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DFIC vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFIC and VEA is 0.75, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

DFIC vs. VEA - Performance Comparison

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

5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
25.53%
22.94%
DFIC
VEA

Key characteristics

Sharpe Ratio

DFIC:

0.94

VEA:

0.82

Sortino Ratio

DFIC:

1.39

VEA:

1.26

Omega Ratio

DFIC:

1.19

VEA:

1.17

Calmar Ratio

DFIC:

1.18

VEA:

1.05

Martin Ratio

DFIC:

3.68

VEA:

3.18

Ulcer Index

DFIC:

4.22%

VEA:

4.45%

Daily Std Dev

DFIC:

16.63%

VEA:

17.32%

Max Drawdown

DFIC:

-24.40%

VEA:

-60.69%

Current Drawdown

DFIC:

0.00%

VEA:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with DFIC having a 13.28% return and VEA slightly lower at 12.63%.


DFIC

YTD

13.28%

1M

4.74%

6M

10.20%

1Y

14.27%

5Y*

N/A

10Y*

N/A

VEA

YTD

12.63%

1M

4.81%

6M

8.87%

1Y

12.66%

5Y*

12.34%

10Y*

5.84%

*Annualized

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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%.


Expense ratio chart for DFIC: current value is 0.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFIC: 0.23%
Expense ratio chart for VEA: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEA: 0.05%

Risk-Adjusted Performance

DFIC vs. VEA — Risk-Adjusted Performance Rank

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

DFIC
The Risk-Adjusted Performance Rank of DFIC is 7878
Overall Rank
The Sharpe Ratio Rank of DFIC is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIC is 7777
Sortino Ratio Rank
The Omega Ratio Rank of DFIC is 7777
Omega Ratio Rank
The Calmar Ratio Rank of DFIC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of DFIC is 7777
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 7676
Overall Rank
The Sharpe Ratio Rank of VEA is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for DFIC, currently valued at 0.94, compared to the broader market-1.000.001.002.003.004.00
DFIC: 0.94
VEA: 0.82
The chart of Sortino ratio for DFIC, currently valued at 1.39, compared to the broader market-2.000.002.004.006.008.00
DFIC: 1.39
VEA: 1.26
The chart of Omega ratio for DFIC, currently valued at 1.19, compared to the broader market0.501.001.502.002.50
DFIC: 1.19
VEA: 1.17
The chart of Calmar ratio for DFIC, currently valued at 1.18, compared to the broader market0.002.004.006.008.0010.0012.00
DFIC: 1.18
VEA: 1.05
The chart of Martin ratio for DFIC, currently valued at 3.68, compared to the broader market0.0020.0040.0060.00
DFIC: 3.68
VEA: 3.18

The current DFIC Sharpe Ratio is 0.94, which is comparable to the VEA Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of DFIC and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.94
0.82
DFIC
VEA

Dividends

DFIC vs. VEA - Dividend Comparison

DFIC's dividend yield for the trailing twelve months is around 2.71%, less than VEA's 2.91% yield.


TTM20242023202220212020201920182017201620152014
DFIC
DFA Dimensional International Core Equity 2 ETF
2.71%2.87%2.54%1.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.91%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

DFIC vs. VEA - Drawdown Comparison

The maximum DFIC drawdown since its inception was -24.40%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for DFIC and VEA. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay00
DFIC
VEA

Volatility

DFIC vs. VEA - Volatility Comparison

DFA Dimensional International Core Equity 2 ETF (DFIC) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 11.10% and 11.56%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
11.10%
11.56%
DFIC
VEA