DSTX vs. DFAI

Last updated Apr 1, 2026

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

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate International Fundamental Stability & Value ETF (DSTX) and Dimensional International Core Equity Market ETF (DFAI). The values are adjusted to include any dividend payments, if applicable.

DSTX vs. DFAI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DSTX Distillate International Fundamental Stability & Value ETF	2.46%	41.71%	-0.44%	20.03%	-18.85%	1.78%	2.03%
DFAI Dimensional International Core Equity Market ETF	2.50%	34.04%	4.68%	17.60%	-12.95%	13.86%	0.92%

Returns By Period

The year-to-date returns for both investments are quite close, with DSTX having a 2.46% return and DFAI slightly higher at 2.50%.

DSTX

• 1D: 3.49%
• 1M: -8.25%
• YTD: 2.46%
• 6M: 8.70%
• 1Y: 33.08%
• 3Y*: 15.84%
• 5Y*: 6.82%
• 10Y*: —

DFAI

• 1D: 2.96%
• 1M: -7.52%
• YTD: 2.50%
• 6M: 8.18%
• 1Y: 28.07%
• 3Y*: 16.13%
• 5Y*: 9.44%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DSTX vs. DFAI - Expense Ratio Comparison

DSTX has a 0.55% expense ratio, which is higher than DFAI's 0.18% expense ratio.

DSTX

Distillate International Fundamental Stability & Value ETF

DFAI

Dimensional International Core Equity Market ETF

Return for Risk

DSTX vs. DFAI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DSTX

DSTX Risk / Return Rank: 87
DSTX Sharpe Ratio Rank: 88
DSTX Sortino Ratio Rank: 89
DSTX Omega Ratio Rank: 88
DSTX Calmar Ratio Rank: 85
DSTX Martin Ratio Rank: 87

DFAI

DFAI Risk / Return Rank: 87
DFAI Sharpe Ratio Rank: 86
DFAI Sortino Ratio Rank: 87
DFAI Omega Ratio Rank: 88
DFAI Calmar Ratio Rank: 86
DFAI Martin Ratio Rank: 86

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.

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 ratio Return per unit of total volatility	1.84	1.69	+0.15
Sortino ratio Return per unit of downside risk	2.53	2.32	+0.21
Omega ratio Gain probability vs. loss probability	1.36	1.35	+0.02
Calmar ratio Return relative to maximum drawdown	2.57	2.46	+0.11
Martin ratio Return relative to average drawdown	10.38	9.75	+0.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DSTX vs. DFAI - Sharpe Ratio Comparison

The current DSTX Sharpe Ratio is 1.84, which is comparable to the DFAI Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of DSTX and DFAI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DSTX	DFAI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	1.69	+0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.60	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.73	-0.28

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 2.84%, more than DFAI's 2.41% yield.

	TTM	2025	2024	2023	2022	2021	2020
DSTX Distillate International Fundamental Stability & Value ETF	2.84%	2.93%	2.41%	1.81%	3.68%	2.24%	0.07%
DFAI Dimensional International Core Equity Market ETF	2.41%	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.

Drawdown Indicators

	DSTX	DFAI	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-8.25%	-7.61%	-0.64%
Average Drawdown Average peak-to-trough decline	-9.13%	-5.21%	-3.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	2.76%	+0.33%

Volatility

DSTX vs. DFAI - Volatility Comparison

Distillate International Fundamental Stability & Value ETF (DSTX) has a higher volatility of 8.65% compared to Dimensional International Core Equity Market ETF (DFAI) at 7.35%. 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.

Volatility by Period

	DSTX	DFAI	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.65%	7.35%	+1.30%
Volatility (6M) Calculated over the trailing 6-month period	12.28%	10.56%	+1.72%
Volatility (1Y) Calculated over the trailing 1-year period	18.05%	16.70%	+1.35%
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	16.82%	15.66%	+1.16%