -4.89%
- 6M
- -1.60%
- 1Y
- 18.54%
- 3Y*
- 20.52%
- 5Y*
- 14.45%
- 10Y*
- 15.59%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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QIACX vs. DFIEX - Expense Ratio Comparison
QIACX has a 0.75% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
QIACX vs. DFIEX — Risk / Return Rank
QIACX
DFIEX
QIACX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT All Cap Core Fund (QIACX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| QIACX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 2.05 | -0.90 |
Sortino ratioReturn per unit of downside risk | 1.67 | 2.66 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.41 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 2.84 | -1.47 |
Martin ratioReturn relative to average drawdown | 6.70 | 11.17 | -4.46 |
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
| QIACX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 2.05 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.62 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.60 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.35 | +0.20 |
Correlation
The correlation between QIACX and DFIEX is 0.76, 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
QIACX vs. DFIEX - Dividend Comparison
QIACX's dividend yield for the trailing twelve months is around 4.81%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QIACX Federated Hermes MDT All Cap Core Fund | 4.81% | 4.58% | 8.65% | 1.40% | 10.90% | 17.44% | 3.01% | 3.34% | 8.60% | 0.69% | 1.12% | 1.25% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
QIACX vs. DFIEX - Drawdown Comparison
The maximum QIACX drawdown since its inception was -60.11%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for QIACX and DFIEX.
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Drawdown Indicators
| QIACX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -62.22% | +2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -11.01% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -23.05% | -28.66% | +5.61% |
Max Drawdown (10Y)Largest decline over 10 years | -36.47% | -41.04% | +4.57% |
Current DrawdownCurrent decline from peak | -5.88% | -6.42% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -12.26% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.80% | -0.34% |
Volatility
QIACX vs. DFIEX - Volatility Comparison
The current volatility for Federated Hermes MDT All Cap Core Fund (QIACX) is 5.39%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that QIACX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QIACX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 6.66% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.95% | 10.52% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.22% | 15.92% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 15.66% | +1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.72% | 16.35% | +2.37% |