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DFA Dimensional International Core Equity 2 ETF (D...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Inception Date

Mar 23, 2022

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DFIC has an expense ratio of 0.23%, which is considered low.


Expense ratio chart for DFIC: current value is 0.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFIC: 0.23%

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.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DFA Dimensional International 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.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
22.95%
22.23%
DFIC (DFA Dimensional International Core Equity 2 ETF)
Benchmark (^GSPC)

Returns By Period

DFA Dimensional International Core Equity 2 ETF had a return of 10.95% year-to-date (YTD) and 13.00% in the last 12 months.


DFIC

YTD

10.95%

1M

1.28%

6M

7.45%

1Y

13.00%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-6.06%

1M

-3.27%

6M

-4.87%

1Y

9.44%

5Y*

14.30%

10Y*

10.11%

*Annualized

Monthly Returns

The table below presents the monthly returns of DFIC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.68%2.59%1.32%2.95%10.95%
2024-1.29%2.36%3.84%-2.73%5.07%-2.50%3.33%2.60%1.44%-4.98%0.41%-2.97%4.10%
20239.22%-2.91%1.76%2.41%-4.85%4.62%3.71%-3.38%-3.28%-3.40%8.00%5.48%17.32%
2022-0.40%-6.29%2.42%-9.54%5.02%-5.53%-9.85%6.11%12.25%-1.50%-9.26%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DFIC is 73, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DFIC is 7373
Overall Rank
The Sharpe Ratio Rank of DFIC is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIC is 7171
Sortino Ratio Rank
The Omega Ratio Rank of DFIC is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DFIC is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DFIC is 7272
Martin 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 DFA Dimensional International Core Equity 2 ETF (DFIC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for DFIC, currently valued at 0.74, compared to the broader market-1.000.001.002.003.004.00
DFIC: 0.74
^GSPC: 0.46
The chart of Sortino ratio for DFIC, currently valued at 1.12, compared to the broader market-2.000.002.004.006.008.00
DFIC: 1.12
^GSPC: 0.77
The chart of Omega ratio for DFIC, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
DFIC: 1.15
^GSPC: 1.11
The chart of Calmar ratio for DFIC, currently valued at 0.93, compared to the broader market0.002.004.006.008.0010.0012.00
DFIC: 0.93
^GSPC: 0.47
The chart of Martin ratio for DFIC, currently valued at 2.90, compared to the broader market0.0020.0040.0060.00
DFIC: 2.90
^GSPC: 1.94

The current DFA Dimensional International Core Equity 2 ETF Sharpe ratio is 0.74. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of DFA Dimensional International Core Equity 2 ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.74
0.46
DFIC (DFA Dimensional International Core Equity 2 ETF)
Benchmark (^GSPC)

Dividends

Dividend History

DFA Dimensional International Core Equity 2 ETF provided a 2.77% dividend yield over the last twelve months, with an annual payout of $0.79 per share. The fund has been increasing its distributions for 2 consecutive years.


1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80202220232024
Dividends
Dividend Yield
PeriodTTM202420232022
Dividend$0.79$0.74$0.65$0.33

Dividend yield

2.77%2.87%2.54%1.48%

Monthly Dividends

The table displays the monthly dividend distributions for DFA Dimensional International Core Equity 2 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.09$0.00$0.09
2024$0.00$0.00$0.04$0.00$0.00$0.37$0.00$0.00$0.13$0.00$0.00$0.21$0.74
2023$0.00$0.00$0.05$0.00$0.00$0.26$0.00$0.00$0.18$0.00$0.00$0.16$0.65
2022$0.11$0.00$0.00$0.10$0.00$0.00$0.13$0.33

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.43%
-10.07%
DFIC (DFA Dimensional International Core Equity 2 ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the DFA Dimensional International 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 DFA Dimensional International Core Equity 2 ETF was 24.40%, occurring on Sep 27, 2022. Recovery took 198 trading sessions.

The current DFA Dimensional International Core Equity 2 ETF drawdown is 0.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.4%Mar 30, 2022125Sep 27, 2022198Jul 13, 2023323
-13.14%Mar 20, 202513Apr 7, 2025
-11.23%Aug 1, 202363Oct 27, 202333Dec 14, 202396
-9.24%Sep 27, 202473Jan 13, 202535Mar 5, 2025108
-7.27%Jul 15, 202416Aug 5, 202412Aug 21, 202428

Volatility

Volatility Chart

The current DFA Dimensional International Core Equity 2 ETF volatility is 11.05%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.05%
14.23%
DFIC (DFA Dimensional International Core Equity 2 ETF)
Benchmark (^GSPC)