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INTF vs. DFAI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

INTF vs. DFAI

Last updated Jun 24, 2026

INTF (iShares MSCI Intl Multifactor 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 9.83%/yr vs 9.35%/yr for DFAI. With a 0.98 correlation, they move nearly in lockstep. INTF charges 0.30%/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 MSCI Intl Multifactor ETF (INTF) and Dimensional International Core Equity Market ETF (DFAI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INTF achieves a 9.41% return, which is significantly higher than DFAI's 7.50% return.

INTF

1D
-1.70%
1M
-0.07%
YTD
9.41%
6M
9.06%
1Y
26.10%
3Y*
19.63%
5Y*
9.83%
10Y*
9.89%

DFAI

1D
-2.83%
1M
-1.64%
YTD
7.50%
6M
6.97%
1Y
23.12%
3Y*
17.77%
5Y*
9.35%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

INTF vs. DFAI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
INTF
iShares MSCI Intl Multifactor ETF		9.41%35.50%5.99%18.25%-12.31%11.70%5.41%
DFAI
Dimensional International Core Equity Market ETF		7.50%34.04%4.68%17.60%-12.95%13.86%5.34%

Correlation

The correlation between INTF and DFAI is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year 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

26.5%
26.9%

Industrials

19.0%
17.2%

Technology

9.9%
7.8%

Consumer Cyclical

8.5%
5.8%

Healthcare

7.9%
11.4%

Basic Materials

6.8%
10.8%

Consumer Defensive

6.0%
5.3%

Energy

5.1%
4.7%

Utilities

3.9%
4.2%

Communication Services

3.2%
4.3%

Real Estate

2.5%
1.5%

Financial Services

INTF
26.5%
DFAI
26.9%

Industrials

INTF
19.0%
DFAI
17.2%

Technology

INTF
9.9%
DFAI
7.8%

Consumer Cyclical

INTF
8.5%
DFAI
5.8%

Healthcare

INTF
7.9%
DFAI
11.4%

Basic Materials

INTF
6.8%
DFAI
10.8%

Consumer Defensive

INTF
6.0%
DFAI
5.3%

Energy

INTF
5.1%
DFAI
4.7%

Utilities

INTF
3.9%
DFAI
4.2%

Communication Services

INTF
3.2%
DFAI
4.3%

Real Estate

INTF
2.5%
DFAI
1.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Intl Multifactor ETF

Dimensional International Core Equity Market ETF

Often compared with INTF:
INTF vs. IDHQINTF vs. LRGFINTF vs. VFMFINTF vs. SPYINTF vs. IVLUINTF vs. DFIVINTF vs. ESGD
Often compared with DFAI:
DFAI vs. DFICDFAI vs. VXUSDFAI vs. AVDEDFAI vs. VEADFAI vs. DFAEDFAI vs. SCHFDFAI vs. DFALX

Return for Risk

INTF vs. DFAI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
INTF
INTF Risk / Return Rank: 5555
Overall Rank
INTF Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
INTF Sortino Ratio Rank: 5353
Sortino Ratio Rank
INTF Omega Ratio Rank: 5252
Omega Ratio Rank
INTF Calmar Ratio Rank: 5555
Calmar Ratio Rank
INTF Martin Ratio Rank: 6060
Martin Ratio Rank
DFAI
DFAI Risk / Return Rank: 4747
Overall Rank
DFAI Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DFAI Sortino Ratio Rank: 4646
Sortino Ratio Rank
DFAI Omega Ratio Rank: 4646
Omega Ratio Rank
DFAI Calmar Ratio Rank: 4444
Calmar Ratio Rank
DFAI Martin Ratio Rank: 5050
Martin Ratio Rank
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.

INTF vs. DFAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor 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.

INTFDFAIDifference
Sharpe ratioReturn per unit of total volatility
1.75
1.57

+0.18

Sortino ratioReturn per unit of downside risk
2.44
2.21

+0.24

Omega ratioGain probability vs. loss probability

1.31

1.29

+0.03

Calmar ratioReturn relative to maximum drawdown

2.57

2.12

+0.45

Martin ratioReturn relative to average drawdown

10.17

8.25

+1.92

INTF vs. DFAI - Sharpe Ratio Comparison

The current INTF Sharpe Ratio is 1.75, which is comparable to the DFAI Sharpe Ratio of 1.57. 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.

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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.

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Drawdown Indicators

INTFDFAIDifference

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

-1.98%

-3.10%

+1.12%

Average Drawdown

Average peak-to-trough decline

-7.66%

-5.09%

-2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.81%

-0.24%

Volatility

INTF vs. DFAI - Volatility Comparison

The current volatility for iShares MSCI Intl Multifactor ETF (INTF) is 4.65%, while Dimensional International Core Equity Market ETF (DFAI) has a volatility of 5.38%. This indicates that INTF experiences smaller price fluctuations and is considered to be less risky than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

INTFDFAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

5.38%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

12.60%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.98%

14.77%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

16.03%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

15.77%

+1.35%

INTF vs. DFAI - Expense Ratio Comparison

INTF has a 0.30% expense ratio, which is higher than DFAI's 0.18% expense ratio.

Dividends

INTF vs. DFAI - Dividend Comparison

INTF's dividend yield for the trailing twelve months is around 3.06%, more than DFAI's 2.29% yield.

PositionTTM20252024202320222021202020192018201720162015
DFAI
Dimensional International Core Equity Market ETF		2.29%2.45%2.72%2.64%2.72%2.06%0.09%0.00%0.00%0.00%0.00%0.00%
INTF
iShares MSCI Intl Multifactor ETF		3.06%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

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.

DFAI has higher volatility (5.38%) compared to INTF (4.65%). In terms of maximum drawdown, INTF dropped -40.39% vs DFAI's -27.44%.

On 5-year performance, INTF leads with 9.83% vs 9.35% for DFAI. On fees, DFAI is cheaper at 0.18% per year. On volatility, INTF has been the lower-risk option at 4.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, INTF has performed better with a 9.83% return vs 9.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DFAI is cheaper with a 0.18% expense ratio, compared with 0.30% for INTF.

INTF has the higher dividend yield at 3.06%, compared with 2.29% for DFAI.

They also come from different issuers: iShares and Dimensional. Their fees differ too: 0.30% for INTF and 0.18% for DFAI.

INTF currently has the higher Sharpe Ratio (1.75 vs 1.57), 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.

Portfolio Optimizer

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