Correlation
The correlation between FPAG and DFAI is 0.76, 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.
FPAG vs. DFAI
Compare and contrast key facts about FPA Global Equity ETF (FPAG) and Dimensional International Core Equity Market ETF (DFAI).
FPAG and DFAI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FPAG is an actively managed fund by FPA. It was launched on Dec 16, 2021. 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: FPAG or DFAI.
Performance
FPAG vs. DFAI - Performance Comparison
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Key characteristics
FPAG:
0.60
DFAI:
0.97
FPAG:
0.88
DFAI:
1.27
FPAG:
1.13
DFAI:
1.18
FPAG:
0.57
DFAI:
1.07
FPAG:
2.35
DFAI:
3.35
FPAG:
4.38%
DFAI:
4.21%
FPAG:
19.60%
DFAI:
16.82%
FPAG:
-28.43%
DFAI:
-27.44%
FPAG:
-1.16%
DFAI:
-0.61%
Returns By Period
In the year-to-date period, FPAG achieves a 6.57% return, which is significantly lower than DFAI's 16.66% return.
FPAG
6.57%
6.93%
3.88%
11.66%
14.26%
N/A
N/A
DFAI
16.66%
4.75%
14.64%
16.05%
10.88%
N/A
N/A
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FPAG vs. DFAI - Expense Ratio Comparison
FPAG has a 0.49% expense ratio, which is higher than DFAI's 0.18% expense ratio.
Risk-Adjusted Performance
FPAG vs. DFAI — Risk-Adjusted Performance Rank
FPAG
DFAI
FPAG vs. DFAI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FPA Global Equity ETF (FPAG) 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.
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Dividends
FPAG vs. DFAI - Dividend Comparison
FPAG's dividend yield for the trailing twelve months is around 1.73%, less than DFAI's 2.49% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|
FPAG FPA Global Equity ETF | 1.73% | 1.42% | 1.50% | 1.22% | 0.00% | 0.00% |
DFAI Dimensional International Core Equity Market ETF | 2.49% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% |
Drawdowns
FPAG vs. DFAI - Drawdown Comparison
The maximum FPAG drawdown since its inception was -28.43%, roughly equal to the maximum DFAI drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for FPAG and DFAI.
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Volatility
FPAG vs. DFAI - Volatility Comparison
FPA Global Equity ETF (FPAG) has a higher volatility of 4.53% compared to Dimensional International Core Equity Market ETF (DFAI) at 2.94%. This indicates that FPAG'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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