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DFAI vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFAI and VEA 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.


-0.50.00.51.01.0

Performance

DFAI vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Core Equity Market ETF (DFAI) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%AugustSeptemberOctoberNovemberDecember2025
28.43%
22.08%
DFAI
VEA

Key characteristics

Sharpe Ratio

DFAI:

0.41

VEA:

0.32

Sortino Ratio

DFAI:

0.64

VEA:

0.52

Omega Ratio

DFAI:

1.08

VEA:

1.06

Calmar Ratio

DFAI:

0.57

VEA:

0.43

Martin Ratio

DFAI:

1.44

VEA:

1.08

Ulcer Index

DFAI:

3.55%

VEA:

3.77%

Daily Std Dev

DFAI:

12.46%

VEA:

12.80%

Max Drawdown

DFAI:

-27.44%

VEA:

-60.69%

Current Drawdown

DFAI:

-8.98%

VEA:

-9.51%

Returns By Period

In the year-to-date period, DFAI achieves a -0.82% return, which is significantly lower than VEA's -0.61% return.


DFAI

YTD

-0.82%

1M

-3.72%

6M

-5.15%

1Y

4.30%

5Y*

N/A

10Y*

N/A

VEA

YTD

-0.61%

1M

-3.73%

6M

-6.07%

1Y

3.24%

5Y*

4.53%

10Y*

5.61%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFAI vs. VEA - Expense Ratio Comparison

DFAI has a 0.18% expense ratio, which is higher than VEA's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for DFAI: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

DFAI vs. VEA — Risk-Adjusted Performance Rank

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

DFAI
The Risk-Adjusted Performance Rank of DFAI is 2727
Overall Rank
The Sharpe Ratio Rank of DFAI is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAI is 2525
Sortino Ratio Rank
The Omega Ratio Rank of DFAI is 2424
Omega Ratio Rank
The Calmar Ratio Rank of DFAI is 3737
Calmar Ratio Rank
The Martin Ratio Rank of DFAI is 2626
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 2323
Overall Rank
The Sharpe Ratio Rank of VEA is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 2121
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 2121
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 3131
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFAI vs. VEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) and Vanguard FTSE Developed Markets ETF (VEA). 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 chart of Sharpe ratio for DFAI, currently valued at 0.41, compared to the broader market0.002.004.000.410.32
The chart of Sortino ratio for DFAI, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.0010.0012.000.640.52
The chart of Omega ratio for DFAI, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.06
The chart of Calmar ratio for DFAI, currently valued at 0.57, compared to the broader market0.005.0010.0015.000.570.43
The chart of Martin ratio for DFAI, currently valued at 1.44, compared to the broader market0.0020.0040.0060.0080.00100.001.441.08
DFAI
VEA

The current DFAI Sharpe Ratio is 0.41, which is comparable to the VEA Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of DFAI and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.41
0.32
DFAI
VEA

Dividends

DFAI vs. VEA - Dividend Comparison

DFAI's dividend yield for the trailing twelve months is around 2.74%, less than VEA's 3.38% yield.


TTM20242023202220212020201920182017201620152014
DFAI
Dimensional International Core Equity Market ETF
2.74%2.72%2.64%2.72%2.06%0.09%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
3.38%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

DFAI vs. VEA - Drawdown Comparison

The maximum DFAI drawdown since its inception was -27.44%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for DFAI and VEA. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.98%
-9.51%
DFAI
VEA

Volatility

DFAI vs. VEA - Volatility Comparison

Dimensional International Core Equity Market ETF (DFAI) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 3.49% and 3.61%, 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.49%
3.61%
DFAI
VEA