DFAI vs. DSTX

Last updated Jun 5, 2026

DFAI (Dimensional International Core Equity Market ETF) and DSTX (Distillate International Fundamental Stability & Value ETF) are both exchange-traded funds - DFAI is a Global Equities fund actively managed by Dimensional, while DSTX is a Foreign Large Cap Equities fund tracking the Distillate Fundamental Stability & Value Index. DFAI is actively managed, while DSTX is passively managed. Over the past 5 years, DFAI returned 9.55%/yr vs 6.83%/yr for DSTX. Their correlation of 0.91 suggests significant overlap in exposure. DFAI charges 0.18%/yr vs 0.55%/yr for DSTX.

Performance

DFAI vs. DSTX - Performance Comparison

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

Returns By Period

In the year-to-date period, DFAI achieves a 10.08% return, which is significantly higher than DSTX's 7.76% return.

DFAI

• 1D: 0.84%
• 1M: 2.35%
• YTD: 10.08%
• 6M: 12.41%
• 1Y: 25.22%
• 3Y*: 18.70%
• 5Y*: 9.55%
• 10Y*: —

DSTX

• 1D: 0.60%
• 1M: 0.78%
• YTD: 7.76%
• 6M: 10.05%
• 1Y: 28.29%
• 3Y*: 17.45%
• 5Y*: 6.83%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFAI vs. DSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DFAI Dimensional International Core Equity Market ETF	10.08%	34.04%	4.68%	17.60%	-12.95%	13.86%	0.92%
DSTX Distillate International Fundamental Stability & Value ETF	7.76%	41.71%	-0.44%	20.03%	-18.85%	1.78%	2.03%

Correlation

The correlation between DFAI and DSTX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since Dec 16, 2020	0.91

The correlation between DFAI and DSTX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

DFAI vs. DSTX - Sectors Allocation Comparison

Sectors	DFAI	DSTX
Financial Services	22.5%	4.2%
Industrials	19.5%	15.2%
Technology	9.3%	19.8%
Basic Materials	8.8%	14.4%
Healthcare	8.8%	8.5%
Consumer Cyclical	8.6%	13.8%
Energy	6.8%	4.7%
Consumer Defensive	6.4%	8.3%
Utilities	4.0%	-
Communication Services	3.7%	7.2%
Real Estate	1.5%	-

Return for Risk

DFAI vs. DSTX — Risk / Return Rank

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

DFAI

DFAI Risk / Return Rank: 52
DFAI Sharpe Ratio Rank: 54
DFAI Sortino Ratio Rank: 53
DFAI Omega Ratio Rank: 53
DFAI Calmar Ratio Rank: 47
DFAI Martin Ratio Rank: 54

DSTX

DSTX Risk / Return Rank: 51
DSTX Sharpe Ratio Rank: 54
DSTX Sortino Ratio Rank: 51
DSTX Omega Ratio Rank: 53
DSTX Calmar Ratio Rank: 47
DSTX Martin Ratio Rank: 50

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFAI vs. DSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) and Distillate International Fundamental Stability & Value ETF (DSTX). 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	DSTX	Difference
Sharpe ratio: Return per unit of total volatility	1.80	1.81	-0.01
Sortino ratio: Return per unit of downside risk	2.54	2.46	+0.08
Omega ratio: Gain probability vs. loss probability	1.32	1.33	0.00
Calmar ratio: Return relative to maximum drawdown	2.31	2.28	+0.04
Martin ratio: Return relative to average drawdown	9.08	8.28	+0.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFAI vs. DSTX - Sharpe Ratio Comparison

The current DFAI Sharpe Ratio is 1.80, which is comparable to the DSTX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of DFAI and DSTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DFAI	DSTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.80	1.81	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.40	+0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.49	+0.30

Drawdowns

DFAI vs. DSTX - Drawdown Comparison

The maximum DFAI drawdown since its inception was -27.44%, smaller than the maximum DSTX drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for DFAI and DSTX.

Drawdown Indicators

	DFAI	DSTX	Difference
Max Drawdown Largest peak-to-trough decline	-27.44%	-33.67%	+6.23%
Max Drawdown (1Y) Largest decline over 1 year	-10.95%	-12.48%	+1.53%
Max Drawdown (3Y) Largest decline over 3 years	-13.25%	-13.29%	+0.04%
Max Drawdown (5Y) Largest decline over 5 years	-27.44%	-33.67%	+6.23%
Current Drawdown Current decline from peak	-0.78%	-3.51%	+2.73%
Average Drawdown Average peak-to-trough decline	-5.12%	-8.97%	+3.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.79%	3.42%	-0.63%

Volatility

DFAI vs. DSTX - Volatility Comparison

Dimensional International Core Equity Market ETF (DFAI) and Distillate International Fundamental Stability & Value ETF (DSTX) have volatilities of 4.39% and 4.47%, 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.

Volatility by Period

	DFAI	DSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.39%	4.47%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	11.71%	12.70%	-0.99%
Volatility (1Y) Calculated over the trailing 1-year period	14.07%	15.72%	-1.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.92%	17.05%	-1.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.70%	16.81%	-1.11%

DFAI vs. DSTX - Expense Ratio Comparison

DFAI has a 0.18% expense ratio, which is lower than DSTX's 0.55% expense ratio.

Dividends

DFAI vs. DSTX - Dividend Comparison

DFAI's dividend yield for the trailing twelve months is around 2.24%, less than DSTX's 2.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
DFAI Dimensional International Core Equity Market ETF	2.24%	2.45%	2.72%	2.64%	2.72%	2.06%	0.09%
DSTX Distillate International Fundamental Stability & Value ETF	2.70%	2.93%	2.41%	1.81%	3.68%	2.24%	0.07%

Frequently Asked Questions

Can I hold both DFAI and DSTX in my portfolio?

DFAI and DSTX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFAI or DSTX?

DSTX has higher volatility (4.47%) compared to DFAI (4.39%). In terms of maximum drawdown, DFAI dropped -27.44% vs DSTX's -33.67%.

Which ETF is better, DFAI or DSTX?

On 5-year performance, DFAI leads with 9.55% vs 6.83% for DSTX. On fees, DFAI is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFAI or DSTX?

Over the 5-year period, DFAI has performed better with a 9.55% return vs 6.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFAI or DSTX?

DFAI is cheaper with a 0.18% expense ratio, compared with 0.55% for DSTX.

Which ETF pays a higher dividend yield, DFAI or DSTX?

DSTX has the higher dividend yield at 2.70%, compared with 2.24% for DFAI.

What is the main difference between DFAI and DSTX?

DFAI is categorized as Global Equities, while DSTX is Foreign Large Cap Equities. They also come from different issuers: Dimensional and Distillate Capital. Their fees differ too: 0.18% for DFAI and 0.55% for DSTX.

Which has better risk-adjusted returns?

DSTX currently has the higher Sharpe Ratio (1.81 vs 1.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.