DIHP vs. DFIC

Last updated Aug 2, 2026

DIHP (Dimensional International High Profitability ETF) and DFIC (DFA Dimensional International Core Equity 2 ETF) are both Foreign Large Cap Equities funds from Dimensional. Both are actively managed. Over the past 3 years, DIHP returned 14.09%/yr vs 18.53%/yr for DFIC. Their 0.97 correlation means they have historically moved very closely together. DIHP charges 0.29%/yr vs 0.22%/yr for DFIC.

Performance

DIHP vs. DFIC - Performance Comparison

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

Returns By Period

In the year-to-date period, DIHP achieves a 10.38% return, which is significantly lower than DFIC's 12.11% return.

DIHP

• 1D: -0.63%
• 1M: 0.88%
• 6M: 5.47%
• YTD: 10.38%
• 1Y: 22.80%
• 3Y*: 14.09%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 10.01%

DFIC

• 1D: -0.57%
• 1M: 1.28%
• 6M: 6.46%
• YTD: 12.11%
• 1Y: 26.83%
• 3Y*: 18.53%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.13%

*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)
DFIC DFA Dimensional International Core Equity 2 ETF	$72.95M	$73.90M	$54.49M
DIHP Dimensional International High Profitability ETF	$22.21M	$21.04M	$21.99M

DIHP vs. DFIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DIHP Dimensional International High Profitability ETF	10.38%	28.26%	0.50%	19.07%	-10.60%
DFIC DFA Dimensional International Core Equity 2 ETF	12.11%	37.09%	4.10%	17.32%	-8.86%

Correlation

The correlation between DIHP and DFIC is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.95
Correlation (3Y) Balances recent behavior with more history.	0.97
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022	0.97

The correlation between DIHP and DFIC has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

DIHP vs. DFIC - Sectors Allocation Comparison

Sectors	DIHP	DFIC
Industrials	22.6%	19.8%
Technology	15.2%	9.2%
Healthcare	11.6%	7.3%
Consumer Cyclical	10.6%	9.6%
Financial Services	9.4%	21.3%
Consumer Defensive	9.3%	6.3%
Communication Services	6.7%	4.1%
Basic Materials	6.4%	10.6%
Energy	5.1%	6.8%
Utilities	2.7%	3.4%
Real Estate	0.4%	1.7%

Return for Risk

DIHP vs. DFIC — Risk / Return Rank

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

DIHP

DIHP Risk / Return Rank: 66
DIHP Sharpe Ratio Rank: 70
DIHP Sortino Ratio Rank: 70
DIHP Omega Ratio Rank: 69
DIHP Calmar Ratio Rank: 60
DIHP Martin Ratio Rank: 62

DFIC

DFIC Risk / Return Rank: 78
DFIC Sharpe Ratio Rank: 82
DFIC Sortino Ratio Rank: 81
DFIC Omega Ratio Rank: 80
DFIC Calmar Ratio Rank: 71
DFIC Martin Ratio Rank: 77

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.

DIHP vs. DFIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International High Profitability ETF (DIHP) 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.

	DIHP	DFIC	Difference
Sharpe ratio: Return per unit of total volatility	1.60	1.87	-0.27
Sortino ratio: Return per unit of downside risk	2.26	2.62	-0.35
Omega ratio: Gain probability vs. loss probability	1.29	1.34	-0.05
Calmar ratio: Return relative to maximum drawdown	2.09	2.45	-0.36
Martin ratio: Return relative to average drawdown	7.51	9.68	-2.16

DIHP vs. DFIC - Sharpe Ratio Comparison

The current DIHP Sharpe Ratio is 1.60, which is comparable to the DFIC Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of DIHP 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

DIHP vs. DFIC - Drawdown Comparison

The maximum DIHP drawdown since its inception was -24.94%, roughly equal to the maximum DFIC drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for DIHP and DFIC.

Drawdown Indicators

	DIHP	DFIC	Difference
Max Drawdown Largest peak-to-trough decline	-24.94%	-24.40%	-0.54%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-11.00%	+0.08%
Max Drawdown (3Y) Largest decline over 3 years	-12.42%	-13.14%	+0.72%
Current Drawdown Current decline from peak	-0.65%	-0.57%	-0.08%
Average Drawdown Average peak-to-trough decline	-4.75%	-4.43%	-0.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	2.78%	+0.26%

Volatility

DIHP vs. DFIC - Volatility Comparison

The current volatility for Dimensional International High Profitability ETF (DIHP) is 3.72%, while DFA Dimensional International Core Equity 2 ETF (DFIC) has a volatility of 4.14%. This indicates that DIHP experiences smaller price fluctuations and is considered to be less risky than DFIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIHP	DFIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.72%	4.14%	-0.42%
Volatility (6M) Calculated over the trailing 6-month period	12.33%	12.48%	-0.15%
Volatility (1Y) Calculated over the trailing 1-year period	14.35%	14.42%	-0.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.22%	16.17%	+0.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.22%	16.17%	+0.05%

DIHP vs. DFIC - Expense Ratio Comparison

DIHP has a 0.29% expense ratio, which is higher than DFIC's 0.22% expense ratio.

Dividends

DIHP vs. DFIC - Dividend Comparison

DIHP's dividend yield for the trailing twelve months is around 1.92%, less than DFIC's 2.37% yield.

Position	TTM	2025	2024	2023	2022
DFIC DFA Dimensional International Core Equity 2 ETF	2.37%	2.54%	2.87%	2.55%	1.47%
DIHP Dimensional International High Profitability ETF	1.92%	2.02%	2.30%	2.17%	1.69%

Frequently Asked Questions

Can I hold both DIHP and DFIC in my portfolio?

With a correlation of 0.95, DIHP and DFIC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DIHP or DFIC?

DFIC has higher volatility (4.14%) compared to DIHP (3.72%). In terms of maximum drawdown, DIHP dropped -24.94% vs DFIC's -24.40%.

Which ETF is better, DIHP or DFIC?

On 3-year performance, DFIC leads with 18.53% vs 14.09% for DIHP. On fees, DFIC is cheaper at 0.22% per year. On volatility, DIHP has been the lower-risk option at 3.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DIHP or DFIC?

Over the 3-year period, DFIC has performed better with a 18.53% return vs 14.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIHP or DFIC?

DFIC is cheaper with a 0.22% expense ratio, compared with 0.29% for DIHP.

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

DFIC has the higher dividend yield at 2.37%, compared with 1.92% for DIHP.

What is the main difference between DIHP and DFIC?

Their fees differ too: 0.29% for DIHP and 0.22% for DFIC.

Which has better risk-adjusted returns?

DFIC currently has the higher Sharpe Ratio (1.87 vs 1.60), 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.