DFSI vs. VYMI

Last updated Aug 2, 2026

DFSI (Dimensional International Sustainability Core 1 ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - DFSI is a Foreign Large Cap Equities fund actively managed by Dimensional, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. DFSI is actively managed, while VYMI is passively managed. Over the past 3 years, DFSI returned 16.89%/yr vs 21.98%/yr for VYMI. Their correlation of 0.91 means they have usually moved in the same direction. DFSI charges 0.24%/yr vs 0.07%/yr for VYMI.

Performance

DFSI vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Sustainability Core 1 ETF (DFSI) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFSI achieves a 8.74% return, which is significantly lower than VYMI's 17.41% return.

DFSI

• 1D: -0.61%
• 1M: 1.21%
• 6M: 4.21%
• YTD: 8.74%
• 1Y: 21.35%
• 3Y*: 16.89%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.12%

VYMI

• 1D: -0.51%
• 1M: 4.32%
• 6M: 11.07%
• YTD: 17.41%
• 1Y: 34.68%
• 3Y*: 21.98%
• 5Y*: 14.02%
• 10Y*: 11.09%
• ALL TIME*: 11.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFSI Dimensional International Sustainability Core 1 ETF	$2.37M	$2.51M	$2.73M
VYMI Vanguard International High Dividend Yield ETF	$78.22M	$82.35M	$92.64M

DFSI vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFSI Dimensional International Sustainability Core 1 ETF	8.74%	33.62%	4.98%	17.86%	10.47%
VYMI Vanguard International High Dividend Yield ETF	17.41%	38.05%	7.06%	17.07%	8.89%

Correlation

The correlation between DFSI and VYMI is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.90
Correlation (3Y) Balances recent behavior with more history.	0.90
Correlation (All Time) Calculated using the full available price history since Nov 2, 2022	0.91

The correlation between DFSI and VYMI has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

DFSI vs. VYMI - Sectors Allocation Comparison

Sectors	DFSI	VYMI
Financial Services	24.9%	42.4%
Industrials	21.5%	6.1%
Technology	11.3%	5.3%
Consumer Cyclical	9.7%	6.0%
Healthcare	9.0%	6.5%
Basic Materials	6.7%	6.5%
Consumer Defensive	5.3%	6.7%
Communication Services	4.9%	3.5%
Utilities	3.0%	5.2%
Real Estate	1.9%	1.1%
Energy	1.9%	7.9%

Return for Risk

DFSI vs. VYMI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DFSI

DFSI Risk / Return Rank: 57
DFSI Sharpe Ratio Rank: 59
DFSI Sortino Ratio Rank: 60
DFSI Omega Ratio Rank: 59
DFSI Calmar Ratio Rank: 49
DFSI Martin Ratio Rank: 56

VYMI

VYMI Risk / Return Rank: 91
VYMI Sharpe Ratio Rank: 94
VYMI Sortino Ratio Rank: 93
VYMI Omega Ratio Rank: 93
VYMI Calmar Ratio Rank: 87
VYMI Martin Ratio Rank: 89

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DFSI vs. VYMI - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DFSI	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	1.40	2.63	-1.23
Sortino ratio: Return per unit of downside risk	2.04	3.59	-1.54
Omega ratio: Gain probability vs. loss probability	1.26	1.48	-0.22
Calmar ratio: Return relative to maximum drawdown	1.76	3.43	-1.67
Martin ratio: Return relative to average drawdown	6.56	13.55	-6.98

DFSI vs. VYMI - Sharpe Ratio Comparison

The current DFSI Sharpe Ratio is 1.40, which is lower than the VYMI Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of DFSI and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	DFSI	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-12.82%	-40.00%	+27.18%
Max Drawdown (1Y) Largest decline over 1 year	-12.26%	-10.14%	-2.12%
Max Drawdown (3Y) Largest decline over 3 years	-12.62%	-12.84%	+0.22%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.05%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.00%	—
Current Drawdown Current decline from peak	-0.61%	-0.51%	-0.10%
Average Drawdown Average peak-to-trough decline	-2.59%	-6.23%	+3.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.28%	2.56%	+0.72%

Volatility

DFSI vs. VYMI - Volatility Comparison

Dimensional International Sustainability Core 1 ETF (DFSI) has a higher volatility of 4.16% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.62%. 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.

Volatility by Period

	DFSI	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	3.62%	+0.54%
Volatility (6M) Calculated over the trailing 6-month period	13.46%	11.39%	+2.07%
Volatility (1Y) Calculated over the trailing 1-year period	15.40%	13.24%	+2.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.25%	14.85%	+0.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.25%	16.55%	-1.30%

DFSI vs. VYMI - Expense Ratio Comparison

DFSI has a 0.24% expense ratio, which is higher than VYMI's 0.07% 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%.

Dividends

DFSI vs. VYMI - Dividend Comparison

DFSI's dividend yield for the trailing twelve months is around 2.18%, less than VYMI's 3.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DFSI Dimensional International Sustainability Core 1 ETF	2.18%	2.23%	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	3.48%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%

Frequently Asked Questions

Can I hold both DFSI and VYMI in my portfolio?

DFSI and VYMI have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFSI or VYMI?

DFSI has higher volatility (4.16%) compared to VYMI (3.62%). In terms of maximum drawdown, DFSI dropped -12.82% vs VYMI's -40.00%.

Which ETF is better, DFSI or VYMI?

On 3-year performance, VYMI leads with 21.98% vs 16.89% for DFSI. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 3.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFSI or VYMI?

Over the 3-year period, VYMI has performed better with a 21.98% return vs 16.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFSI or VYMI?

VYMI is cheaper with a 0.07% expense ratio, compared with 0.24% for DFSI.

Which ETF pays a higher dividend yield, DFSI or VYMI?

VYMI has the higher dividend yield at 3.48%, compared with 2.18% for DFSI.

What is the main difference between DFSI and VYMI?

DFSI is categorized as Foreign Large Cap Equities, while VYMI is Dividend. They also come from different issuers: Dimensional and Vanguard. Their fees differ too: 0.24% for DFSI and 0.07% for VYMI.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.63 vs 1.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.