DFUS vs. DFIC

Last updated Jun 23, 2026

DFUS (Dimensional U.S. Equity Market ETF) and DFIC (DFA Dimensional International Core Equity 2 ETF) are both exchange-traded funds - DFUS is a Large Cap Blend Equities fund actively managed by Dimensional, while DFIC is a Foreign Large Cap Equities fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, DFUS returned 21.49%/yr vs 19.97%/yr for DFIC. A 0.75 correlation means they provide meaningful diversification when combined. DFUS charges 0.09%/yr vs 0.22%/yr for DFIC.

Performance

DFUS vs. DFIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Equity Market ETF (DFUS) and DFA Dimensional International Core Equity 2 ETF (DFIC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with DFUS having a 10.45% return and DFIC slightly higher at 10.96%.

DFUS

• 1D: -0.30%
• 1M: 0.75%
• YTD: 10.45%
• 6M: 9.76%
• 1Y: 27.69%
• 3Y*: 21.49%
• 5Y*: 13.25%
• 10Y*: —

DFIC

• 1D: 0.28%
• 1M: 0.63%
• YTD: 10.96%
• 6M: 11.16%
• 1Y: 28.82%
• 3Y*: 19.97%
• 5Y*: —
• 10Y*: —

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

DFUS vs. DFIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFUS Dimensional U.S. Equity Market ETF	10.45%	17.46%	24.34%	26.36%	-12.67%
DFIC DFA Dimensional International Core Equity 2 ETF	10.96%	37.09%	4.10%	17.32%	-8.86%

Correlation

The correlation between DFUS and DFIC is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022	0.75

The correlation between DFUS and DFIC has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.

DFUS vs. DFIC - Sectors Allocation Comparison

Sectors	DFUS	DFIC
Technology	37.7%	8.8%
Financial Services	11.7%	20.3%
Consumer Cyclical	10.2%	9.8%
Communication Services	10.1%	4.3%
Industrials	9.4%	20.0%
Healthcare	8.6%	6.9%
Consumer Defensive	4.4%	6.0%
Energy	3.5%	7.4%
Utilities	2.2%	3.4%
Basic Materials	2.0%	11.4%
Real Estate	0.1%	1.7%

Return for Risk

DFUS vs. DFIC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFUS

DFUS Risk / Return Rank: 69
DFUS Sharpe Ratio Rank: 69
DFUS Sortino Ratio Rank: 67
DFUS Omega Ratio Rank: 68
DFUS Calmar Ratio Rank: 64
DFUS Martin Ratio Rank: 75

DFIC

DFIC Risk / Return Rank: 61
DFIC Sharpe Ratio Rank: 64
DFIC Sortino Ratio Rank: 62
DFIC Omega Ratio Rank: 63
DFIC Calmar Ratio Rank: 55
DFIC Martin Ratio Rank: 60

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFUS vs. DFIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Equity Market ETF (DFUS) and DFA Dimensional International Core Equity 2 ETF (DFIC). 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.

	DFUS	DFIC	Difference
Sharpe ratio: Return per unit of total volatility	2.16	2.03	+0.14
Sortino ratio: Return per unit of downside risk	2.93	2.81	+0.12
Omega ratio: Gain probability vs. loss probability	1.39	1.37	+0.02
Calmar ratio: Return relative to maximum drawdown	3.10	2.63	+0.47
Martin ratio: Return relative to average drawdown	13.79	10.38	+3.42

DFUS vs. DFIC - Sharpe Ratio Comparison

The current DFUS Sharpe Ratio is 2.16, which is comparable to the DFIC Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of DFUS and DFIC, 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

DFUS vs. DFIC - Drawdown Comparison

The maximum DFUS drawdown since its inception was -24.62%, roughly equal to the maximum DFIC drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for DFUS and DFIC.

Drawdown Indicators

	DFUS	DFIC	Difference
Max Drawdown Largest peak-to-trough decline	-24.62%	-24.40%	-0.22%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-11.00%	+2.04%
Max Drawdown (3Y) Largest decline over 3 years	-19.44%	-13.14%	-6.30%
Max Drawdown (5Y) Largest decline over 5 years	-24.62%	—	—
Current Drawdown Current decline from peak	-1.38%	-0.72%	-0.66%
Average Drawdown Average peak-to-trough decline	-5.78%	-4.51%	-1.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	2.78%	-0.77%

Volatility

DFUS vs. DFIC - Volatility Comparison

Dimensional U.S. Equity Market ETF (DFUS) has a higher volatility of 4.87% compared to DFA Dimensional International Core Equity 2 ETF (DFIC) at 4.52%. This indicates that DFUS's price experiences larger fluctuations and is considered to be riskier than DFIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFUS	DFIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.87%	4.52%	+0.35%
Volatility (6M) Calculated over the trailing 6-month period	10.07%	12.07%	-2.00%
Volatility (1Y) Calculated over the trailing 1-year period	12.88%	14.30%	-1.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.27%	16.23%	+1.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.24%	16.23%	+1.01%

DFUS vs. DFIC - Expense Ratio Comparison

DFUS has a 0.09% expense ratio, which is lower than DFIC's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DFUS vs. DFIC - Dividend Comparison

DFUS's dividend yield for the trailing twelve months is around 0.84%, less than DFIC's 2.26% yield.

Position	TTM	2025	2024	2023	2022	2021
DFIC DFA Dimensional International Core Equity 2 ETF	2.26%	2.54%	2.87%	2.55%	1.47%	0.00%
DFUS Dimensional U.S. Equity Market ETF	0.84%	0.88%	1.04%	1.33%	1.48%	0.85%

Frequently Asked Questions

Can I hold both DFUS and DFIC in my portfolio?

DFUS and DFIC have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFUS or DFIC?

DFUS has higher volatility (4.87%) compared to DFIC (4.52%). In terms of maximum drawdown, DFUS dropped -24.62% vs DFIC's -24.40%.

Which ETF is better, DFUS or DFIC?

On 3-year performance, DFUS leads with 21.49% vs 19.97% for DFIC. On fees, DFUS is cheaper at 0.09% per year. On volatility, DFIC has been the lower-risk option at 4.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFUS or DFIC?

Over the 3-year period, DFUS has performed better with a 21.49% return vs 19.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFUS or DFIC?

DFUS is cheaper with a 0.09% expense ratio, compared with 0.22% for DFIC.

Which ETF pays a higher dividend yield, DFUS or DFIC?

DFIC has the higher dividend yield at 2.26%, compared with 0.84% for DFUS.

What is the main difference between DFUS and DFIC?

DFUS is categorized as Large Cap Blend Equities, while DFIC is Foreign Large Cap Equities. Their fees differ too: 0.09% for DFUS and 0.22% for DFIC.

Which has better risk-adjusted returns?

DFUS currently has the higher Sharpe Ratio (2.16 vs 2.03), 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.