Correlation
The correlation between DIHP and DFAI is 0.75, 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.
DIHP vs. DFAI
Compare and contrast key facts about Dimensional International High Profitability ETF (DIHP) and Dimensional International Core Equity Market ETF (DFAI).
DIHP and DFAI 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 Fund Advisors. It was launched on Mar 23, 2022. DFAI is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Nov 17, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIHP or DFAI.
Performance
DIHP vs. DFAI - Performance Comparison
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Key characteristics
DIHP:
0.71
DFAI:
0.91
DIHP:
1.03
DFAI:
1.28
DIHP:
1.14
DFAI:
1.18
DIHP:
0.87
DFAI:
1.08
DIHP:
2.35
DFAI:
3.40
DIHP:
4.57%
DFAI:
4.21%
DIHP:
16.40%
DFAI:
16.72%
DIHP:
-24.94%
DFAI:
-27.44%
DIHP:
-0.48%
DFAI:
-0.41%
Returns By Period
In the year-to-date period, DIHP achieves a 15.92% return, which is significantly lower than DFAI's 16.90% return.
DIHP
15.92%
4.85%
12.14%
11.60%
9.48%
N/A
N/A
DFAI
16.90%
5.16%
13.40%
15.10%
11.13%
N/A
N/A
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DIHP vs. DFAI - Expense Ratio Comparison
DIHP has a 0.29% expense ratio, which is higher than DFAI's 0.18% expense ratio.
Risk-Adjusted Performance
DIHP vs. DFAI — Risk-Adjusted Performance Rank
DIHP
DFAI
DIHP vs. DFAI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International High Profitability ETF (DIHP) and Dimensional International Core Equity Market ETF (DFAI). 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
DIHP vs. DFAI - Dividend Comparison
DIHP's dividend yield for the trailing twelve months is around 2.09%, less than DFAI's 2.48% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|
DIHP Dimensional International High Profitability ETF | 2.09% | 2.30% | 2.17% | 1.69% | 0.00% | 0.00% |
DFAI Dimensional International Core Equity Market ETF | 2.48% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% |
Drawdowns
DIHP vs. DFAI - Drawdown Comparison
The maximum DIHP drawdown since its inception was -24.94%, smaller than the maximum DFAI drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for DIHP and DFAI.
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Volatility
DIHP vs. DFAI - Volatility Comparison
Dimensional International High Profitability ETF (DIHP) and Dimensional International Core Equity Market ETF (DFAI) have volatilities of 2.99% and 2.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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