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 |
Index Tracked | No Index (Active) |
Asset Class | Equity |
Expense Ratio
The Dimensional International Core Equity Market ETF features an expense ratio of 0.18%, falling within the medium range.
Share Price Chart
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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 5.86% year-to-date (YTD) and 18.47% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 5.86% | 10.04% |
1 month | 3.87% | 3.53% |
6 months | 17.33% | 22.79% |
1 year | 18.47% | 32.16% |
5 years (annualized) | N/A | 13.15% |
10 years (annualized) | N/A | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.73% | 2.64% | ||||||||||
2023 | -3.51% | -3.44% | -3.18% | 8.23% | 5.32% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Dimensional International Core Equity Market ETF | 1.53 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
Dimensional International Core Equity Market ETF granted a 2.36% dividend yield in the last twelve months. The annual payout for that period amounted to $0.72 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 |
---|---|---|---|---|---|
Dividend | $0.72 | $0.76 | $0.68 | $0.61 | $0.02 |
Dividend yield | 2.36% | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | ||||||||||
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.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-27.44% | Nov 9, 2021 | 222 | Sep 27, 2022 | 314 | Dec 27, 2023 | 536 |
-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 |
-4.16% | Jan 11, 2021 | 14 | Jan 29, 2021 | 6 | Feb 8, 2021 | 20 |
-3.31% | Dec 28, 2023 | 13 | Jan 17, 2024 | 11 | Feb 1, 2024 | 24 |
Volatility
Volatility Chart
The current Dimensional International Core Equity Market ETF volatility is 2.66%, 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.