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 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: DSTX or DFAI.
Key characteristics
| DSTX | DFAI | |
|---|---|---|
| YTD Return | 4.59% | 7.56% |
| 1Y Return | 15.16% | 19.25% |
| 3Y Return (Ann) | 0.35% | 2.61% |
| Sharpe Ratio | 1.05 | 1.47 |
| Sortino Ratio | 1.53 | 2.08 |
| Omega Ratio | 1.19 | 1.26 |
| Calmar Ratio | 0.84 | 1.86 |
| Martin Ratio | 5.27 | 8.45 |
| Ulcer Index | 2.81% | 2.17% |
| Daily Std Dev | 14.12% | 12.46% |
| Max Drawdown | -34.02% | -27.44% |
| Current Drawdown | -6.21% | -5.71% |
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.
Performance
DSTX vs. DFAI - Performance Comparison
In the year-to-date period, DSTX achieves a 4.59% return, which is significantly lower than DFAI's 7.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
DSTX vs. DFAI - Risk-Adjusted Performance 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.
Dividends
DSTX vs. DFAI - Dividend Comparison
DSTX's dividend yield for the trailing twelve months is around 2.11%, less than DFAI's 2.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
DSTX Distillate International Fundamental Stability & Value ETF | 2.11% | 1.81% | 3.12% | 2.24% | 0.07% |
DFAI Dimensional International Core Equity Market ETF | 2.44% | 2.64% | 2.72% | 2.06% | 0.09% |
Drawdowns
DSTX vs. DFAI - Drawdown Comparison
The maximum DSTX drawdown since its inception was -34.02%, 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. For additional features, visit the drawdowns tool.
Volatility
DSTX vs. DFAI - Volatility Comparison
Distillate International Fundamental Stability & Value ETF (DSTX) has a higher volatility of 3.28% compared to Dimensional International Core Equity Market ETF (DFAI) at 3.09%. 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.