DFIC vs. VEA
Compare and contrast key facts about DFA Dimensional International Core Equity 2 ETF (DFIC) and Vanguard FTSE Developed Markets ETF (VEA).
DFIC and VEA 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. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIC or VEA.
Performance
DFIC vs. VEA - Performance Comparison
Returns By Period
In the year-to-date period, DFIC achieves a 5.41% return, which is significantly higher than VEA's 4.77% return.
DFIC
5.41%
-4.51%
-1.85%
11.97%
N/A
N/A
VEA
4.77%
-4.88%
-2.24%
11.26%
5.95%
5.29%
Key characteristics
| DFIC | VEA | |
|---|---|---|
| Sharpe Ratio | 0.99 | 0.92 |
| Sortino Ratio | 1.42 | 1.33 |
| Omega Ratio | 1.17 | 1.16 |
| Calmar Ratio | 1.65 | 1.34 |
| Martin Ratio | 4.94 | 4.43 |
| Ulcer Index | 2.51% | 2.65% |
| Daily Std Dev | 12.45% | 12.80% |
| Max Drawdown | -24.40% | -60.70% |
| Current Drawdown | -7.00% | -7.52% |
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DFIC vs. VEA - Expense Ratio Comparison
DFIC has a 0.23% expense ratio, which is higher than VEA's 0.05% 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%.
Correlation
The correlation between DFIC and VEA 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.
Risk-Adjusted Performance
DFIC vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional International Core Equity 2 ETF (DFIC) and Vanguard FTSE Developed Markets ETF (VEA). 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. VEA - Dividend Comparison
DFIC's dividend yield for the trailing twelve months is around 2.62%, less than VEA's 3.05% 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% |
VEA Vanguard FTSE Developed Markets ETF | 3.05% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
DFIC vs. VEA - Drawdown Comparison
The maximum DFIC drawdown since its inception was -24.40%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for DFIC and VEA. For additional features, visit the drawdowns tool.
Volatility
DFIC vs. VEA - Volatility Comparison
DFA Dimensional International Core Equity 2 ETF (DFIC) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 3.63% and 3.63%, 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.