DFALX vs. DFAI
Compare and contrast key facts about DFA Large Cap International Portfolio (DFALX) and Dimensional International Core Equity Market ETF (DFAI).
DFALX is managed by Dimensional Fund Advisors LP. It was launched on Jul 17, 1991. DFAI is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Nov 17, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFALX or DFAI.
Key characteristics
| DFALX | DFAI | |
|---|---|---|
| YTD Return | 5.67% | 5.49% |
| 1Y Return | 13.45% | 13.30% |
| 3Y Return (Ann) | 2.26% | 2.07% |
| Sharpe Ratio | 1.30 | 1.27 |
| Sortino Ratio | 1.85 | 1.82 |
| Omega Ratio | 1.23 | 1.22 |
| Calmar Ratio | 2.19 | 2.15 |
| Martin Ratio | 7.01 | 6.93 |
| Ulcer Index | 2.34% | 2.33% |
| Daily Std Dev | 12.65% | 12.71% |
| Max Drawdown | -59.59% | -27.44% |
| Current Drawdown | -7.50% | -7.52% |
Correlation
The correlation between DFALX and DFAI is 0.99, 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
DFALX vs. DFAI - Performance Comparison
The year-to-date returns for both stocks are quite close, with DFALX having a 5.67% return and DFAI slightly lower at 5.49%. 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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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%.
Risk-Adjusted Performance
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.
Dividends
DFALX vs. DFAI - Dividend Comparison
DFALX's dividend yield for the trailing twelve months is around 3.27%, more than DFAI's 2.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | 3.27% | 3.24% | 2.85% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.95% | 3.54% | 2.53% |
DFAI Dimensional International Core Equity Market ETF | 2.49% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 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 -59.59%, 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.
Volatility
DFALX vs. DFAI - Volatility Comparison
DFA Large Cap International Portfolio (DFALX) and Dimensional International Core Equity Market ETF (DFAI) have volatilities of 3.59% and 3.75%, 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.