Dimensional International Core Equity Market ETF (DFAI)
DFAI is an actively managed ETF by Dimensional Fund Advisors LP. DFAI launched on Nov 17, 2020 and has a 0.18% expense ratio.
ETF Info
| ISIN | US25434V2034 |
|---|---|
| CUSIP | 25434V203 |
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Nov 17, 2020 |
| Region | Global ex-U.S. (Broad) |
| Category | Global Equities, Actively Managed |
| Leveraged | 1x |
| Index Tracked | No Index (Active) |
| Asset Class | Equity |
Expense Ratio
DFAI has an expense ratio of 0.18%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Popular comparisons: DFAI vs. AVDE, DFAI vs. VXUS, DFAI vs. VEA, DFAI vs. FNDF, DFAI vs. DFAE, DFAI vs. VZICX, DFAI vs. SCHF, DFAI vs. VEU, DFAI vs. SCHY, DFAI vs. DFALX
Performance
Performance Chart
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.
Returns By Period
Dimensional International Core Equity Market ETF had a return of 7.84% year-to-date (YTD) and 19.11% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 7.84% | 25.82% |
| 1 month | -3.19% | 3.20% |
| 6 months | 1.53% | 14.94% |
| 1 year | 19.11% | 35.92% |
| 5 years (annualized) | N/A | 14.22% |
| 10 years (annualized) | N/A | 11.43% |
Monthly Returns
The table below presents the monthly returns of DFAI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.73% | 2.64% | 3.73% | -3.11% | 4.88% | -2.14% | 3.24% | 3.13% | 1.04% | -5.07% | 7.84% | ||
| 2023 | 8.83% | -3.01% | 2.32% | 2.71% | -4.41% | 4.59% | 3.11% | -3.51% | -3.44% | -3.18% | 8.23% | 5.32% | 17.60% |
| 2022 | -2.87% | -2.54% | 0.83% | -6.39% | 2.16% | -9.11% | 5.05% | -5.76% | -9.18% | 5.93% | 12.21% | -1.82% | -12.95% |
| 2021 | -0.73% | 3.21% | 2.90% | 2.94% | 3.90% | -1.29% | 0.72% | 1.43% | -2.70% | 3.36% | -4.79% | 4.58% | 13.86% |
| 2020 | 1.08% | 5.00% | 6.13% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFAI is 48, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Dimensional International Core Equity Market ETF provided a 2.43% dividend yield over the last twelve months, with an annual payout of $0.74 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | $0.74 | $0.76 | $0.68 | $0.61 | $0.03 |
Dividend yield | 2.43% | 2.64% | 2.72% | 2.06% | 0.09% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.57 | |
| 2023 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.17 | $0.76 |
| 2022 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.13 | $0.68 |
| 2021 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.18 | $0.61 |
| 2020 | $0.03 | $0.03 |
Drawdowns
Drawdowns Chart
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.
Worst Drawdowns
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 5.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.44% | Nov 9, 2021 | 222 | Sep 27, 2022 | 314 | Dec 27, 2023 | 536 |
| -7.15% | Jul 15, 2024 | 16 | Aug 5, 2024 | 10 | Aug 19, 2024 | 26 |
| -5.9% | Sep 27, 2024 | 25 | Oct 31, 2024 | — | — | — |
| -5.71% | Jun 16, 2021 | 23 | Jul 19, 2021 | 33 | Sep 2, 2021 | 56 |
| -5.05% | Sep 7, 2021 | 20 | Oct 4, 2021 | 22 | Nov 3, 2021 | 42 |
Volatility
Volatility Chart
The current Dimensional International Core Equity Market ETF volatility is 3.65%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.