DIHRX vs. DFAI
Compare and contrast key facts about DFA International High Relative Profitability Portfolio (DIHRX) and Dimensional International Core Equity Market ETF (DFAI).
DIHRX is managed by Dimensional Fund Advisors LP. It was launched on May 16, 2017. 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: DIHRX or DFAI.
Performance
DIHRX vs. DFAI - Performance Comparison
Returns By Period
In the year-to-date period, DIHRX achieves a 0.97% return, which is significantly lower than DFAI's 5.81% return.
DIHRX
0.97%
-4.10%
-2.95%
7.16%
5.83%
N/A
DFAI
5.81%
-3.19%
-0.24%
12.39%
N/A
N/A
Key characteristics
| DIHRX | DFAI | |
|---|---|---|
| Sharpe Ratio | 0.57 | 1.01 |
| Sortino Ratio | 0.88 | 1.45 |
| Omega Ratio | 1.10 | 1.18 |
| Calmar Ratio | 0.77 | 1.66 |
| Martin Ratio | 2.41 | 4.86 |
| Ulcer Index | 3.05% | 2.59% |
| Daily Std Dev | 12.91% | 12.41% |
| Max Drawdown | -33.30% | -27.44% |
| Current Drawdown | -9.01% | -7.24% |
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DIHRX vs. DFAI - Expense Ratio Comparison
DIHRX has a 0.30% expense ratio, which is higher than DFAI's 0.18% expense ratio.
Correlation
The correlation between DIHRX and DFAI is 0.97, 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.
Risk-Adjusted Performance
DIHRX vs. DFAI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International High Relative Profitability Portfolio (DIHRX) 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.
Dividends
DIHRX vs. DFAI - Dividend Comparison
DIHRX's dividend yield for the trailing twelve months is around 2.48%, which matches DFAI's 2.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
DIHRX DFA International High Relative Profitability Portfolio | 2.48% | 2.59% | 3.06% | 2.32% | 1.39% | 2.11% | 2.36% | 0.86% |
DFAI Dimensional International Core Equity Market ETF | 2.48% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% |
Drawdowns
DIHRX vs. DFAI - Drawdown Comparison
The maximum DIHRX drawdown since its inception was -33.30%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for DIHRX and DFAI. For additional features, visit the drawdowns tool.
Volatility
DIHRX vs. DFAI - Volatility Comparison
DFA International High Relative Profitability Portfolio (DIHRX) and Dimensional International Core Equity Market ETF (DFAI) have volatilities of 3.55% and 3.51%, 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.