INTF vs. DFAI

Last updated Aug 2, 2026

INTF (iShares International Equity Factor ETF) and DFAI (Dimensional International Core Equity Market ETF) are both Foreign Large Cap Equities funds. INTF is passively managed, while DFAI is actively managed. Over the past 5 years, INTF returned 10.63%/yr vs 10.32%/yr for DFAI. Their 0.98 correlation means they have historically moved very closely together. INTF charges 0.16%/yr vs 0.18%/yr for DFAI.

Performance

INTF vs. DFAI - Performance Comparison

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

Returns By Period

In the year-to-date period, INTF achieves a 13.08% return, which is significantly higher than DFAI's 12.02% return.

INTF

• 1D: -0.73%
• 1M: 1.72%
• 6M: 7.55%
• YTD: 13.08%
• 1Y: 28.24%
• 3Y*: 19.17%
• 5Y*: 10.63%
• 10Y*: 9.60%
• ALL TIME*: 7.95%

DFAI

• 1D: -0.64%
• 1M: 1.25%
• 6M: 6.62%
• YTD: 12.02%
• 1Y: 26.71%
• 3Y*: 17.83%
• 5Y*: 10.32%
• 10Y*: —
• ALL TIME*: 12.23%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFAI Dimensional International Core Equity Market ETF	$73.27M	$69.05M	$61.26M
INTF iShares International Equity Factor ETF	$7.21M	$9.62M	$11.81M

INTF vs. DFAI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
INTF iShares International Equity Factor ETF	13.08%	35.50%	5.99%	18.25%	-12.31%	11.70%	5.41%
DFAI Dimensional International Core Equity Market ETF	12.02%	34.04%	4.68%	17.60%	-12.95%	13.86%	5.34%

Correlation

The correlation between INTF and DFAI is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.99
Correlation (3Y) Balances recent behavior with more history.	0.98
Correlation (5Y) Shows whether the relationship held over a longer period.	0.98
Correlation (All Time) Calculated using the full available price history since Nov 18, 2020	0.98

The correlation between INTF and DFAI has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

INTF vs. DFAI - Sectors Allocation Comparison

Sectors	INTF	DFAI
Financial Services	28.3%	23.1%
Industrials	18.5%	19.1%
Technology	9.6%	11.1%
Healthcare	8.6%	8.8%
Consumer Cyclical	8.3%	8.6%
Basic Materials	6.1%	8.4%
Energy	5.7%	5.8%
Consumer Defensive	5.6%	6.4%
Utilities	3.8%	3.8%
Communication Services	2.9%	3.6%
Real Estate	2.2%	1.4%

Return for Risk

INTF vs. DFAI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

INTF

INTF Risk / Return Rank: 80
INTF Sharpe Ratio Rank: 81
INTF Sortino Ratio Rank: 81
INTF Omega Ratio Rank: 79
INTF Calmar Ratio Rank: 78
INTF Martin Ratio Rank: 83

DFAI

DFAI Risk / Return Rank: 77
DFAI Sharpe Ratio Rank: 80
DFAI Sortino Ratio Rank: 79
DFAI Omega Ratio Rank: 78
DFAI Calmar Ratio Rank: 71
DFAI Martin Ratio Rank: 77

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

INTF vs. DFAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Equity Factor ETF (INTF) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	INTF	DFAI	Difference
Sharpe ratio: Return per unit of total volatility	1.88	1.82	+0.05
Sortino ratio: Return per unit of downside risk	2.62	2.56	+0.06
Omega ratio: Gain probability vs. loss probability	1.33	1.33	0.00
Calmar ratio: Return relative to maximum drawdown	2.76	2.44	+0.33
Martin ratio: Return relative to average drawdown	11.08	9.59	+1.49

INTF vs. DFAI - Sharpe Ratio Comparison

The current INTF Sharpe Ratio is 1.88, which is comparable to the DFAI Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of INTF and DFAI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

INTF vs. DFAI - Drawdown Comparison

The maximum INTF drawdown since its inception was -40.39%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for INTF and DFAI.

Drawdown Indicators

	INTF	DFAI	Difference
Max Drawdown Largest peak-to-trough decline	-40.39%	-27.44%	-12.95%
Max Drawdown (1Y) Largest decline over 1 year	-10.20%	-10.95%	+0.75%
Max Drawdown (3Y) Largest decline over 3 years	-13.64%	-13.25%	-0.39%
Max Drawdown (5Y) Largest decline over 5 years	-29.26%	-27.44%	-1.82%
Max Drawdown (10Y) Largest decline over 10 years	-40.39%	—	—
Current Drawdown Current decline from peak	-0.73%	-0.64%	-0.09%
Average Drawdown Average peak-to-trough decline	-7.60%	-5.01%	-2.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.54%	2.78%	-0.24%

Volatility

INTF vs. DFAI - Volatility Comparison

iShares International Equity Factor ETF (INTF) and Dimensional International Core Equity Market ETF (DFAI) have volatilities of 4.38% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INTF	DFAI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.38%	4.24%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	12.88%	12.66%	+0.22%
Volatility (1Y) Calculated over the trailing 1-year period	15.05%	14.65%	+0.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.22%	16.00%	+0.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.01%	15.69%	+1.32%

INTF vs. DFAI - Expense Ratio Comparison

INTF has a 0.16% expense ratio, which is lower than DFAI's 0.18% 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%.

Dividends

INTF vs. DFAI - Dividend Comparison

INTF's dividend yield for the trailing twelve months is around 2.96%, more than DFAI's 2.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFAI Dimensional International Core Equity Market ETF	2.30%	2.45%	2.72%	2.64%	2.72%	2.06%	0.09%	0.00%	0.00%	0.00%	0.00%	0.00%
INTF iShares International Equity Factor ETF	2.96%	2.87%	3.53%	3.59%	2.81%	5.38%	2.06%	3.65%	2.62%	3.26%	1.66%	0.85%

Frequently Asked Questions

Can I hold both INTF and DFAI in my portfolio?

With a correlation of 0.99, INTF and DFAI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, INTF or DFAI?

INTF has higher volatility (4.38%) compared to DFAI (4.24%). In terms of maximum drawdown, INTF dropped -40.39% vs DFAI's -27.44%.

Which ETF is better, INTF or DFAI?

On 5-year performance, INTF leads with 10.63% vs 10.32% for DFAI. On fees, INTF is cheaper at 0.16% per year. On volatility, DFAI has been the lower-risk option at 4.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, INTF or DFAI?

Over the 5-year period, INTF has performed better with a 10.63% return vs 10.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, INTF or DFAI?

INTF is cheaper with a 0.16% expense ratio, compared with 0.18% for DFAI.

Which ETF pays a higher dividend yield, INTF or DFAI?

INTF has the higher dividend yield at 2.96%, compared with 2.30% for DFAI.

What is the main difference between INTF and DFAI?

They also come from different issuers: iShares and Dimensional. Their fees differ too: 0.16% for INTF and 0.18% for DFAI.

Which has better risk-adjusted returns?

INTF currently has the higher Sharpe Ratio (1.88 vs 1.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.