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DINT vs. IEFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DINT vs. IEFA

Last updated Jun 4, 2026

DINT (Davis Select International ETF) and IEFA (iShares Core MSCI EAFE ETF) are both Foreign Large Cap Equities funds. DINT is actively managed, while IEFA is passively managed. Over the past 5 years, DINT returned 6.61%/yr vs 8.07%/yr for IEFA. A 0.77 correlation means they provide meaningful diversification when combined. DINT charges 0.65%/yr vs 0.07%/yr for IEFA.

Performance

DINT vs. IEFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Select International ETF (DINT) and iShares Core MSCI EAFE ETF (IEFA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DINT achieves a 5.16% return, which is significantly lower than IEFA's 8.85% return.

DINT

1D
-1.54%
1M
5.23%
YTD
5.16%
6M
9.26%
1Y
23.40%
3Y*
20.43%
5Y*
6.61%
10Y*
—

IEFA

1D
-0.78%
1M
3.43%
YTD
8.85%
6M
11.45%
1Y
22.00%
3Y*
16.72%
5Y*
8.07%
10Y*
9.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DINT vs. IEFA - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
DINT
Davis Select International ETF		5.16%32.66%20.56%6.73%-8.56%-14.93%22.78%29.39%-22.38%
IEFA
iShares Core MSCI EAFE ETF		8.85%32.08%3.26%17.95%-15.24%11.63%8.18%22.64%-13.26%

Correlation

The correlation between DINT and IEFA is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2018

0.77

The correlation between DINT and IEFA has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

DINT vs. IEFA - Sectors Allocation Comparison

Sectors
DINT
IEFA

Financial Services

18.6%
22.5%

Industrials

12.5%
20.1%

Consumer Cyclical

10.4%
8.0%

Consumer Defensive

10.1%
6.6%

Basic Materials

6.3%
7.0%

Energy

4.9%
3.8%

Communication Services

4.8%
4.4%

Healthcare

2.9%
9.5%

Real Estate

2.5%
3.0%

Technology

1.9%
10.8%

Utilities

-

3.6%

Financial Services

DINT
18.6%
IEFA
22.5%

Industrials

DINT
12.5%
IEFA
20.1%

Consumer Cyclical

DINT
10.4%
IEFA
8.0%

Consumer Defensive

DINT
10.1%
IEFA
6.6%

Basic Materials

DINT
6.3%
IEFA
7.0%

Energy

DINT
4.9%
IEFA
3.8%

Communication Services

DINT
4.8%
IEFA
4.4%

Healthcare

DINT
2.9%
IEFA
9.5%

Real Estate

DINT
2.5%
IEFA
3.0%

Technology

DINT
1.9%
IEFA
10.8%

Utilities

DINT

-

IEFA
3.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Davis Select International ETF

iShares Core MSCI EAFE ETF

Often compared with DINT:
DINT vs. UIVMDINT vs. DDWMDINT vs. LOUPDINT vs. LVHIDINT vs. VXUSDINT vs. DFIVDINT vs. IDMO
Often compared with IEFA:
IEFA vs. VEAIEFA vs. VXUSIEFA vs. EFAIEFA vs. FSPSXIEFA vs. IEMGIEFA vs. XEF.TOIEFA vs. IXUS

Return for Risk

DINT vs. IEFA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DINT
DINT Risk / Return Rank: 3636
Overall Rank
DINT Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DINT Sortino Ratio Rank: 3535
Sortino Ratio Rank
DINT Omega Ratio Rank: 3535
Omega Ratio Rank
DINT Calmar Ratio Rank: 3636
Calmar Ratio Rank
DINT Martin Ratio Rank: 3838
Martin Ratio Rank
IEFA
IEFA Risk / Return Rank: 4141
Overall Rank
IEFA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IEFA Sortino Ratio Rank: 4141
Sortino Ratio Rank
IEFA Omega Ratio Rank: 4141
Omega Ratio Rank
IEFA Calmar Ratio Rank: 3838
Calmar Ratio Rank
IEFA Martin Ratio Rank: 4444
Martin Ratio Rank
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.

DINT vs. IEFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Select International ETF (DINT) and iShares Core MSCI EAFE ETF (IEFA). 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.

DINTIEFADifference
Sharpe ratioReturn per unit of total volatility
1.29
1.48

-0.19

Sortino ratioReturn per unit of downside risk
1.86
2.14

-0.27

Omega ratioGain probability vs. loss probability

1.23

1.27

-0.04

Calmar ratioReturn relative to maximum drawdown

1.80

1.92

-0.13

Martin ratioReturn relative to average drawdown

5.88

7.34

-1.45

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DINT vs. IEFA - Sharpe Ratio Comparison

The current DINT Sharpe Ratio is 1.29, which is comparable to the IEFA Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of DINT and IEFA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

DINTIEFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.48

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.49

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.53

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.51

-0.21

Drawdowns

DINT vs. IEFA - Drawdown Comparison

The maximum DINT drawdown since its inception was -45.12%, which is greater than IEFA's maximum drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for DINT and IEFA.

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Drawdown Indicators

DINTIEFADifference

Max Drawdown

Largest peak-to-trough decline

-45.12%

-34.78%

-10.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-11.50%

-1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-20.50%

-13.76%

-6.74%

Max Drawdown (5Y)

Largest decline over 5 years

-39.96%

-30.41%

-9.55%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.78%

—

Current Drawdown

Current decline from peak

-1.54%

-1.20%

-0.34%

Average Drawdown

Average peak-to-trough decline

-15.21%

-6.69%

-8.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

3.01%

+0.98%

Volatility

DINT vs. IEFA - Volatility Comparison

Davis Select International ETF (DINT) has a higher volatility of 7.11% compared to iShares Core MSCI EAFE ETF (IEFA) at 4.86%. This indicates that DINT's price experiences larger fluctuations and is considered to be riskier than IEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DINTIEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

4.86%

+2.25%

Volatility (6M)

Calculated over the trailing 6-month period

14.78%

12.42%

+2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

18.26%

14.96%

+3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.32%

16.51%

+6.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.00%

17.30%

+5.70%

DINT vs. IEFA - Expense Ratio Comparison

DINT has a 0.65% expense ratio, which is higher than IEFA's 0.07% expense ratio.

Dividends

DINT vs. IEFA - Dividend Comparison

DINT's dividend yield for the trailing twelve months is around 1.58%, less than IEFA's 3.26% yield.

PositionTTM20252024202320222021202020192018201720162015
DINT
Davis Select International ETF		1.58%1.67%2.34%1.75%0.37%2.15%0.27%2.58%0.41%0.00%0.00%0.00%
IEFA
iShares Core MSCI EAFE ETF		3.26%3.55%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%

Frequently Asked Questions

DINT and IEFA have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DINT has higher volatility (7.11%) compared to IEFA (4.86%). In terms of maximum drawdown, DINT dropped -45.12% vs IEFA's -34.78%.

On 5-year performance, IEFA leads with 8.07% vs 6.61% for DINT. On fees, IEFA is cheaper at 0.07% per year. On volatility, IEFA has been the lower-risk option at 4.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IEFA has performed better with a 8.07% return vs 6.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEFA is cheaper with a 0.07% expense ratio, compared with 0.65% for DINT.

IEFA has the higher dividend yield at 3.26%, compared with 1.58% for DINT.

They also come from different issuers: Davis Advisers and iShares. Their fees differ too: 0.65% for DINT and 0.07% for IEFA.

IEFA currently has the higher Sharpe Ratio (1.48 vs 1.29), 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.

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