DFSI vs. VEA
Compare and contrast key facts about Dimensional International Sustainability Core 1 ETF (DFSI) and Vanguard FTSE Developed Markets ETF (VEA).
DFSI and VEA 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. 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: DFSI or VEA.
Correlation
The correlation between DFSI and VEA 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.
Performance
DFSI vs. VEA - Performance Comparison
Key characteristics
DFSI:
0.85
VEA:
0.61
DFSI:
1.26
VEA:
0.98
DFSI:
1.17
VEA:
1.13
DFSI:
1.12
VEA:
0.78
DFSI:
3.32
VEA:
2.37
DFSI:
4.24%
VEA:
4.45%
DFSI:
16.64%
VEA:
17.23%
DFSI:
-12.82%
VEA:
-60.69%
DFSI:
-0.33%
VEA:
-0.57%
Returns By Period
In the year-to-date period, DFSI achieves a 11.63% return, which is significantly higher than VEA's 10.61% return.
DFSI
11.63%
4.50%
8.96%
15.90%
N/A
N/A
VEA
10.61%
3.22%
7.16%
12.26%
11.94%
5.48%
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DFSI vs. VEA - Expense Ratio Comparison
DFSI has a 0.24% 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%.
Risk-Adjusted Performance
DFSI vs. VEA — Risk-Adjusted Performance Rank
DFSI
VEA
DFSI vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Sustainability Core 1 ETF (DFSI) 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
DFSI vs. VEA - Dividend Comparison
DFSI's dividend yield for the trailing twelve months is around 2.28%, less than VEA's 2.96% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSI Dimensional International Sustainability Core 1 ETF | 2.28% | 2.39% | 2.10% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.96% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
Drawdowns
DFSI vs. VEA - Drawdown Comparison
The maximum DFSI drawdown since its inception was -12.82%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for DFSI and VEA. For additional features, visit the drawdowns tool.
Volatility
DFSI vs. VEA - Volatility Comparison
The current volatility for Dimensional International Sustainability Core 1 ETF (DFSI) is 10.79%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 11.44%. This indicates that DFSI 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.