DFAI vs. DFALX

The year-to-date returns for both investments are quite close, with DFAI having a 14.36% return and DFALX slightly higher at 14.39%.

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Both DFAI and DFALX have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) and DFA Large Cap International Portfolio (DFALX). 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 DFAI Sharpe Ratio is 0.65, which is comparable to the DFALX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of DFAI and DFALX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFAI's dividend yield for the trailing twelve months is around 2.54%, less than DFALX's 2.80% yield.

The maximum DFAI drawdown since its inception was -27.44%, smaller than the maximum DFALX drawdown of -60.14%. Use the drawdown chart below to compare losses from any high point for DFAI and DFALX. For additional features, visit the drawdowns tool.

Dimensional International Core Equity Market ETF (DFAI) and DFA Large Cap International Portfolio (DFALX) have volatilities of 3.09% and 2.97%, 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.