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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.


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 to compare with DFAI

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. VEU, DFAI vs. DFAE, 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.


10.00%20.00%30.00%40.00%50.00%OctoberNovemberDecember2024FebruaryMarch
30.96%
47.11%
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 5.86% year-to-date (YTD) and 18.47% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.86%10.04%
1 month3.87%3.53%
6 months17.33%22.79%
1 year18.47%32.16%
5 years (annualized)N/A13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DFAI
Dimensional International Core Equity Market ETF
1.53
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Dimensional International Core Equity Market ETF Sharpe ratio is 1.53. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.53
2.76
DFAI (Dimensional International Core Equity Market ETF)
Benchmark (^GSPC)

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.


PeriodTTM2023202220212020
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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.


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
-4.16%Jan 11, 202114Jan 29, 20216Feb 8, 202120
-3.31%Dec 28, 202313Jan 17, 202411Feb 1, 202424

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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.66%
2.82%
DFAI (Dimensional International Core Equity Market ETF)
Benchmark (^GSPC)