QUERX vs. DFQTX
Compare and contrast key facts about AQR Large Cap Defensive Style Fund Class R6 (QUERX) and DFA US Core Equity 2 Portfolio I (DFQTX).
QUERX is an actively managed fund by AQR Funds. It was launched on Jul 9, 2012. DFQTX is managed by Dimensional.
Performance
QUERX vs. DFQTX - Performance Comparison
Loading graphics...
QUERX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QUERX AQR Large Cap Defensive Style Fund Class R6 | 1.76% | 6.98% | 13.98% | 9.55% | -13.73% | 23.56% | 13.20% | 28.82% | -0.21% | 22.22% |
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, QUERX achieves a 1.76% return, which is significantly higher than DFQTX's -1.39% return. Over the past 10 years, QUERX has underperformed DFQTX with an annualized return of 10.65%, while DFQTX has yielded a comparatively higher 12.92% annualized return.
QUERX
- 1D
- 0.96%
- 1M
- -4.33%
- YTD
- 1.76%
- 6M
- -0.27%
- 1Y
- 3.98%
- 3Y*
- 10.10%
- 5Y*
- 6.84%
- 10Y*
- 10.65%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QUERX vs. DFQTX - Expense Ratio Comparison
QUERX has a 0.31% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
QUERX vs. DFQTX — Risk / Return Rank
QUERX
DFQTX
QUERX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund Class R6 (QUERX) 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.
| QUERX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 1.08 | -0.74 |
Sortino ratioReturn per unit of downside risk | 0.56 | 1.63 | -1.07 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.25 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 1.35 | -0.90 |
Martin ratioReturn relative to average drawdown | 2.06 | 6.35 | -4.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| QUERX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 1.08 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.62 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.71 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.48 | +0.22 |
Correlation
The correlation between QUERX and DFQTX is 0.86, 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
QUERX vs. DFQTX - Dividend Comparison
QUERX's dividend yield for the trailing twelve months is around 22.46%, more than DFQTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUERX AQR Large Cap Defensive Style Fund Class R6 | 22.46% | 22.86% | 24.47% | 24.43% | 10.37% | 2.62% | 1.37% | 1.18% | 1.74% | 2.45% | 2.06% | 6.28% |
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
QUERX vs. DFQTX - Drawdown Comparison
The maximum QUERX drawdown since its inception was -30.81%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for QUERX and DFQTX.
Loading graphics...
Drawdown Indicators
| QUERX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.81% | -59.35% | +28.54% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -12.73% | +3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -22.64% | +0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -30.81% | -37.21% | +6.40% |
Current DrawdownCurrent decline from peak | -4.33% | -5.96% | +1.63% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -7.84% | +3.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 2.73% | -0.78% |
Volatility
QUERX vs. DFQTX - Volatility Comparison
The current volatility for AQR Large Cap Defensive Style Fund Class R6 (QUERX) is 2.81%, while DFA US Core Equity 2 Portfolio I (DFQTX) has a volatility of 5.24%. This indicates that QUERX experiences smaller price fluctuations and is considered to be less risky than DFQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| QUERX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 5.24% | -2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 5.75% | 9.06% | -3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 18.23% | -6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.08% | 17.04% | -3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.23% | 18.27% | -3.04% |