DFIC vs. BBIN
Compare and contrast key facts about DFA Dimensional International Core Equity 2 ETF (DFIC) and JPMorgan BetaBuilders International Equity ETF (BBIN).
DFIC and BBIN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFIC is an actively managed fund by Dimensional. It was launched on Mar 23, 2022. BBIN is a passively managed fund by JPMorgan Chase that tracks the performance of the Morningstar Developed Markets ex-North America Target Market Exposure Index. It was launched on Dec 5, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIC or BBIN.
Key characteristics
| DFIC | BBIN | |
|---|---|---|
| YTD Return | 4.89% | 4.49% |
| 1Y Return | 12.63% | 11.99% |
| Sharpe Ratio | 1.22 | 1.07 |
| Sortino Ratio | 1.75 | 1.55 |
| Omega Ratio | 1.21 | 1.19 |
| Calmar Ratio | 2.10 | 1.71 |
| Martin Ratio | 6.68 | 5.63 |
| Ulcer Index | 2.34% | 2.62% |
| Daily Std Dev | 12.79% | 13.73% |
| Max Drawdown | -24.40% | -33.37% |
| Current Drawdown | -7.46% | -8.61% |
Correlation
The correlation between DFIC and BBIN is 0.98, 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
DFIC vs. BBIN - Performance Comparison
In the year-to-date period, DFIC achieves a 4.89% return, which is significantly higher than BBIN's 4.49% return. 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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DFIC vs. BBIN - Expense Ratio Comparison
DFIC has a 0.23% expense ratio, which is higher than BBIN's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DFIC vs. BBIN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional International Core Equity 2 ETF (DFIC) and JPMorgan BetaBuilders International Equity ETF (BBIN). 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
DFIC vs. BBIN - Dividend Comparison
DFIC's dividend yield for the trailing twelve months is around 2.63%, less than BBIN's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
DFIC DFA Dimensional International Core Equity 2 ETF | 2.63% | 2.54% | 1.48% | 0.00% | 0.00% | 0.00% |
BBIN JPMorgan BetaBuilders International Equity ETF | 3.38% | 3.20% | 2.83% | 3.54% | 1.07% | 0.09% |
Drawdowns
DFIC vs. BBIN - Drawdown Comparison
The maximum DFIC drawdown since its inception was -24.40%, smaller than the maximum BBIN drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DFIC and BBIN. For additional features, visit the drawdowns tool.
Volatility
DFIC vs. BBIN - Volatility Comparison
The current volatility for DFA Dimensional International Core Equity 2 ETF (DFIC) is 3.75%, while JPMorgan BetaBuilders International Equity ETF (BBIN) has a volatility of 5.75%. This indicates that DFIC experiences smaller price fluctuations and is considered to be less risky than BBIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.