DFAI vs. ARTRX
Compare and contrast key facts about Dimensional International Core Equity Market ETF (DFAI) and Artisan Global Opportunities Fund Class I (ARTRX).
DFAI is an actively managed fund by Dimensional. It was launched on Nov 17, 2020. ARTRX is managed by Artisan. It was launched on Sep 22, 2008.
Performance
DFAI vs. ARTRX - Performance Comparison
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DFAI vs. ARTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 4.03% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 6.13% |
ARTRX Artisan Global Opportunities Fund Class I | -4.34% | 8.91% | 14.82% | 23.02% | -30.38% | 13.48% | 6.50% |
Returns By Period
In the year-to-date period, DFAI achieves a 4.03% return, which is significantly higher than ARTRX's -4.34% return.
DFAI
- 1D
- 1.49%
- 1M
- -4.63%
- YTD
- 4.03%
- 6M
- 9.10%
- 1Y
- 29.81%
- 3Y*
- 16.70%
- 5Y*
- 9.76%
- 10Y*
- —
ARTRX
- 1D
- 3.30%
- 1M
- -5.03%
- YTD
- -4.34%
- 6M
- -7.40%
- 1Y
- 8.45%
- 3Y*
- 10.49%
- 5Y*
- 3.12%
- 10Y*
- 10.63%
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DFAI vs. ARTRX - Expense Ratio Comparison
DFAI has a 0.18% expense ratio, which is lower than ARTRX's 1.14% expense ratio.
Return for Risk
DFAI vs. ARTRX — Risk / Return Rank
DFAI
ARTRX
DFAI vs. ARTRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) and Artisan Global Opportunities Fund Class I (ARTRX). 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.
| DFAI | ARTRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 0.51 | +1.28 |
Sortino ratioReturn per unit of downside risk | 2.44 | 0.82 | +1.62 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.11 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 2.74 | 0.53 | +2.21 |
Martin ratioReturn relative to average drawdown | 10.73 | 1.59 | +9.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFAI | ARTRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 0.51 | +1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.16 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.50 | +0.25 |
Correlation
The correlation between DFAI and ARTRX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFAI vs. ARTRX - Dividend Comparison
DFAI's dividend yield for the trailing twelve months is around 2.37%, less than ARTRX's 3.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 2.37% | 2.45% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARTRX Artisan Global Opportunities Fund Class I | 3.74% | 3.57% | 12.34% | 2.30% | 0.00% | 10.78% | 6.67% | 6.94% | 7.32% | 4.15% | 0.17% | 0.70% |
Drawdowns
DFAI vs. ARTRX - Drawdown Comparison
The maximum DFAI drawdown since its inception was -27.44%, smaller than the maximum ARTRX drawdown of -46.00%. Use the drawdown chart below to compare losses from any high point for DFAI and ARTRX.
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Drawdown Indicators
| DFAI | ARTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.44% | -46.00% | +18.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -12.71% | +1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -38.37% | +10.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.37% | — |
Current DrawdownCurrent decline from peak | -6.23% | -9.83% | +3.60% |
Average DrawdownAverage peak-to-trough decline | -5.21% | -8.30% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 4.21% | -1.42% |
Volatility
DFAI vs. ARTRX - Volatility Comparison
Dimensional International Core Equity Market ETF (DFAI) has a higher volatility of 6.97% compared to Artisan Global Opportunities Fund Class I (ARTRX) at 6.44%. This indicates that DFAI's price experiences larger fluctuations and is considered to be riskier than ARTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFAI | ARTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 6.44% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 11.16% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.73% | 17.67% | -0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 19.71% | -3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 18.96% | -3.30% |