DFIC vs. VEA

In the year-to-date period, DFIC achieves a 16.46% return, which is significantly higher than VEA's 15.42% return.

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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%.

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 current DFIC Sharpe Ratio is 0.78, which is comparable to the VEA Sharpe Ratio of 0.64. 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.

DFIC's dividend yield for the trailing twelve months is around 2.64%, less than VEA's 2.84% yield.

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.

The current volatility for DFA Dimensional International Core Equity 2 ETF (DFIC) is 2.99%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 3.19%. This indicates that DFIC experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.