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Dimensional International Core Equity Market ETF (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS25434V2034
CUSIP25434V203
IssuerDimensional Fund Advisors LP
Inception DateNov 17, 2020
RegionGlobal ex-U.S. (Broad)
CategoryGlobal Equities, Actively Managed
Index TrackedNo Index (Active)
Asset ClassEquity

Expense Ratio

The Dimensional International Core Equity Market ETF features an expense ratio of 0.18%, falling within the medium range.


Expense ratio chart for DFAI: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Dimensional International Core Equity Market ETF

Popular comparisons: DFAI vs. AVDE, DFAI vs. VEA, DFAI vs. VXUS, DFAI vs. FNDF, DFAI vs. VZICX, DFAI vs. SCHF, DFAI vs. DFAE, DFAI vs. VEU, DFAI vs. SCHY, DFAI vs. VGK

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.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
17.06%
18.82%
DFAI (Dimensional International Core Equity Market ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Dimensional International Core Equity Market ETF had a return of 2.33% year-to-date (YTD) and 8.48% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.33%5.05%
1 month-2.66%-4.27%
6 months17.06%18.82%
1 year8.48%21.22%
5 years (annualized)N/A11.38%
10 years (annualized)N/A10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.73%2.64%3.73%
2023-3.44%-3.18%8.23%5.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DFAI is 48, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of DFAI is 4848
Dimensional International Core Equity Market ETF(DFAI)
The Sharpe Ratio Rank of DFAI is 4747Sharpe Ratio Rank
The Sortino Ratio Rank of DFAI is 4747Sortino Ratio Rank
The Omega Ratio Rank of DFAI is 4646Omega Ratio Rank
The Calmar Ratio Rank of DFAI is 5555Calmar Ratio Rank
The Martin Ratio Rank of DFAI is 4747Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


DFAI
Sharpe ratio
The chart of Sharpe ratio for DFAI, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.000.72
Sortino ratio
The chart of Sortino ratio for DFAI, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.001.10
Omega ratio
The chart of Omega ratio for DFAI, currently valued at 1.13, compared to the broader market1.001.502.001.13
Calmar ratio
The chart of Calmar ratio for DFAI, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.000.66
Martin ratio
The chart of Martin ratio for DFAI, currently valued at 2.33, compared to the broader market0.0010.0020.0030.0040.0050.0060.002.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.21

Sharpe Ratio

The current Dimensional International Core Equity Market ETF Sharpe ratio is 0.72. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.72
1.81
DFAI (Dimensional International Core Equity Market ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Dimensional International Core Equity Market ETF granted a 2.44% dividend yield in the last twelve months. The annual payout for that period amounted to $0.72 per share.


PeriodTTM2023202220212020
Dividend$0.72$0.76$0.68$0.61$0.02

Dividend yield

2.44%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.05
2023$0.00$0.00$0.09$0.00$0.00$0.35$0.00$0.00$0.14$0.00$0.00$0.17
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
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
2020$0.02

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.34%
-4.64%
DFAI (Dimensional International Core Equity Market ETF)
Benchmark (^GSPC)

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 3.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.44%Nov 9, 2021222Sep 27, 2022314Dec 27, 2023536
-5.71%Jun 16, 202123Jul 19, 202133Sep 2, 202156
-5.05%Sep 7, 202120Oct 4, 202122Nov 3, 202142
-4.43%Mar 28, 202415Apr 18, 2024
-4.16%Jan 11, 202114Jan 29, 20216Feb 8, 202120

Volatility

Volatility Chart

The current Dimensional International Core Equity Market ETF volatility is 3.03%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.03%
3.30%
DFAI (Dimensional International Core Equity Market ETF)
Benchmark (^GSPC)