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DFIC vs. DFIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFIC vs. DFIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Dimensional International Core Equity 2 ETF (DFIC) and DFA International Core Equity Portfolio I (DFIEX). The values are adjusted to include any dividend payments, if applicable.

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DFIC vs. DFIEX - Yearly Performance Comparison


2026 (YTD)2025202420232022
DFIC
DFA Dimensional International Core Equity 2 ETF
3.32%37.09%4.10%17.32%-9.27%
DFIEX
DFA International Core Equity Portfolio I
-0.21%36.18%3.99%17.50%-9.22%

Returns By Period

In the year-to-date period, DFIC achieves a 3.32% return, which is significantly higher than DFIEX's -0.21% return.


DFIC

1D
3.02%
1M
-7.56%
YTD
3.32%
6M
9.34%
1Y
31.43%
3Y*
17.04%
5Y*
10Y*

DFIEX

1D
-0.02%
1M
-10.45%
YTD
-0.21%
6M
5.11%
1Y
26.87%
3Y*
15.59%
5Y*
9.04%
10Y*
9.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

DFIC vs. DFIEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFIC
DFIC Risk / Return Rank: 9090
Overall Rank
DFIC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DFIC Sortino Ratio Rank: 9191
Sortino Ratio Rank
DFIC Omega Ratio Rank: 9292
Omega Ratio Rank
DFIC Calmar Ratio Rank: 8989
Calmar Ratio Rank
DFIC Martin Ratio Rank: 9090
Martin Ratio Rank

DFIEX
DFIEX Risk / Return Rank: 8585
Overall Rank
DFIEX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DFIEX Sortino Ratio Rank: 8484
Sortino Ratio Rank
DFIEX Omega Ratio Rank: 8383
Omega Ratio Rank
DFIEX Calmar Ratio Rank: 8686
Calmar Ratio Rank
DFIEX Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFIC vs. DFIEX - Risk-Adjusted Trends 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.


DFICDFIEXDifference

Sharpe ratio

Return per unit of total volatility

1.93

1.66

+0.27

Sortino ratio

Return per unit of downside risk

2.57

2.18

+0.40

Omega ratio

Gain probability vs. loss probability

1.40

1.33

+0.07

Calmar ratio

Return relative to maximum drawdown

2.75

2.16

+0.58

Martin ratio

Return relative to average drawdown

11.02

8.72

+2.30

DFIC vs. DFIEX - Sharpe Ratio Comparison

The current DFIC Sharpe Ratio is 1.93, which is comparable to the DFIEX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of DFIC and DFIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFICDFIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.66

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.34

+0.40

Correlation

The correlation between DFIC and DFIEX 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.


Dividends

DFIC vs. DFIEX - Dividend Comparison

DFIC's dividend yield for the trailing twelve months is around 2.43%, less than DFIEX's 3.24% yield.


TTM20252024202320222021202020192018201720162015
DFIC
DFA Dimensional International Core Equity 2 ETF
2.43%2.54%2.87%2.55%1.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFIEX
DFA International Core Equity Portfolio I
3.24%3.22%3.42%3.36%2.88%2.98%1.77%2.90%2.95%2.49%2.76%4.20%

Drawdowns

DFIC vs. DFIEX - Drawdown Comparison

The maximum DFIC drawdown since its inception was -24.40%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFIC and DFIEX.


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Drawdown Indicators


DFICDFIEXDifference

Max Drawdown

Largest peak-to-trough decline

-24.40%

-62.22%

+37.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-11.01%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-28.66%

Max Drawdown (10Y)

Largest decline over 10 years

-41.04%

Current Drawdown

Current decline from peak

-7.56%

-10.45%

+2.89%

Average Drawdown

Average peak-to-trough decline

-4.64%

-12.26%

+7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.84%

-0.10%

Volatility

DFIC vs. DFIEX - Volatility Comparison

DFA Dimensional International Core Equity 2 ETF (DFIC) has a higher volatility of 7.20% compared to DFA International Core Equity Portfolio I (DFIEX) at 6.26%. This indicates that DFIC's price experiences larger fluctuations and is considered to be riskier than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFICDFIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

6.26%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

10.04%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

15.66%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

15.60%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.19%

16.32%

-0.13%