DFAE vs. DFAI

In the year-to-date period, DFAE achieves a -9.66% return, which is significantly lower than DFAI's -3.75% return.

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DFAE has a 0.35% expense ratio, which is higher than DFAI's 0.18% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Core Equity Market ETF (DFAE) and Dimensional International Core Equity Market ETF (DFAI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current DFAE Sharpe Ratio is -0.35, which is lower than the DFAI Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of DFAE and DFAI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFAE's dividend yield for the trailing twelve months is around 2.72%, less than DFAI's 3.01% yield.

The maximum DFAE drawdown since its inception was -32.21%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for DFAE and DFAI. For additional features, visit the drawdowns tool.

The current volatility for Dimensional Emerging Core Equity Market ETF (DFAE) is NaN%, while Dimensional International Core Equity Market ETF (DFAI) has a volatility of NaN%. This indicates that DFAE experiences smaller price fluctuations and is considered to be less risky than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.