DIHP vs. DFAC

Last updated Apr 1, 2026

Compare and contrast key facts about Dimensional International High Profitability ETF (DIHP) and Dimensional U.S. Core Equity 2 ETF (DFAC).

DIHP and DFAC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIHP is an actively managed fund by Dimensional. It was launched on Mar 23, 2022. DFAC is an actively managed fund by Dimensional. It was launched on Jun 14, 2021.

Performance

DIHP vs. DFAC - Performance Comparison

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

DIHP vs. DFAC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DIHP Dimensional International High Profitability ETF	2.17%	28.26%	0.50%	19.07%	-10.88%
DFAC Dimensional U.S. Core Equity 2 ETF	-1.60%	15.66%	19.61%	21.96%	-11.10%

Returns By Period

In the year-to-date period, DIHP achieves a 2.17% return, which is significantly higher than DFAC's -1.60% return.

DIHP

• 1D: 2.71%
• 1M: -8.04%
• YTD: 2.17%
• 6M: 6.84%
• 1Y: 22.36%
• 3Y*: 12.53%
• 5Y*: —
• 10Y*: —

DFAC

• 1D: 2.78%
• 1M: -4.86%
• YTD: -1.60%
• 6M: 1.24%
• 1Y: 19.05%
• 3Y*: 16.43%
• 5Y*: —
• 10Y*: —

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

DIHP vs. DFAC - Expense Ratio Comparison

DIHP has a 0.29% expense ratio, which is higher than DFAC's 0.19% expense ratio.

DIHP

Dimensional International High Profitability ETF

DFAC

Dimensional U.S. Core Equity 2 ETF

Return for Risk

DIHP vs. DFAC — Risk / Return Rank

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

DIHP

DIHP Risk / Return Rank: 76
DIHP Sharpe Ratio Rank: 76
DIHP Sortino Ratio Rank: 77
DIHP Omega Ratio Rank: 76
DIHP Calmar Ratio Rank: 75
DIHP Martin Ratio Rank: 75

DFAC

DFAC Risk / Return Rank: 66
DFAC Sharpe Ratio Rank: 62
DFAC Sortino Ratio Rank: 65
DFAC Omega Ratio Rank: 66
DFAC Calmar Ratio Rank: 65
DFAC Martin Ratio Rank: 74

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.

DIHP vs. DFAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International High Profitability ETF (DIHP) and Dimensional U.S. Core Equity 2 ETF (DFAC). 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.

	DIHP	DFAC	Difference
Sharpe ratio Return per unit of total volatility	1.39	1.03	+0.35
Sortino ratio Return per unit of downside risk	1.95	1.56	+0.39
Omega ratio Gain probability vs. loss probability	1.28	1.23	+0.05
Calmar ratio Return relative to maximum drawdown	1.97	1.54	+0.43
Martin ratio Return relative to average drawdown	7.82	7.28	+0.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIHP vs. DFAC - Sharpe Ratio Comparison

The current DIHP Sharpe Ratio is 1.39, which is higher than the DFAC Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of DIHP and DFAC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DIHP	DFAC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.39	1.03	+0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.55	-0.01

Correlation

The correlation between DIHP and DFAC is 0.79, 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.

Dividends

DIHP vs. DFAC - Dividend Comparison

DIHP's dividend yield for the trailing twelve months is around 2.14%, more than DFAC's 1.03% yield.

	TTM	2025	2024	2023	2022	2021
DIHP Dimensional International High Profitability ETF	2.14%	2.02%	2.30%	2.17%	1.69%	0.00%
DFAC Dimensional U.S. Core Equity 2 ETF	1.03%	0.97%	1.03%	1.20%	1.50%	0.88%

Drawdowns

DIHP vs. DFAC - Drawdown Comparison

The maximum DIHP drawdown since its inception was -24.94%, which is greater than DFAC's maximum drawdown of -23.12%. Use the drawdown chart below to compare losses from any high point for DIHP and DFAC.

Drawdown Indicators

	DIHP	DFAC	Difference
Max Drawdown Largest peak-to-trough decline	-24.94%	-23.12%	-1.82%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-12.79%	+1.87%
Current Drawdown Current decline from peak	-8.04%	-5.94%	-2.10%
Average Drawdown Average peak-to-trough decline	-4.90%	-5.62%	+0.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	2.71%	+0.04%

Volatility

DIHP vs. DFAC - Volatility Comparison

Dimensional International High Profitability ETF (DIHP) has a higher volatility of 7.13% compared to Dimensional U.S. Core Equity 2 ETF (DFAC) at 5.31%. This indicates that DIHP's price experiences larger fluctuations and is considered to be riskier than DFAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIHP	DFAC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.13%	5.31%	+1.82%
Volatility (6M) Calculated over the trailing 6-month period	10.29%	9.59%	+0.70%
Volatility (1Y) Calculated over the trailing 1-year period	16.21%	18.51%	-2.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.25%	17.30%	-1.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.25%	17.30%	-1.05%