FEDM vs. DFSI
Compare and contrast key facts about FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) and Dimensional International Sustainability Core 1 ETF (DFSI).
FEDM and DFSI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEDM is a passively managed fund by FlexShares that tracks the performance of the Northern Trust ESG & Climate Developed Markets ex-US Core Index - Benchmark TR Net. It was launched on Sep 20, 2021. DFSI is an actively managed fund by Dimensional. It was launched on Nov 1, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEDM or DFSI.
Correlation
The correlation between FEDM and DFSI is 0.72, 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
FEDM vs. DFSI - Performance Comparison
Key characteristics
FEDM:
0.54
DFSI:
0.82
FEDM:
0.95
DFSI:
1.29
FEDM:
1.13
DFSI:
1.18
FEDM:
0.69
DFSI:
1.13
FEDM:
1.94
DFSI:
3.37
FEDM:
5.08%
DFSI:
4.24%
FEDM:
16.83%
DFSI:
16.64%
FEDM:
-29.37%
DFSI:
-12.82%
FEDM:
-0.44%
DFSI:
-0.03%
Returns By Period
In the year-to-date period, FEDM achieves a 11.50% return, which is significantly lower than DFSI's 13.77% return.
FEDM
11.50%
8.80%
7.23%
8.96%
N/A
N/A
DFSI
13.77%
10.30%
9.81%
13.48%
N/A
N/A
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FEDM vs. DFSI - Expense Ratio Comparison
FEDM has a 0.12% expense ratio, which is lower than DFSI's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FEDM vs. DFSI — Risk-Adjusted Performance Rank
FEDM
DFSI
FEDM vs. DFSI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) and Dimensional International Sustainability Core 1 ETF (DFSI). 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
FEDM vs. DFSI - Dividend Comparison
FEDM's dividend yield for the trailing twelve months is around 2.70%, more than DFSI's 2.24% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|
FEDM FlexShares ESG & Climate Developed Markets ex-US Core Index Fund | 2.70% | 2.94% | 2.61% | 2.53% | 0.62% |
DFSI Dimensional International Sustainability Core 1 ETF | 2.24% | 2.39% | 2.10% | 0.18% | 0.00% |
Drawdowns
FEDM vs. DFSI - Drawdown Comparison
The maximum FEDM drawdown since its inception was -29.37%, which is greater than DFSI's maximum drawdown of -12.82%. Use the drawdown chart below to compare losses from any high point for FEDM and DFSI. For additional features, visit the drawdowns tool.
Volatility
FEDM vs. DFSI - Volatility Comparison
FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) has a higher volatility of 4.77% compared to Dimensional International Sustainability Core 1 ETF (DFSI) at 4.00%. This indicates that FEDM's price experiences larger fluctuations and is considered to be riskier than DFSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.