DINT vs. MCSE

Last updated Aug 4, 2026

DINT (Davis Select International ETF) and MCSE (Franklin Sustainable International Equity ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past 3 years, DINT returned 17.75%/yr vs 0.74%/yr for MCSE. Their 0.60 correlation means they have sometimes moved together and sometimes differently. DINT charges 0.65%/yr vs 0.59%/yr for MCSE.

Performance

DINT vs. MCSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Select International ETF (DINT) and Franklin Sustainable International Equity ETF (MCSE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DINT achieves a 5.86% return, which is significantly higher than MCSE's 1.12% return.

DINT

• 1D: 0.55%
• 1M: 4.98%
• 6M: 3.34%
• YTD: 5.86%
• 1Y: 21.25%
• 3Y*: 17.75%
• 5Y*: 9.66%
• 10Y*: —
• ALL TIME*: 6.80%

MCSE

• 1D: 0.00%
• 1M: 0.00%
• 6M: 0.00%
• YTD: 1.12%
• 1Y: 4.30%
• 3Y*: 0.74%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 6.06%

*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)
DINT Davis Select International ETF	$292.75K	$475.80K	$417.51K
MCSE Franklin Sustainable International Equity ETF	$0.00	$0.00	$0.00

DINT vs. MCSE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DINT Davis Select International ETF	5.86%	32.66%	20.56%	6.73%	23.33%
MCSE Franklin Sustainable International Equity ETF	1.12%	7.79%	-9.46%	14.86%	10.04%

Correlation

The correlation between DINT and MCSE is 0.37, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.37
Correlation (3Y) Balances recent behavior with more history.	0.56
Correlation (All Time) Calculated using the full available price history since Oct 31, 2022	0.60

Over the past year, the correlation between DINT and MCSE has dropped to 0.37 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

DINT vs. MCSE - Sectors Allocation Comparison

Sectors	DINT	MCSE
Consumer Cyclical	31.1%	13.8%
Technology	25.7%	31.1%
Financial Services	19.3%	2.1%
Industrials	7.7%	18.1%
Basic Materials	5.9%	5.1%
Consumer Defensive	5.2%	5.0%
Energy	4.9%	-
Communication Services	2.9%	4.7%
Healthcare	2.9%	20.1%
Real Estate	2.3%	-
Utilities	-	-

Return for Risk

DINT vs. MCSE — Risk / Return Rank

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

DINT

DINT Risk / Return Rank: 43
DINT Sharpe Ratio Rank: 43
DINT Sortino Ratio Rank: 42
DINT Omega Ratio Rank: 42
DINT Calmar Ratio Rank: 44
DINT Martin Ratio Rank: 43

MCSE

MCSE Risk / Return Rank: 20
MCSE Sharpe Ratio Rank: 20
MCSE Sortino Ratio Rank: 19
MCSE Omega Ratio Rank: 24
MCSE Calmar Ratio Rank: 18
MCSE Martin Ratio Rank: 18

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.

DINT vs. MCSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Select International ETF (DINT) and Franklin Sustainable International Equity ETF (MCSE). 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.

	DINT	MCSE	Difference
Sharpe ratio: Return per unit of total volatility	1.14	0.46	+0.68
Sortino ratio: Return per unit of downside risk	1.65	0.70	+0.95
Omega ratio: Gain probability vs. loss probability	1.21	1.12	+0.09
Calmar ratio: Return relative to maximum drawdown	1.63	0.45	+1.18
Martin ratio: Return relative to average drawdown	4.93	1.13	+3.80

DINT vs. MCSE - Sharpe Ratio Comparison

The current DINT Sharpe Ratio is 1.14, which is higher than the MCSE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of DINT and MCSE, 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

DINT vs. MCSE - Drawdown Comparison

The maximum DINT drawdown since its inception was -45.12%, which is greater than MCSE's maximum drawdown of -26.36%. Use the drawdown chart below to compare losses from any high point for DINT and MCSE.

Drawdown Indicators

	DINT	MCSE	Difference
Max Drawdown Largest peak-to-trough decline	-45.12%	-26.36%	-18.76%
Max Drawdown (1Y) Largest decline over 1 year	-13.09%	-10.42%	-2.67%
Max Drawdown (3Y) Largest decline over 3 years	-20.50%	-26.36%	+5.86%
Max Drawdown (5Y) Largest decline over 5 years	-32.99%	—	—
Current Drawdown Current decline from peak	-0.89%	-10.51%	+9.62%
Average Drawdown Average peak-to-trough decline	-15.00%	-8.80%	-6.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.32%	4.37%	-0.05%

Volatility

DINT vs. MCSE - Volatility Comparison

Davis Select International ETF (DINT) has a higher volatility of 4.58% compared to Franklin Sustainable International Equity ETF (MCSE) at 0.00%. This indicates that DINT's price experiences larger fluctuations and is considered to be riskier than MCSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DINT	MCSE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.58%	0.00%	+4.58%
Volatility (6M) Calculated over the trailing 6-month period	15.51%	1.87%	+13.64%
Volatility (1Y) Calculated over the trailing 1-year period	18.74%	10.29%	+8.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.13%	19.07%	+4.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.92%	19.07%	+3.85%

DINT vs. MCSE - Expense Ratio Comparison

DINT has a 0.65% expense ratio, which is higher than MCSE's 0.59% expense ratio.

Dividends

DINT vs. MCSE - Dividend Comparison

DINT's dividend yield for the trailing twelve months is around 1.57%, less than MCSE's 3.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DINT Davis Select International ETF	1.57%	1.67%	2.34%	1.75%	0.37%	2.15%	0.27%	2.58%	0.41%
MCSE Franklin Sustainable International Equity ETF	3.74%	3.78%	0.63%	0.57%	0.48%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DINT and MCSE in my portfolio?

DINT and MCSE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DINT or MCSE?

DINT has higher volatility (4.58%) compared to MCSE (0.00%). In terms of maximum drawdown, DINT dropped -45.12% vs MCSE's -26.36%.

Which ETF is better, DINT or MCSE?

On 3-year performance, DINT leads with 17.75% vs 0.74% for MCSE. On fees, MCSE is cheaper at 0.59% per year. On volatility, MCSE has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DINT or MCSE?

Over the 3-year period, DINT has performed better with a 17.75% return vs 0.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DINT or MCSE?

MCSE is cheaper with a 0.59% expense ratio, compared with 0.65% for DINT.

Which ETF pays a higher dividend yield, DINT or MCSE?

MCSE has the higher dividend yield at 3.74%, compared with 1.57% for DINT.

What is the main difference between DINT and MCSE?

They also come from different issuers: Davis and Franklin. Their fees differ too: 0.65% for DINT and 0.59% for MCSE.

Which has better risk-adjusted returns?

DINT currently has the higher Sharpe Ratio (1.14 vs 0.46), 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.