DFAI vs. FNDF
Compare and contrast key facts about Dimensional International Core Equity Market ETF (DFAI) and Schwab Fundamental International Large Company Index ETF (FNDF).
DFAI and FNDF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFAI is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Nov 17, 2020. FNDF is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Developed ex-U.S. Large Company Index. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAI or FNDF.
Performance
DFAI vs. FNDF - Performance Comparison
Returns By Period
In the year-to-date period, DFAI achieves a 5.92% return, which is significantly higher than FNDF's 4.56% return.
DFAI
5.92%
-4.61%
-1.67%
12.34%
N/A
N/A
FNDF
4.56%
-4.53%
-3.16%
9.90%
7.40%
5.47%
Key characteristics
| DFAI | FNDF | |
|---|---|---|
| Sharpe Ratio | 1.02 | 0.81 |
| Sortino Ratio | 1.46 | 1.15 |
| Omega Ratio | 1.18 | 1.14 |
| Calmar Ratio | 1.67 | 1.23 |
| Martin Ratio | 5.07 | 3.89 |
| Ulcer Index | 2.51% | 2.63% |
| Daily Std Dev | 12.42% | 12.62% |
| Max Drawdown | -27.44% | -40.14% |
| Current Drawdown | -7.14% | -7.32% |
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DFAI vs. FNDF - Expense Ratio Comparison
DFAI has a 0.18% expense ratio, which is lower than FNDF's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between DFAI and FNDF is 0.97, 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.
Risk-Adjusted Performance
DFAI vs. FNDF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) and Schwab Fundamental International Large Company Index ETF (FNDF). 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.
Dividends
DFAI vs. FNDF - Dividend Comparison
DFAI's dividend yield for the trailing twelve months is around 2.48%, less than FNDF's 3.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 2.48% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.11% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.83% | 0.48% |
Drawdowns
DFAI vs. FNDF - Drawdown Comparison
The maximum DFAI drawdown since its inception was -27.44%, smaller than the maximum FNDF drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for DFAI and FNDF. For additional features, visit the drawdowns tool.
Volatility
DFAI vs. FNDF - Volatility Comparison
The current volatility for Dimensional International Core Equity Market ETF (DFAI) is 3.62%, while Schwab Fundamental International Large Company Index ETF (FNDF) has a volatility of 3.99%. This indicates that DFAI experiences smaller price fluctuations and is considered to be less risky than FNDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.