Dimensional World ex US Core Equity 2 ETF (DFAX)
DFAX is a passive ETF by Dimensional Fund Advisors LP tracking the investment results of the MSCI All Country World ex USA Index. DFAX launched on Mar 6, 2008 and has a 0.30% expense ratio.
ETF Info
| ISIN | US25434V8809 |
|---|---|
| CUSIP | 25434V880 |
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Mar 6, 2008 |
| Category | Foreign Large Cap Equities |
| Leveraged | 1x |
| Index Tracked | MSCI All Country World ex USA Index |
| Home Page | www.dimensional.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
DFAX features an expense ratio of 0.30%, falling within the medium range.
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.
Popular comparisons: DFAX vs. DFWIX, DFAX vs. VXUS, DFAX vs. OTCAX, DFAX vs. VT, DFAX vs. VTSAX, DFAX vs. SCIEX, DFAX vs. DFIVX, DFAX vs. TRBCX, DFAX vs. IWO, DFAX vs. MGK
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dimensional World ex US Core Equity 2 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 World ex US Core Equity 2 ETF had a return of 8.29% year-to-date (YTD) and 19.63% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 8.29% | 25.70% |
| 1 month | -2.45% | 3.51% |
| 6 months | 2.27% | 14.80% |
| 1 year | 19.63% | 37.91% |
| 5 years (annualized) | N/A | 14.18% |
| 10 years (annualized) | N/A | 11.41% |
Monthly Returns
The table below presents the monthly returns of DFAX, 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 | -2.01% | 2.84% | 3.49% | -1.85% | 4.21% | -1.16% | 2.28% | 2.04% | 2.52% | -4.59% | 8.29% | ||
| 2023 | 8.70% | -3.75% | 2.23% | 1.73% | -3.84% | 4.66% | 4.46% | -3.86% | -2.91% | -3.64% | 7.83% | 5.14% | 16.66% |
| 2022 | -2.07% | -1.96% | -0.41% | -6.09% | 1.62% | -8.78% | 3.36% | -4.02% | -10.21% | 4.08% | 12.97% | -1.90% | -14.48% |
| 2021 | -4.45% | 1.70% | -3.91% | 4.23% | -2.68% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFAX is 44, 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 World ex US Core Equity 2 ETF (DFAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Dimensional World ex US Core Equity 2 ETF provided a 2.63% dividend yield over the last twelve months, with an annual payout of $0.68 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 |
|---|---|---|---|---|
| Dividend | $0.68 | $0.74 | $0.71 | $0.37 |
Dividend yield | 2.63% | 3.01% | 3.30% | 1.40% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional World ex US Core Equity 2 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 | $0.03 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.51 | |
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.18 | $0.74 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.19 | $0.71 |
| 2021 | $0.12 | $0.00 | $0.00 | $0.24 | $0.37 |
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 World ex US Core Equity 2 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 World ex US Core Equity 2 ETF was 28.15%, occurring on Oct 12, 2022. Recovery took 351 trading sessions.
The current Dimensional World ex US Core Equity 2 ETF drawdown is 4.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.15% | Sep 14, 2021 | 273 | Oct 12, 2022 | 351 | Mar 7, 2024 | 624 |
| -7.96% | Jul 15, 2024 | 16 | Aug 5, 2024 | 14 | Aug 23, 2024 | 30 |
| -5.4% | Sep 27, 2024 | 25 | Oct 31, 2024 | — | — | — |
| -4.21% | Apr 10, 2024 | 5 | Apr 16, 2024 | 14 | May 6, 2024 | 19 |
| -3.83% | Aug 26, 2024 | 9 | Sep 6, 2024 | 9 | Sep 19, 2024 | 18 |
Volatility
Volatility Chart
The current Dimensional World ex US Core Equity 2 ETF volatility is 4.08%, 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.