PortfoliosLab logo
DFALX vs. DFAI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFALX and DFAI is 0.77, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

DFALX vs. DFAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Large Cap International Portfolio (DFALX) and Dimensional International Core Equity Market ETF (DFAI). The values are adjusted to include any dividend payments, if applicable.

25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
41.84%
42.31%
DFALX
DFAI

Key characteristics

Sharpe Ratio

DFALX:

0.77

DFAI:

0.74

Sortino Ratio

DFALX:

1.15

DFAI:

1.13

Omega Ratio

DFALX:

1.16

DFAI:

1.15

Calmar Ratio

DFALX:

0.97

DFAI:

0.94

Martin Ratio

DFALX:

2.93

DFAI:

2.95

Ulcer Index

DFALX:

4.25%

DFAI:

4.21%

Daily Std Dev

DFALX:

16.17%

DFAI:

16.84%

Max Drawdown

DFALX:

-60.14%

DFAI:

-27.44%

Current Drawdown

DFALX:

-0.66%

DFAI:

-0.96%

Returns By Period

The year-to-date returns for both stocks are quite close, with DFALX having a 10.27% return and DFAI slightly lower at 9.89%.


DFALX

YTD

10.27%

1M

0.08%

6M

5.99%

1Y

11.57%

5Y*

12.85%

10Y*

5.57%

DFAI

YTD

9.89%

1M

-0.37%

6M

5.87%

1Y

11.66%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


DFALX vs. DFAI - Expense Ratio Comparison

Both DFALX and DFAI have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for DFALX: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFALX: 0.18%
Expense ratio chart for DFAI: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFAI: 0.18%

Risk-Adjusted Performance

DFALX vs. DFAI — Risk-Adjusted Performance Rank

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

DFALX
The Risk-Adjusted Performance Rank of DFALX is 7373
Overall Rank
The Sharpe Ratio Rank of DFALX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of DFALX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DFALX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DFALX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of DFALX is 7272
Martin Ratio Rank

DFAI
The Risk-Adjusted Performance Rank of DFAI is 7474
Overall Rank
The Sharpe Ratio Rank of DFAI is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DFAI is 7272
Omega Ratio Rank
The Calmar Ratio Rank of DFAI is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DFAI is 7373
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.

DFALX vs. DFAI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Large Cap International Portfolio (DFALX) and Dimensional International Core Equity Market ETF (DFAI). 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 DFALX, currently valued at 0.77, compared to the broader market-1.000.001.002.003.00
DFALX: 0.77
DFAI: 0.74
The chart of Sortino ratio for DFALX, currently valued at 1.15, compared to the broader market-2.000.002.004.006.008.00
DFALX: 1.15
DFAI: 1.13
The chart of Omega ratio for DFALX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
DFALX: 1.16
DFAI: 1.15
The chart of Calmar ratio for DFALX, currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.00
DFALX: 0.97
DFAI: 0.94
The chart of Martin ratio for DFALX, currently valued at 2.93, compared to the broader market0.0010.0020.0030.0040.0050.00
DFALX: 2.93
DFAI: 2.95

The current DFALX Sharpe Ratio is 0.77, which is comparable to the DFAI Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of DFALX and DFAI, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.77
0.74
DFALX
DFAI

Dividends

DFALX vs. DFAI - Dividend Comparison

DFALX's dividend yield for the trailing twelve months is around 2.91%, more than DFAI's 2.64% yield.


TTM20242023202220212020201920182017201620152014
DFALX
DFA Large Cap International Portfolio
2.91%3.18%3.24%2.86%3.00%1.88%2.88%3.07%2.55%2.89%2.94%3.54%
DFAI
Dimensional International Core Equity Market ETF
2.64%2.72%2.64%2.72%2.06%0.09%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DFALX vs. DFAI - Drawdown Comparison

The maximum DFALX drawdown since its inception was -60.14%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for DFALX and DFAI. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.66%
-0.96%
DFALX
DFAI

Volatility

DFALX vs. DFAI - Volatility Comparison

The current volatility for DFA Large Cap International Portfolio (DFALX) is 10.43%, while Dimensional International Core Equity Market ETF (DFAI) has a volatility of 11.30%. This indicates that DFALX experiences smaller price fluctuations and is considered to be less risky than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.43%
11.30%
DFALX
DFAI