DFAI vs. VEU
Compare and contrast key facts about Dimensional International Core Equity Market ETF (DFAI) and Vanguard FTSE All-World ex-US ETF (VEU).
DFAI and VEU 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. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAI or VEU.
Key characteristics
| DFAI | VEU | |
|---|---|---|
| YTD Return | 7.84% | 8.98% |
| 1Y Return | 19.11% | 19.31% |
| 3Y Return (Ann) | 2.83% | 1.38% |
| Sharpe Ratio | 1.56 | 1.56 |
| Sortino Ratio | 2.20 | 2.22 |
| Omega Ratio | 1.27 | 1.28 |
| Calmar Ratio | 2.12 | 1.45 |
| Martin Ratio | 8.77 | 9.03 |
| Ulcer Index | 2.24% | 2.21% |
| Daily Std Dev | 12.60% | 12.77% |
| Max Drawdown | -27.44% | -61.52% |
| Current Drawdown | -5.46% | -5.42% |
Correlation
The correlation between DFAI and VEU 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.
Performance
DFAI vs. VEU - Performance Comparison
In the year-to-date period, DFAI achieves a 7.84% return, which is significantly lower than VEU's 8.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFAI vs. VEU - Expense Ratio Comparison
DFAI has a 0.18% expense ratio, which is higher than VEU's 0.07% 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%.
Risk-Adjusted Performance
DFAI vs. VEU - 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 All-World ex-US ETF (VEU). 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. VEU - Dividend Comparison
DFAI's dividend yield for the trailing twelve months is around 2.43%, less than VEU's 2.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 2.43% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEU Vanguard FTSE All-World ex-US ETF | 2.93% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
Drawdowns
DFAI vs. VEU - Drawdown Comparison
The maximum DFAI drawdown since its inception was -27.44%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for DFAI and VEU. For additional features, visit the drawdowns tool.
Volatility
DFAI vs. VEU - Volatility Comparison
The current volatility for Dimensional International Core Equity Market ETF (DFAI) is 3.65%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 3.88%. This indicates that DFAI experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.