PortfoliosLab logo
DFAI vs. DFAE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFAI and DFAE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

DFAI vs. DFAE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Core Equity Market ETF (DFAI) and Dimensional Emerging Core Equity Market ETF (DFAE). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
38.45%
10.71%
DFAI
DFAE

Key characteristics

Sharpe Ratio

DFAI:

0.70

DFAE:

0.44

Sortino Ratio

DFAI:

1.08

DFAE:

0.75

Omega Ratio

DFAI:

1.15

DFAE:

1.10

Calmar Ratio

DFAI:

0.89

DFAE:

0.45

Martin Ratio

DFAI:

2.80

DFAE:

1.33

Ulcer Index

DFAI:

4.21%

DFAE:

6.06%

Daily Std Dev

DFAI:

16.84%

DFAE:

18.50%

Max Drawdown

DFAI:

-27.44%

DFAE:

-32.21%

Current Drawdown

DFAI:

-0.59%

DFAE:

-7.59%

Returns By Period

In the year-to-date period, DFAI achieves a 10.30% return, which is significantly higher than DFAE's 1.95% return.


DFAI

YTD

10.30%

1M

1.17%

6M

6.72%

1Y

12.53%

5Y*

N/A

10Y*

N/A

DFAE

YTD

1.95%

1M

-1.97%

6M

-2.83%

1Y

7.37%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFAI vs. DFAE - Expense Ratio Comparison

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


Expense ratio chart for DFAE: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFAE: 0.35%
Expense ratio chart for DFAI: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFAI: 0.18%

Risk-Adjusted Performance

DFAI vs. DFAE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFAI
The Risk-Adjusted Performance Rank of DFAI is 7171
Overall Rank
The Sharpe Ratio Rank of DFAI is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAI is 6969
Sortino Ratio Rank
The Omega Ratio Rank of DFAI is 6868
Omega Ratio Rank
The Calmar Ratio Rank of DFAI is 8080
Calmar Ratio Rank
The Martin Ratio Rank of DFAI is 7070
Martin Ratio Rank

DFAE
The Risk-Adjusted Performance Rank of DFAE is 5252
Overall Rank
The Sharpe Ratio Rank of DFAE is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAE is 5353
Sortino Ratio Rank
The Omega Ratio Rank of DFAE is 5050
Omega Ratio Rank
The Calmar Ratio Rank of DFAE is 5656
Calmar Ratio Rank
The Martin Ratio Rank of DFAE is 4747
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.

DFAI vs. DFAE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) and Dimensional Emerging Core Equity Market ETF (DFAE). 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 chart of Sharpe ratio for DFAI, currently valued at 0.70, compared to the broader market-1.000.001.002.003.004.00
DFAI: 0.70
DFAE: 0.44
The chart of Sortino ratio for DFAI, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.00
DFAI: 1.08
DFAE: 0.75
The chart of Omega ratio for DFAI, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
DFAI: 1.15
DFAE: 1.10
The chart of Calmar ratio for DFAI, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.00
DFAI: 0.89
DFAE: 0.45
The chart of Martin ratio for DFAI, currently valued at 2.80, compared to the broader market0.0020.0040.0060.00
DFAI: 2.80
DFAE: 1.33

The current DFAI Sharpe Ratio is 0.70, which is higher than the DFAE Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of DFAI and DFAE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.70
0.44
DFAI
DFAE

Dividends

DFAI vs. DFAE - Dividend Comparison

DFAI's dividend yield for the trailing twelve months is around 2.63%, more than DFAE's 2.41% yield.


TTM20242023202220212020
DFAI
Dimensional International Core Equity Market ETF
2.63%2.72%2.64%2.72%2.06%0.09%
DFAE
Dimensional Emerging Core Equity Market ETF
2.41%2.35%2.43%2.85%1.64%0.01%

Drawdowns

DFAI vs. DFAE - Drawdown Comparison

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


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.59%
-7.59%
DFAI
DFAE

Volatility

DFAI vs. DFAE - Volatility Comparison

Dimensional International Core Equity Market ETF (DFAI) and Dimensional Emerging Core Equity Market ETF (DFAE) have volatilities of 11.24% and 10.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.24%
10.96%
DFAI
DFAE