DFAI vs. USD=X
DFAI (Dimensional International Core Equity Market ETF) is Foreign Large Cap Equities fund actively managed by Dimensional, while USD=X (USD Cash) is a currency. Over the past 5 years, DFAI returned 9.46%/yr vs 0.00%/yr for USD=X.
Performance
DFAI vs. USD=X - Performance Comparison
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Returns By Period
DFAI
- 1D
- 0.43%
- 1M
- 2.45%
- YTD
- 10.05%
- 6M
- 11.52%
- 1Y
- 25.01%
- 3Y*
- 17.84%
- 5Y*
- 9.46%
- 10Y*
- —
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
DFAI vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 10.05% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 5.34% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
DFAI vs. USD=X — Risk / Return Rank
DFAI
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DFAI vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) and USD Cash (USD=X). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFAI | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.29 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | — | — |
| Martin ratioReturn relative to average drawdown | 8.47 | — | — |
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Drawdowns
DFAI vs. USD=X - Drawdown Comparison
The maximum DFAI drawdown since its inception was -27.44%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DFAI and USD=X.
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Drawdown Indicators
| DFAI | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.44% | 0.00% | -27.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | 0.00% | -10.95% |
Max Drawdown (3Y)Largest decline over 3 years | -13.25% | 0.00% | -13.25% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | 0.00% | -27.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -0.80% | 0.00% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -5.11% | 0.00% | -5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 0.00% | +2.82% |
Volatility
DFAI vs. USD=X - Volatility Comparison
Dimensional International Core Equity Market ETF (DFAI) has a higher volatility of 5.12% compared to USD Cash (USD=X) at 0.00%. This indicates that DFAI's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFAI | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 0.00% | +5.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.29% | 0.00% | +12.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.60% | 0.00% | +14.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 0.00% | +16.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 0.00% | +15.75% |
Frequently Asked Questions
DFAI has higher volatility (5.12%) compared to USD=X (0.00%). In terms of maximum drawdown, DFAI dropped -27.44% vs USD=X's 0.00%.
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