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. It was launched on Jul 17, 1991. DFAI is an actively managed fund by Dimensional. It was launched on Nov 17, 2020.
Performance
DFALX vs. DFAI - Performance Comparison
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DFALX vs. DFAI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | -0.30% | 33.60% | 4.55% | 17.88% | -13.04% | 12.79% | 6.42% |
DFAI Dimensional International Core Equity Market ETF | 2.50% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 6.13% |
Returns By Period
In the year-to-date period, DFALX achieves a -0.30% return, which is significantly lower than DFAI's 2.50% return.
DFALX
- 1D
- 0.22%
- 1M
- -10.08%
- YTD
- -0.30%
- 6M
- 5.08%
- 1Y
- 24.32%
- 3Y*
- 15.00%
- 5Y*
- 9.01%
- 10Y*
- 9.29%
DFAI
- 1D
- 2.96%
- 1M
- -7.52%
- YTD
- 2.50%
- 6M
- 8.18%
- 1Y
- 28.07%
- 3Y*
- 16.13%
- 5Y*
- 9.44%
- 10Y*
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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%.
Return for Risk
DFALX vs. DFAI — Risk / Return Rank
DFALX
DFAI
DFALX vs. DFAI - Risk-Adjusted Trends 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.
| DFALX | DFAI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 1.69 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.98 | 2.32 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.35 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 2.46 | -0.58 |
Martin ratioReturn relative to average drawdown | 7.81 | 9.75 | -1.94 |
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
| DFALX | DFAI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 1.69 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.60 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.73 | -0.37 |
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.
Dividends
DFALX vs. DFAI - Dividend Comparison
DFALX's dividend yield for the trailing twelve months is around 3.03%, more than DFAI's 2.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | 3.03% | 2.89% | 3.18% | 3.24% | 2.86% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.94% |
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% |
Drawdowns
DFALX vs. DFAI - Drawdown Comparison
The maximum DFALX drawdown since its inception was -59.76%, 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.
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Drawdown Indicators
| DFALX | DFAI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.76% | -27.44% | -32.32% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -10.95% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -27.44% | -0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | — | — |
Current DrawdownCurrent decline from peak | -10.08% | -7.61% | -2.47% |
Average DrawdownAverage peak-to-trough decline | -12.06% | -5.21% | -6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.76% | +0.07% |
Volatility
DFALX vs. DFAI - Volatility Comparison
The current volatility for DFA Large Cap International Portfolio (DFALX) is 6.53%, while Dimensional International Core Equity Market ETF (DFAI) has a volatility of 7.35%. 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.
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Volatility by Period
| DFALX | DFAI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 7.35% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 10.56% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 16.70% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 15.81% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 15.66% | +0.46% |