DFALX vs. DFAI

The year-to-date returns for both investments are quite close, with DFALX having a 14.39% return and DFAI slightly higher at 14.56%.

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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%.

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 current DFALX Sharpe Ratio is 0.66, which is comparable to the DFAI Sharpe Ratio of 0.70. 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.

DFALX's dividend yield for the trailing twelve months is around 2.80%, more than DFAI's 2.53% yield.

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.

DFA Large Cap International Portfolio (DFALX) and Dimensional International Core Equity Market ETF (DFAI) have volatilities of 2.97% and 3.04%, 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.