DSTX vs. DFAI
Compare and contrast key facts about Distillate International Fundamental Stability & Value ETF (DSTX) and Dimensional International Core Equity Market ETF (DFAI).
DSTX and DFAI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DSTX is a passively managed fund by Distillate Capital that tracks the performance of the Distillate Fundamental Stability & Value Index. It was launched on Dec 14, 2020. DFAI is an actively managed fund by Dimensional. It was launched on Nov 17, 2020.
Performance
DSTX vs. DFAI - Performance Comparison
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DSTX vs. DFAI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DSTX Distillate International Fundamental Stability & Value ETF | 3.18% | 41.71% | -0.44% | 20.03% | -18.85% | 1.78% | 2.03% |
DFAI Dimensional International Core Equity Market ETF | 4.03% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 0.92% |
Returns By Period
In the year-to-date period, DSTX achieves a 3.18% return, which is significantly lower than DFAI's 4.03% return.
DSTX
- 1D
- 0.70%
- 1M
- -6.31%
- YTD
- 3.18%
- 6M
- 8.44%
- 1Y
- 33.33%
- 3Y*
- 16.11%
- 5Y*
- 6.97%
- 10Y*
- —
DFAI
- 1D
- 1.49%
- 1M
- -4.63%
- YTD
- 4.03%
- 6M
- 9.10%
- 1Y
- 29.81%
- 3Y*
- 16.70%
- 5Y*
- 9.76%
- 10Y*
- —
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DSTX vs. DFAI - Expense Ratio Comparison
DSTX has a 0.55% expense ratio, which is higher than DFAI's 0.18% expense ratio.
Return for Risk
DSTX vs. DFAI — Risk / Return Rank
DSTX
DFAI
DSTX vs. DFAI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Distillate International Fundamental Stability & Value ETF (DSTX) 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.
| DSTX | DFAI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 1.79 | +0.07 |
Sortino ratioReturn per unit of downside risk | 2.55 | 2.44 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.73 | 2.74 | -0.01 |
Martin ratioReturn relative to average drawdown | 10.88 | 10.73 | +0.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSTX | DFAI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.79 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.62 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.75 | -0.29 |
Correlation
The correlation between DSTX and DFAI is 0.92, 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.
Dividends
DSTX vs. DFAI - Dividend Comparison
DSTX's dividend yield for the trailing twelve months is around 2.83%, more than DFAI's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DSTX Distillate International Fundamental Stability & Value ETF | 2.83% | 2.93% | 2.41% | 1.81% | 3.68% | 2.24% | 0.07% |
DFAI Dimensional International Core Equity Market ETF | 2.37% | 2.45% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% |
Drawdowns
DSTX vs. DFAI - Drawdown Comparison
The maximum DSTX drawdown since its inception was -33.67%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for DSTX and DFAI.
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Drawdown Indicators
| DSTX | DFAI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.67% | -27.44% | -6.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -10.95% | -1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -33.67% | -27.44% | -6.23% |
Current DrawdownCurrent decline from peak | -7.61% | -6.23% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -9.13% | -5.21% | -3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.79% | +0.34% |
Volatility
DSTX vs. DFAI - Volatility Comparison
Distillate International Fundamental Stability & Value ETF (DSTX) has a higher volatility of 7.85% compared to Dimensional International Core Equity Market ETF (DFAI) at 6.97%. This indicates that DSTX's price experiences larger fluctuations and is considered to be riskier than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSTX | DFAI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.85% | 6.97% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 10.65% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.04% | 16.73% | +1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 15.81% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 15.66% | +1.15% |