Correlation
The correlation between DFSI and VYMI is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
DFSI vs. VYMI
Compare and contrast key facts about Dimensional International Sustainability Core 1 ETF (DFSI) and Vanguard International High Dividend Yield ETF (VYMI).
DFSI and VYMI 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. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSI or VYMI.
Performance
DFSI vs. VYMI - Performance Comparison
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Key characteristics
DFSI:
1.08
VYMI:
1.10
DFSI:
1.48
VYMI:
1.51
DFSI:
1.21
VYMI:
1.21
DFSI:
1.34
VYMI:
1.32
DFSI:
3.98
VYMI:
4.66
DFSI:
4.24%
VYMI:
3.63%
DFSI:
16.58%
VYMI:
16.14%
DFSI:
-12.82%
VYMI:
-40.00%
DFSI:
-0.31%
VYMI:
-0.39%
Returns By Period
The year-to-date returns for both stocks are quite close, with DFSI having a 18.16% return and VYMI slightly lower at 17.48%.
DFSI
18.16%
5.50%
14.82%
17.70%
N/A
N/A
N/A
VYMI
17.48%
4.49%
14.67%
17.70%
11.64%
14.71%
N/A
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DFSI vs. VYMI - Expense Ratio Comparison
DFSI has a 0.24% expense ratio, which is higher than VYMI's 0.22% 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. VYMI — Risk-Adjusted Performance Rank
DFSI
VYMI
DFSI vs. VYMI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Sustainability Core 1 ETF (DFSI) and Vanguard International High Dividend Yield ETF (VYMI). 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.
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Dividends
DFSI vs. VYMI - Dividend Comparison
DFSI's dividend yield for the trailing twelve months is around 2.16%, less than VYMI's 4.13% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSI Dimensional International Sustainability Core 1 ETF | 2.16% | 2.39% | 2.10% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 4.13% | 4.84% | 4.58% | 4.71% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Drawdowns
DFSI vs. VYMI - Drawdown Comparison
The maximum DFSI drawdown since its inception was -12.82%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DFSI and VYMI.
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Volatility
DFSI vs. VYMI - Volatility Comparison
Dimensional International Sustainability Core 1 ETF (DFSI) has a higher volatility of 2.93% compared to Vanguard International High Dividend Yield ETF (VYMI) at 2.57%. This indicates that DFSI's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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