DIHP vs. IFLO

Last updated Aug 2, 2026

DIHP (Dimensional International High Profitability ETF) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds. DIHP is actively managed, while IFLO is passively managed. Over the past year, DIHP returned 22.80% vs 36.91% for IFLO. Their correlation of 0.88 means they have usually moved in the same direction. DIHP charges 0.29%/yr vs 0.56%/yr for IFLO.

Performance

DIHP vs. IFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International High Profitability ETF (DIHP) and VictoryShares International Free Cash Flow ETF (IFLO). 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 IFLO's 22.59% 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%

IFLO

• 1D: -1.73%
• 1M: 3.06%
• 6M: 17.38%
• YTD: 22.59%
• 1Y: 36.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 34.80%

*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)
DIHP Dimensional International High Profitability ETF	$22.21M	$21.04M	$21.99M
IFLO VictoryShares International Free Cash Flow ETF	$595.85K	$548.57K	$406.06K

DIHP vs. IFLO - Yearly Performance Comparison

	2026 (YTD)	2025
DIHP Dimensional International High Profitability ETF	10.38%	10.59%
IFLO VictoryShares International Free Cash Flow ETF	22.59%	13.12%

Correlation

The correlation between DIHP and IFLO is 0.88, 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.	0.88
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.88

The correlation between DIHP and IFLO has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.

DIHP vs. IFLO - Sectors Allocation Comparison

Sectors	DIHP	IFLO
Industrials	22.6%	17.8%
Technology	15.2%	16.8%
Healthcare	11.6%	12.7%
Consumer Cyclical	10.6%	10.8%
Financial Services	9.4%	0.8%
Consumer Defensive	9.3%	6.7%
Communication Services	6.7%	5.3%
Basic Materials	6.4%	13.8%
Energy	5.1%	14.4%
Utilities	2.7%	0.8%
Real Estate	0.4%	0.0%

Return for Risk

DIHP vs. IFLO — 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

IFLO

IFLO Risk / Return Rank: 94
IFLO Sharpe Ratio Rank: 94
IFLO Sortino Ratio Rank: 93
IFLO Omega Ratio Rank: 92
IFLO Calmar Ratio Rank: 96
IFLO Martin Ratio Rank: 95

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. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International High Profitability ETF (DIHP) and VictoryShares International Free Cash Flow ETF (IFLO). 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	IFLO	Difference
Sharpe ratio: Return per unit of total volatility	1.60	2.57	-0.97
Sortino ratio: Return per unit of downside risk	2.26	3.60	-1.33
Omega ratio: Gain probability vs. loss probability	1.29	1.45	-0.16
Calmar ratio: Return relative to maximum drawdown	2.09	5.73	-3.64
Martin ratio: Return relative to average drawdown	7.51	19.78	-12.26

DIHP vs. IFLO - Sharpe Ratio Comparison

The current DIHP Sharpe Ratio is 1.60, which is lower than the IFLO Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of DIHP and IFLO, 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. IFLO - Drawdown Comparison

The maximum DIHP drawdown since its inception was -24.94%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for DIHP and IFLO.

Drawdown Indicators

	DIHP	IFLO	Difference
Max Drawdown Largest peak-to-trough decline	-24.94%	-6.44%	-18.50%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-6.44%	-4.48%
Max Drawdown (3Y) Largest decline over 3 years	-12.42%	—	—
Current Drawdown Current decline from peak	-0.65%	-1.73%	+1.08%
Average Drawdown Average peak-to-trough decline	-4.75%	-1.29%	-3.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	1.86%	+1.18%

Volatility

DIHP vs. IFLO - Volatility Comparison

The current volatility for Dimensional International High Profitability ETF (DIHP) is 3.72%, while VictoryShares International Free Cash Flow ETF (IFLO) has a volatility of 4.10%. This indicates that DIHP experiences smaller price fluctuations and is considered to be less risky than IFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIHP	IFLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.72%	4.10%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	12.33%	12.32%	+0.01%
Volatility (1Y) Calculated over the trailing 1-year period	14.35%	14.41%	-0.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.22%	14.59%	+1.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.22%	14.59%	+1.63%

DIHP vs. IFLO - Expense Ratio Comparison

DIHP has a 0.29% expense ratio, which is lower than IFLO's 0.56% expense ratio.

Dividends

DIHP vs. IFLO - Dividend Comparison

DIHP's dividend yield for the trailing twelve months is around 1.92%, more than IFLO's 1.52% yield.

Position	TTM	2025	2024	2023	2022
DIHP Dimensional International High Profitability ETF	1.92%	2.02%	2.30%	2.17%	1.69%
IFLO VictoryShares International Free Cash Flow ETF	1.52%	0.73%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DIHP and IFLO in my portfolio?

DIHP and IFLO have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DIHP or IFLO?

IFLO has higher volatility (4.10%) compared to DIHP (3.72%). In terms of maximum drawdown, DIHP dropped -24.94% vs IFLO's -6.44%.

Which ETF is better, DIHP or IFLO?

On 1-year performance, IFLO leads with 36.91% vs 22.80% for DIHP. On fees, DIHP is cheaper at 0.29% 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 IFLO?

Over the 1-year period, IFLO has performed better with a 36.91% return vs 22.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIHP or IFLO?

DIHP is cheaper with a 0.29% expense ratio, compared with 0.56% for IFLO.

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

DIHP has the higher dividend yield at 1.92%, compared with 1.52% for IFLO.

What is the main difference between DIHP and IFLO?

They also come from different issuers: Dimensional and VictoryShares. Their fees differ too: 0.29% for DIHP and 0.56% for IFLO.

Which has better risk-adjusted returns?

IFLO currently has the higher Sharpe Ratio (2.57 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.