DFAC vs QUAL Stock Comparison: AI Score, Valuation, Performance and Upside
DFAC and QUAL sit in related but distinct corners of the ETF landscape — DFAC centers on broad market exposure with systematic tilts toward small, value, and quality factors, while QUAL focuses on systematic exposure to financially strong, high-quality companies. Investors choosing between them should weigh how each fund's strategy lines up with their own goals rather than assuming they're interchangeable.
Choosing between DFAC and QUAL comes down to which specific exposure — broad market exposure with systematic tilts toward small, value, and quality factors or systematic exposure to financially strong, high-quality companies — better matches the role you want this holding to play in a diversified portfolio.
QUAL holds the edge across 3 of 5 key metrics in this comparison. DFAC has delivered stronger 1-year price return (+18.61% vs +18.11% for QUAL).
- want broad market exposure with systematic tilts toward small, value, and quality factors
- prefer Dimensional (DFA)'s approach and fund lineup
- value dimensional's decades of academic factor-investing research
- are comfortable with higher expense ratio than plain passive index funds
- want systematic exposure to financially strong, high-quality companies
- prefer iShares (BlackRock)'s approach and fund lineup
- value tilts toward companies with strong balance sheets and stable earnings
- are comfortable with can underperform during speculative, low-quality-stock-led rallies
| Metric | DFAC | QUAL |
|---|---|---|
| ETF scorei | 25.9 | 27.1 |
| Latest closei | $45.19 | $226.72 |
| 1M returni | +1.20% | +3.68% |
| 3M returni | +1.61% | +2.97% |
| 6M returni | +9.29% | +11.40% |
| 1Y returni | +18.61% | +18.11% |
The ETF score weights long-term returns and risk-adjusted performance most heavily, but still rewards low expense ratios, larger fund size, and broader diversification — so it can favor low-cost, broad, mega-cap funds over smaller thematic or actively-managed funds even when the latter have delivered stronger returns.
How much would $10,000 be worth today if invested at the start of each period, with all dividends reinvested?
| Period | DFAC | QUAL |
|---|---|---|
| 1Y ago | $11.97K (+19.7%) started 2025-10-15 | $11.92K (+19.2%) started 2025-10-15 |
| 5Y ago | $18.51K (+85.1%) started 2021-10-15 | $18.61K (+86.1%) started 2021-10-15 |
| 10Y ago | $19.34K (+93.4%) started 2021-06-14 | $46.15K (+361.5%) started 2016-10-17 |
Hypothetical — past performance does not guarantee future results.
| Metric | DFAC | QUAL |
|---|---|---|
| Expense ratioi | 0.18% | 0.15% |
| Total assets (AUM)i | $38.35B | $47.68B |
| Dividend yieldi | 0.00% | 0.85% |
| Trailing P/Ei | 21.43 | 27.26 |
| Betai | 1.01 | 1.01 |
| 52-week change | 18.61% | 18.11% |
| Metric | DFAC | QUAL |
|---|---|---|
| 1Y returni | +18.61% | +18.11% |
| 6M returni | +9.29% | +11.40% |
| 3M returni | +1.61% | +2.97% |
| 1M returni | +1.20% | +3.68% |
| 1Y Sharpe ratio | 1.09 | 1.08 |
| Betai | 1.01 | 1.01 |
| Dividend yieldi | 0.00% | 0.85% |
| 5Y CAGR | +11.72% | +11.88% |
Over the past year, DFAC and QUAL have moved strongly in the same direction (correlation of 0.95), based on daily returns.
Lower drawdown and smaller single-period drops generally indicate a smoother ride, though they do not guarantee lower future risk.
| Period | Metric | DFAC | QUAL |
|---|---|---|---|
| 1Y | Growthi | +18.61% | +18.11% |
| CAGRi | +18.62% | +18.13% | |
| Volatilityi | 12.23% | 11.95% | |
| Sharpe ratioi | 1.09 | 1.08 | |
| Sortino ratioi | 1.61 | 1.62 | |
| Max drawdowni | 8.49% | 9.03% | |
| Current drawdowni | 2.02% | 0.44% | |
| Avg drawdowni | 1.36% | 1.39% | |
| Ulcer Indexi | 2.11% | 2.15% | |
| Max daily dropi | 2.34% | 2.05% | |
| Max wkly dropi | 3.31% | 3.85% | |
| 5Y | Growthi | +74.02% | +75.31% |
| CAGRi | +11.72% | +11.88% | |
| Volatilityi | 17.00% | 17.30% | |
| Sharpe ratioi | 0.48 | 0.48 | |
| Sortino ratioi | 0.68 | 0.69 | |
| Max drawdowni | 23.11% | 28.23% | |
| Current drawdowni | 2.02% | 0.44% | |
| Avg drawdowni | 5.43% | 6.31% | |
| Ulcer Indexi | 7.88% | 9.62% | |
| Max daily dropi | 5.51% | 5.54% | |
| Max wkly dropi | 12.02% | 11.02% | |
| 10Y | Growthi | +80.71% | +294.59% |
| CAGRi | +11.73% | +14.72% | |
| Volatilityi | 16.78% | 18.08% | |
| Sharpe ratioi | 0.48 | 0.60 | |
| Sortino ratioi | 0.69 | 0.85 | |
| Max drawdowni | 23.11% | 34.06% | |
| Current drawdowni | 2.02% | 0.44% | |
| Avg drawdowni | 5.16% | 4.71% | |
| Ulcer Indexi | 7.63% | 7.86% | |
| Max daily dropi | 5.51% | 10.18% | |
| Max wkly dropi | 12.02% | 16.98% |
| Category | DFAC | QUAL |
|---|---|---|
| Fund name | U.S. Core Equity 2 Portfolio-ETF Class Shares | iShares MSCI USA Quality Factor ETF |
| Type | ETF | ETF |
| Expense ratioi | 0.18% | 0.15% |
| Total assets (AUM)i | $38.35B | $47.68B |
| Dividend yieldi | 0.00% | 0.85% |
- Dimensional's decades of academic factor-investing research
- Diversified, whole-market approach rather than a narrow factor bet
- Flexible, non-index-tracking implementation can reduce trading costs
- Tilts toward companies with strong balance sheets and stable earnings
- Sector-neutral construction avoids unintended sector bets
- Tends to hold up relatively well during market downturns
- Higher expense ratio than plain passive index funds
- Factor tilts can underperform the broad market for extended periods
- Less transparent day-to-day holdings than a rules-based index fund
- Can underperform during speculative, low-quality-stock-led rallies
- Higher expense ratio than plain market-cap index funds
- Quality premium can be inconsistent over shorter time horizons
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