Dimensional International Core Equity Market ETF (DFAI)

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The chart shows the growth of an initial investment of $10,000 in Dimensional International Core Equity Market ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Dimensional International Core Equity Market ETF (DFAI) has returned 2.50% so far this year and 28.07% over the past 12 months.

Based on dividend-adjusted daily data since Nov 18, 2020, DFAI's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, your investment would double in approximately 5.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2022 with a return of +12.2%, while the worst month was Sep 2022 at -9.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DFAI closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.1%, while the worst single day was Apr 4, 2025 at -6.5%.

Dimensional International Core Equity Market ETF has an annualized alpha of 2.54%, beta of 0.75, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since November 19, 2020.

• This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (80.30%) than losses (79.14%) — typical of diversified or defensive assets.
• This ETF generated an annualized alpha of 2.54% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

DFAI has an expense ratio of 0.18%, which is considered low.

DFAI ranks 84 for risk / return — in the top 84% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below present risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) and compare them to a chosen benchmark (S&P 500 Index).

Dimensional International Core Equity Market ETF provided a 2.41% dividend yield over the last twelve months, with an annual payout of $0.94 per share. The fund has been increasing its distributions for 5 consecutive years.

The table displays the monthly dividend distributions for Dimensional International Core Equity Market ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Dimensional International Core Equity Market ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Dimensional International Core Equity Market ETF was 27.44%, occurring on Sep 27, 2022. Recovery took 314 trading sessions.

The current Dimensional International Core Equity Market ETF drawdown is 7.61%.

The chart below shows the rolling one-month volatility.