DFAI vs. VGK
Compare and contrast key facts about Dimensional International Core Equity Market ETF (DFAI) and Vanguard FTSE Europe ETF (VGK).
DFAI and VGK 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. It was launched on Nov 17, 2020. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005.
Performance
DFAI vs. VGK - Performance Comparison
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DFAI vs. VGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 2.50% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 6.13% |
VGK Vanguard FTSE Europe ETF | -0.95% | 35.83% | 1.88% | 20.19% | -15.98% | 16.89% | 5.92% |
Returns By Period
In the year-to-date period, DFAI achieves a 2.50% return, which is significantly higher than VGK's -0.95% return.
DFAI
- 1D
- 2.96%
- 1M
- -7.52%
- YTD
- 2.50%
- 6M
- 8.18%
- 1Y
- 28.07%
- 3Y*
- 16.13%
- 5Y*
- 9.44%
- 10Y*
- —
VGK
- 1D
- 3.21%
- 1M
- -8.16%
- YTD
- -0.95%
- 6M
- 4.76%
- 1Y
- 21.14%
- 3Y*
- 14.29%
- 5Y*
- 8.68%
- 10Y*
- 8.96%
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DFAI vs. VGK - Expense Ratio Comparison
DFAI has a 0.18% expense ratio, which is higher than VGK's 0.08% 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%.
Return for Risk
DFAI vs. VGK — Risk / Return Rank
DFAI
VGK
DFAI vs. VGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) and Vanguard FTSE Europe ETF (VGK). 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 | VGK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.21 | +0.48 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.73 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.24 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 1.64 | +0.82 |
Martin ratioReturn relative to average drawdown | 9.75 | 6.32 | +3.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFAI | VGK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.21 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.49 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.26 | +0.46 |
Correlation
The correlation between DFAI and VGK is 0.96, 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.
Dividends
DFAI vs. VGK - Dividend Comparison
DFAI's dividend yield for the trailing twelve months is around 2.41%, less than VGK's 3.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 2.41% | 2.45% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGK Vanguard FTSE Europe ETF | 3.00% | 2.86% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% |
Drawdowns
DFAI vs. VGK - Drawdown Comparison
The maximum DFAI drawdown since its inception was -27.44%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for DFAI and VGK.
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Drawdown Indicators
| DFAI | VGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.44% | -63.61% | +36.17% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -12.09% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -32.74% | +5.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.24% | — |
Current DrawdownCurrent decline from peak | -7.61% | -8.48% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -5.21% | -13.43% | +8.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 3.14% | -0.38% |
Volatility
DFAI vs. VGK - Volatility Comparison
Dimensional International Core Equity Market ETF (DFAI) and Vanguard FTSE Europe ETF (VGK) have volatilities of 7.35% and 7.72%, 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.
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Volatility by Period
| DFAI | VGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 7.72% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 10.96% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.70% | 17.62% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 17.72% | -1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 18.88% | -3.22% |