DFIC vs. DFUS

Last updated Jun 23, 2026

DFIC (DFA Dimensional International Core Equity 2 ETF) and DFUS (Dimensional U.S. Equity Market ETF) are both exchange-traded funds - DFIC is a Foreign Large Cap Equities fund actively managed by Dimensional, while DFUS is a Large Cap Blend Equities fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, DFIC returned 19.97%/yr vs 21.49%/yr for DFUS. A 0.75 correlation means they provide meaningful diversification when combined. DFIC charges 0.22%/yr vs 0.09%/yr for DFUS.

Performance

DFIC vs. DFUS - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with DFIC having a 10.96% return and DFUS slightly lower at 10.45%.

DFIC

• 1D: 0.28%
• 1M: 0.63%
• YTD: 10.96%
• 6M: 11.16%
• 1Y: 28.82%
• 3Y*: 19.97%
• 5Y*: —
• 10Y*: —

DFUS

• 1D: -0.30%
• 1M: 0.75%
• YTD: 10.45%
• 6M: 9.76%
• 1Y: 27.69%
• 3Y*: 21.49%
• 5Y*: 13.25%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFIC vs. DFUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFIC DFA Dimensional International Core Equity 2 ETF	10.96%	37.09%	4.10%	17.32%	-8.86%
DFUS Dimensional U.S. Equity Market ETF	10.45%	17.46%	24.34%	26.36%	-12.67%

Correlation

The correlation between DFIC and DFUS is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022	0.75

The correlation between DFIC and DFUS has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.

DFIC vs. DFUS - Sectors Allocation Comparison

Sectors	DFIC	DFUS
Financial Services	20.3%	11.7%
Industrials	20.0%	9.4%
Basic Materials	11.4%	2.0%
Consumer Cyclical	9.8%	10.2%
Technology	8.8%	37.7%
Energy	7.4%	3.5%
Healthcare	6.9%	8.6%
Consumer Defensive	6.0%	4.4%
Communication Services	4.3%	10.1%
Utilities	3.4%	2.2%
Real Estate	1.7%	0.1%

Return for Risk

DFIC vs. DFUS — Risk / Return Rank

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

DFIC

DFIC Risk / Return Rank: 61
DFIC Sharpe Ratio Rank: 64
DFIC Sortino Ratio Rank: 62
DFIC Omega Ratio Rank: 63
DFIC Calmar Ratio Rank: 55
DFIC Martin Ratio Rank: 60

DFUS

DFUS Risk / Return Rank: 69
DFUS Sharpe Ratio Rank: 69
DFUS Sortino Ratio Rank: 67
DFUS Omega Ratio Rank: 68
DFUS Calmar Ratio Rank: 64
DFUS Martin Ratio Rank: 75

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. DFUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional International Core Equity 2 ETF (DFIC) and Dimensional U.S. Equity Market ETF (DFUS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DFIC	DFUS	Difference
Sharpe ratio: Return per unit of total volatility	2.03	2.16	-0.14
Sortino ratio: Return per unit of downside risk	2.81	2.93	-0.12
Omega ratio: Gain probability vs. loss probability	1.37	1.39	-0.02
Calmar ratio: Return relative to maximum drawdown	2.63	3.10	-0.47
Martin ratio: Return relative to average drawdown	10.38	13.79	-3.42

DFIC vs. DFUS - Sharpe Ratio Comparison

The current DFIC Sharpe Ratio is 2.03, which is comparable to the DFUS Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of DFIC and DFUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DFIC vs. DFUS - Drawdown Comparison

The maximum DFIC drawdown since its inception was -24.40%, roughly equal to the maximum DFUS drawdown of -24.62%. Use the drawdown chart below to compare losses from any high point for DFIC and DFUS.

Drawdown Indicators

	DFIC	DFUS	Difference
Max Drawdown Largest peak-to-trough decline	-24.40%	-24.62%	+0.22%
Max Drawdown (1Y) Largest decline over 1 year	-11.00%	-8.96%	-2.04%
Max Drawdown (3Y) Largest decline over 3 years	-13.14%	-19.44%	+6.30%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.62%	—
Current Drawdown Current decline from peak	-0.72%	-1.38%	+0.66%
Average Drawdown Average peak-to-trough decline	-4.51%	-5.78%	+1.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	2.01%	+0.77%

Volatility

DFIC vs. DFUS - Volatility Comparison

The current volatility for DFA Dimensional International Core Equity 2 ETF (DFIC) is 4.52%, while Dimensional U.S. Equity Market ETF (DFUS) has a volatility of 4.87%. This indicates that DFIC experiences smaller price fluctuations and is considered to be less risky than DFUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFIC	DFUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.52%	4.87%	-0.35%
Volatility (6M) Calculated over the trailing 6-month period	12.07%	10.07%	+2.00%
Volatility (1Y) Calculated over the trailing 1-year period	14.30%	12.88%	+1.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.23%	17.27%	-1.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.23%	17.24%	-1.01%

DFIC vs. DFUS - Expense Ratio Comparison

DFIC has a 0.22% expense ratio, which is higher than DFUS's 0.09% 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%.

Dividends

DFIC vs. DFUS - Dividend Comparison

DFIC's dividend yield for the trailing twelve months is around 2.26%, more than DFUS's 0.84% yield.

Position	TTM	2025	2024	2023	2022	2021
DFIC DFA Dimensional International Core Equity 2 ETF	2.26%	2.54%	2.87%	2.55%	1.47%	0.00%
DFUS Dimensional U.S. Equity Market ETF	0.84%	0.88%	1.04%	1.33%	1.48%	0.85%

Frequently Asked Questions

Can I hold both DFIC and DFUS in my portfolio?

DFIC and DFUS have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFIC or DFUS?

DFUS has higher volatility (4.87%) compared to DFIC (4.52%). In terms of maximum drawdown, DFIC dropped -24.40% vs DFUS's -24.62%.

Which ETF is better, DFIC or DFUS?

On 3-year performance, DFUS leads with 21.49% vs 19.97% for DFIC. On fees, DFUS is cheaper at 0.09% per year. On volatility, DFIC has been the lower-risk option at 4.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFIC or DFUS?

Over the 3-year period, DFUS has performed better with a 21.49% return vs 19.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFIC or DFUS?

DFUS is cheaper with a 0.09% expense ratio, compared with 0.22% for DFIC.

Which ETF pays a higher dividend yield, DFIC or DFUS?

DFIC has the higher dividend yield at 2.26%, compared with 0.84% for DFUS.

What is the main difference between DFIC and DFUS?

DFIC is categorized as Foreign Large Cap Equities, while DFUS is Large Cap Blend Equities. Their fees differ too: 0.22% for DFIC and 0.09% for DFUS.

Which has better risk-adjusted returns?

DFUS currently has the higher Sharpe Ratio (2.16 vs 2.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.