Correlation
The correlation between DFSI and FEDM is 0.72, 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.
DFSI vs. FEDM
Compare and contrast key facts about Dimensional International Sustainability Core 1 ETF (DFSI) and FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM).
DFSI and FEDM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFSI is an actively managed fund by Dimensional. It was launched on Nov 1, 2022. FEDM is a passively managed fund by FlexShares that tracks the performance of the Northern Trust ESG & Climate Developed Markets ex-US Core Index - Benchmark TR Net. It was launched on Sep 20, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSI or FEDM.
Performance
DFSI vs. FEDM - Performance Comparison
Loading data...
Key characteristics
DFSI:
1.08
FEDM:
0.74
DFSI:
1.48
FEDM:
1.08
DFSI:
1.21
FEDM:
1.14
DFSI:
1.34
FEDM:
0.80
DFSI:
3.98
FEDM:
2.26
DFSI:
4.24%
FEDM:
5.07%
DFSI:
16.58%
FEDM:
16.85%
DFSI:
-12.82%
FEDM:
-29.37%
DFSI:
-0.31%
FEDM:
-0.34%
Returns By Period
In the year-to-date period, DFSI achieves a 18.16% return, which is significantly higher than FEDM's 15.28% return.
DFSI
18.16%
5.50%
14.82%
17.70%
N/A
N/A
N/A
FEDM
15.28%
4.66%
11.45%
12.32%
9.74%
N/A
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFSI vs. FEDM - Expense Ratio Comparison
DFSI has a 0.24% expense ratio, which is higher than FEDM's 0.12% 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%.
Risk-Adjusted Performance
DFSI vs. FEDM — Risk-Adjusted Performance Rank
DFSI
FEDM
DFSI vs. FEDM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Sustainability Core 1 ETF (DFSI) and FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM). 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.
Loading data...
Dividends
DFSI vs. FEDM - Dividend Comparison
DFSI's dividend yield for the trailing twelve months is around 2.16%, less than FEDM's 2.61% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|
DFSI Dimensional International Sustainability Core 1 ETF | 2.16% | 2.39% | 2.10% | 0.18% | 0.00% |
FEDM FlexShares ESG & Climate Developed Markets ex-US Core Index Fund | 2.61% | 2.94% | 2.61% | 2.53% | 0.62% |
Drawdowns
DFSI vs. FEDM - Drawdown Comparison
The maximum DFSI drawdown since its inception was -12.82%, smaller than the maximum FEDM drawdown of -29.37%. Use the drawdown chart below to compare losses from any high point for DFSI and FEDM.
Loading data...
Volatility
DFSI vs. FEDM - Volatility Comparison
The current volatility for Dimensional International Sustainability Core 1 ETF (DFSI) is 2.93%, while FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) has a volatility of 3.25%. This indicates that DFSI experiences smaller price fluctuations and is considered to be less risky than FEDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...