- ISIN
- US25434V2034
- CUSIP
- 25434V203
- Issuer
- Dimensional
- Inception Date
- Nov 17, 2020
- Region
- Global ex-U.S. (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Assets Under Management
- $17B
Share Price Chart
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Performance
DFAI Performance Chart
Dimensional International Core Equity Market ETF (DFAI) is up 10.9% since the beginning of the year. DFAI is currently trading at $42 per share. Investors who bought $1,000 worth of DFAI shares 5 years ago would now be looking at an investment worth $1,605.
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Returns By Period
Dimensional International Core Equity Market ETF (DFAI) has returned 10.87% so far this year and 25.46% over the past 12 months.
Dimensional International Core Equity Market ETF
- 1D
- 0.29%
- 1M
- 3.21%
- YTD
- 10.87%
- 6M
- 12.19%
- 1Y
- 25.46%
- 3Y*
- 17.69%
- 5Y*
- 9.93%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.57%
- 1M
- 1.39%
- YTD
- 9.73%
- 6M
- 10.46%
- 1Y
- 24.50%
- 3Y*
- 19.43%
- 5Y*
- 12.21%
- 10Y*
- 13.75%
DFAI Monthly Returns History
Based on dividend-adjusted daily data since Nov 18, 2020, DFAI's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.
Historically, 66% of months were positive and 34% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.06% | 5.49% | -7.52% | 5.36% | 1.90% | 0.74% | 10.87% | ||||||
| 2025 | 4.14% | 2.40% | 0.60% | 3.62% | 5.16% | 2.92% | -1.39% | 4.72% | 2.22% | 0.77% | 2.05% | 2.63% | 34.04% |
| 2024 | -0.73% | 2.64% | 3.73% | -3.11% | 4.88% | -2.14% | 3.24% | 3.13% | 1.04% | -5.07% | 0.53% | -2.99% | 4.68% |
| 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% | 2.91% | 2.94% | 3.90% | -1.29% | 0.72% | 1.43% | -2.70% | 3.36% | -4.79% | 4.58% | 13.86% |
Benchmark Metrics
Dimensional International Core Equity Market ETF has an annualized alpha of 1.89%, beta of 0.76, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since November 18, 2020.
- This ETF participated in 77.58% of S&P 500 Index downside but only 76.54% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 1.89%
- Beta
- 0.76
- R²
- 0.64
- Upside Capture
- 76.54%
- Downside Capture
- 77.58%
Expense Ratio
DFAI has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
DFAI ranks 54 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFAI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 2.71 | -0.37 |
| Martin ratioReturn relative to average drawdown | 9.11 | 12.15 | -3.04 |
Dividends
Dividend History
Dimensional International Core Equity Market ETF provided a 2.22% 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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.94 | $0.93 | $0.79 | $0.76 | $0.68 | $0.61 | $0.02 |
Dividend yield | 2.22% | 2.45% | 2.72% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.10 | ||||||
| 2025 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.25 | $0.93 |
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.23 | $0.79 |
| 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 | $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 |
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.
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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 0.07%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -27.44%Sep 2022 | 10mo 22d | 1y 3mo | 2y 1moNov 2021 - Dec 2023 |
2025 selloff2025 | -13.25%Apr 2025 | 19d | 20d | 1mo 9dMar 2025 - Apr 2025 |
2026 correction2026 | -10.95%Mar 2026 | 22d | — | 3mo 21dFeb 2026 - now |
2025 pullback2025 | -9.23%Jan 2025 | 3mo 18d | 1mo 21d | 5mo 9dSep 2024 - Mar 2025 |
2024 pullback2024 | -7.15%Aug 2024 | 21d | 14d | 1mo 5dJul 2024 - Aug 2024 |
Drawdown Indicators
| DFAI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.44% | -56.78% | +29.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -9.10% | -1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -13.25% | -18.90% | +5.65% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -25.43% | -2.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.07% | -1.29% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -10.72% | +5.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.02% | +0.79% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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