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ISIN
US25434V7991
CUSIP
25434V799
Inception Date
Mar 23, 2022
Region
Global ex-U.S. (Developed ex-U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$14B

Share Price Chart


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Performance

DFIC Performance Chart

DFA Dimensional International Core Equity 2 ETF (DFIC) is up 11.0% since the beginning of the year. DFIC is currently trading at $38 per share.


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S&P 500 Index

Returns By Period

DFA Dimensional International Core Equity 2 ETF (DFIC) has returned 10.96% so far this year and 28.82% over the past 12 months.


DFA Dimensional International Core Equity 2 ETF

1D
0.28%
1M
0.63%
YTD
10.96%
6M
11.16%
1Y
28.82%
3Y*
19.97%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFIC Monthly Returns History

Based on dividend-adjusted daily data since Mar 24, 2022, DFIC's average daily return is +0.05%, while the average monthly return is +1.12%. At this rate, an investment would double in approximately 5.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2022 with a return of +12.3%, while the worst month was Sep 2022 at -9.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DFIC closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +6.7%, while the worst single day was Apr 4, 2025 at -6.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.31%6.13%-7.56%5.35%2.19%-0.24%10.96%
20253.68%2.59%1.32%3.96%5.51%3.48%-0.95%4.68%2.14%0.43%2.46%2.85%37.09%
2024-1.29%2.36%3.84%-2.73%5.07%-2.50%3.33%2.60%1.45%-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%
20220.04%-6.29%2.43%-9.55%5.02%-5.53%-9.84%6.11%12.25%-1.51%-8.86%

Benchmark Metrics

DFA Dimensional International Core Equity 2 ETF has an annualized alpha of 3.67%, beta of 0.74, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since March 24, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (78.40%) than losses (72.75%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 3.67% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
3.67%
Beta
0.74
0.62
Upside Capture
78.40%
Downside Capture
72.75%

Expense Ratio

DFIC has an expense ratio of 0.22%, which is considered low.


Return for Risk

Risk / Return Rank

DFIC ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DFIC Risk / Return Rank: 6161
Overall Rank
DFIC Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DFIC Sortino Ratio Rank: 6262
Sortino Ratio Rank
DFIC Omega Ratio Rank: 6363
Omega Ratio Rank
DFIC Calmar Ratio Rank: 5555
Calmar Ratio Rank
DFIC Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for DFA Dimensional International Core Equity 2 ETF (DFIC) 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.


DFICBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

2.63

2.78

-0.15

Martin ratioReturn relative to average drawdown

10.38

12.44

-2.06

Dividends

Dividend History

DFA Dimensional International Core Equity 2 ETF provided a 2.26% dividend yield over the last twelve months, with an annual payout of $0.86 per share. The fund has been increasing its distributions for 3 consecutive years.


1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.802022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.86$0.88$0.74$0.65$0.33

Dividend yield

2.26%2.54%2.87%2.55%1.47%

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
2026$0.00$0.00$0.07$0.00$0.00$0.00$0.07
2025$0.00$0.00$0.09$0.00$0.00$0.42$0.00$0.00$0.13$0.00$0.00$0.24$0.88
2024$0.00$0.00$0.04$0.00$0.00$0.36$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$0.12$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.


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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 0.72%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-24.40%Sep 2022
6mo 1d9mo 19d
1y 3moMar 2022 - Jul 2023
2025 selloff2025
-13.14%Apr 2025
18d21d
1mo 9dMar 2025 - Apr 2025
2023 correction2023
-11.23%Oct 2023
2mo 27d1mo 18d
4mo 15dAug 2023 - Dec 2023
2026 correction2026
-11.00%Mar 2026
18d
3mo 23dMar 2026 - now
2025 pullback2025
-9.24%Jan 2025
3mo 18d1mo 21d
5mo 9dSep 2024 - Mar 2025

Drawdown Indicators


DFICBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.40%

-56.78%

+32.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-9.10%

-1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-13.14%

-18.90%

+5.76%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.72%

-1.80%

+1.08%

Average Drawdown

Average peak-to-trough decline

-4.51%

-10.71%

+6.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.03%

+0.75%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add DFA Dimensional International Core Equity 2 ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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