DFAI vs. DFALX
Compare and contrast key facts about Dimensional International Core Equity Market ETF (DFAI) and DFA Large Cap International Portfolio (DFALX).
DFAI is an actively managed fund by Dimensional. It was launched on Nov 17, 2020. DFALX is managed by Dimensional. It was launched on Jul 17, 1991.
Performance
DFAI vs. DFALX - Performance Comparison
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DFAI vs. DFALX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 2.50% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 6.13% |
DFALX DFA Large Cap International Portfolio | -0.30% | 33.60% | 4.55% | 17.88% | -13.04% | 12.79% | 6.42% |
Returns By Period
In the year-to-date period, DFAI achieves a 2.50% return, which is significantly higher than DFALX's -0.30% return.
DFAI
- 1D
- 2.96%
- 1M
- -7.52%
- YTD
- 2.50%
- 6M
- 8.18%
- 1Y
- 28.07%
- 3Y*
- 16.13%
- 5Y*
- 9.44%
- 10Y*
- —
DFALX
- 1D
- 0.22%
- 1M
- -10.08%
- YTD
- -0.30%
- 6M
- 5.08%
- 1Y
- 24.32%
- 3Y*
- 15.00%
- 5Y*
- 9.01%
- 10Y*
- 9.29%
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DFAI vs. DFALX - Expense Ratio Comparison
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%.
Return for Risk
DFAI vs. DFALX — Risk / Return Rank
DFAI
DFALX
DFAI vs. DFALX - Risk-Adjusted Trends Comparison
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.
| DFAI | DFALX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.47 | +0.23 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.98 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.29 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 1.89 | +0.58 |
Martin ratioReturn relative to average drawdown | 9.75 | 7.81 | +1.94 |
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 | DFALX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.47 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.58 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.36 | +0.37 |
Correlation
The correlation between DFAI and DFALX is 0.99, 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. DFALX - Dividend Comparison
DFAI's dividend yield for the trailing twelve months is around 2.41%, less than DFALX's 3.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 2.41% | 2.45% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFALX DFA Large Cap International Portfolio | 3.03% | 2.89% | 3.18% | 3.24% | 2.86% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.94% |
Drawdowns
DFAI vs. DFALX - Drawdown Comparison
The maximum DFAI drawdown since its inception was -27.44%, smaller than the maximum DFALX drawdown of -59.76%. Use the drawdown chart below to compare losses from any high point for DFAI and DFALX.
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Drawdown Indicators
| DFAI | DFALX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.44% | -59.76% | +32.32% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -10.70% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -27.52% | +0.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.58% | — |
Current DrawdownCurrent decline from peak | -7.61% | -10.08% | +2.47% |
Average DrawdownAverage peak-to-trough decline | -5.21% | -12.06% | +6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.83% | -0.07% |
Volatility
DFAI vs. DFALX - Volatility Comparison
Dimensional International Core Equity Market ETF (DFAI) has a higher volatility of 7.35% compared to DFA Large Cap International Portfolio (DFALX) at 6.53%. This indicates that DFAI's price experiences larger fluctuations and is considered to be riskier than DFALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFAI | DFALX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 6.53% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 10.23% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.70% | 16.06% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 15.51% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 16.12% | -0.46% |