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

Performance

DFAI vs. VZICX - Performance Comparison

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

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
-0.41%
1.52%
DFAI
VZICX

Returns By Period

In the year-to-date period, DFAI achieves a 5.64% return, which is significantly lower than VZICX's 10.66% return.


DFAI

YTD

5.64%

1M

-3.76%

6M

-0.93%

1Y

12.41%

5Y (annualized)

N/A

10Y (annualized)

N/A

VZICX

YTD

10.66%

1M

-3.44%

6M

1.18%

1Y

15.86%

5Y (annualized)

7.68%

10Y (annualized)

N/A

Key characteristics


DFAIVZICX
Sharpe Ratio0.971.19
Sortino Ratio1.391.71
Omega Ratio1.171.21
Calmar Ratio1.581.69
Martin Ratio4.726.24
Ulcer Index2.55%2.44%
Daily Std Dev12.42%12.76%
Max Drawdown-27.44%-34.37%
Current Drawdown-7.39%-5.89%

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DFAI vs. VZICX - Expense Ratio Comparison

DFAI has a 0.18% expense ratio, which is lower than VZICX's 0.35% expense ratio.


VZICX
Vanguard International Core Stock Fund Admiral Shares
Expense ratio chart for VZICX: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
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%

Correlation

-0.50.00.51.00.9

The correlation between DFAI and VZICX is 0.94, 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. VZICX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) and Vanguard International Core Stock Fund Admiral Shares (VZICX). 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.


Sharpe ratio
The chart of Sharpe ratio for DFAI, currently valued at 0.97, compared to the broader market0.002.004.000.971.19
The chart of Sortino ratio for DFAI, currently valued at 1.39, compared to the broader market-2.000.002.004.006.008.0010.0012.001.391.71
The chart of Omega ratio for DFAI, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.21
The chart of Calmar ratio for DFAI, currently valued at 1.58, compared to the broader market0.005.0010.0015.001.581.69
The chart of Martin ratio for DFAI, currently valued at 4.72, compared to the broader market0.0020.0040.0060.0080.00100.004.726.24
DFAI
VZICX

The current DFAI Sharpe Ratio is 0.97, which is comparable to the VZICX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of DFAI and VZICX, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.97
1.19
DFAI
VZICX

Dividends

DFAI vs. VZICX - Dividend Comparison

DFAI's dividend yield for the trailing twelve months is around 2.49%, more than VZICX's 1.99% yield.


TTM20232022202120202019
DFAI
Dimensional International Core Equity Market ETF
2.49%2.64%2.72%2.06%0.09%0.00%
VZICX
Vanguard International Core Stock Fund Admiral Shares
1.99%2.20%2.10%2.82%1.89%0.11%

Drawdowns

DFAI vs. VZICX - Drawdown Comparison

The maximum DFAI drawdown since its inception was -27.44%, smaller than the maximum VZICX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for DFAI and VZICX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.39%
-5.89%
DFAI
VZICX

Volatility

DFAI vs. VZICX - Volatility Comparison

Dimensional International Core Equity Market ETF (DFAI) and Vanguard International Core Stock Fund Admiral Shares (VZICX) have volatilities of 3.61% and 3.68%, 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%JuneJulyAugustSeptemberOctoberNovember
3.61%
3.68%
DFAI
VZICX