DFIC vs. DFIEX
Compare and contrast key facts about DFA Dimensional International Core Equity 2 ETF (DFIC) and DFA International Core Equity Portfolio I (DFIEX).
DFIC is an actively managed fund by Dimensional. It was launched on Mar 23, 2022. DFIEX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIC or DFIEX.
Key characteristics
| DFIC | DFIEX | |
|---|---|---|
| YTD Return | 5.41% | 5.37% |
| 1Y Return | 16.19% | 16.66% |
| Sharpe Ratio | 1.29 | 1.32 |
| Sortino Ratio | 1.84 | 1.88 |
| Omega Ratio | 1.23 | 1.23 |
| Calmar Ratio | 2.27 | 1.63 |
| Martin Ratio | 7.22 | 7.29 |
| Ulcer Index | 2.29% | 2.31% |
| Daily Std Dev | 12.78% | 12.79% |
| Max Drawdown | -24.40% | -62.26% |
| Current Drawdown | -7.00% | -6.96% |
Correlation
The correlation between DFIC and DFIEX 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
DFIC vs. DFIEX - Performance Comparison
The year-to-date returns for both stocks are quite close, with DFIC having a 5.41% return and DFIEX slightly lower at 5.37%. 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. DFIEX - Expense Ratio Comparison
DFIC has a 0.23% expense ratio, which is lower than DFIEX's 0.24% expense ratio. Despite the difference, 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. DFIEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional International Core Equity 2 ETF (DFIC) and DFA International Core Equity Portfolio I (DFIEX). 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. DFIEX - Dividend Comparison
DFIC's dividend yield for the trailing twelve months is around 2.62%, less than DFIEX's 3.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIC DFA Dimensional International Core Equity 2 ETF | 2.62% | 2.54% | 1.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.42% | 3.36% | 2.89% | 2.98% | 1.77% | 2.90% | 2.95% | 2.50% | 2.77% | 2.62% | 3.16% | 2.43% |
Drawdowns
DFIC vs. DFIEX - Drawdown Comparison
The maximum DFIC drawdown since its inception was -24.40%, smaller than the maximum DFIEX drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for DFIC and DFIEX. For additional features, visit the drawdowns tool.
Volatility
DFIC vs. DFIEX - Volatility Comparison
DFA Dimensional International Core Equity 2 ETF (DFIC) and DFA International Core Equity Portfolio I (DFIEX) have volatilities of 3.84% and 3.78%, 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.