INTF vs. DFIV
Compare and contrast key facts about iShares MSCI Intl Multifactor ETF (INTF) and Dimensional International Value ETF (DFIV).
INTF and DFIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INTF is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Diversified Multi-Factor. It was launched on Apr 28, 2015. DFIV is an actively managed fund by Dimensional. It was launched on Apr 16, 1999.
Performance
INTF vs. DFIV - Performance Comparison
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INTF vs. DFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
INTF iShares MSCI Intl Multifactor ETF | 3.21% | 35.50% | 5.99% | 18.25% | -12.31% | -3.68% |
DFIV Dimensional International Value ETF | 5.98% | 45.36% | 7.26% | 17.75% | -3.70% | 0.08% |
Returns By Period
In the year-to-date period, INTF achieves a 3.21% return, which is significantly lower than DFIV's 5.98% return.
INTF
- 1D
- 2.99%
- 1M
- -6.39%
- YTD
- 3.21%
- 6M
- 10.01%
- 1Y
- 30.23%
- 3Y*
- 17.63%
- 5Y*
- 9.90%
- 10Y*
- 8.76%
DFIV
- 1D
- 2.74%
- 1M
- -5.65%
- YTD
- 5.98%
- 6M
- 15.53%
- 1Y
- 38.38%
- 3Y*
- 22.24%
- 5Y*
- —
- 10Y*
- —
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INTF vs. DFIV - Expense Ratio Comparison
INTF has a 0.30% expense ratio, which is higher than DFIV's 0.27% expense ratio.
Return for Risk
INTF vs. DFIV — Risk / Return Rank
INTF
DFIV
INTF vs. DFIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) and Dimensional International Value ETF (DFIV). 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.
| INTF | DFIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 2.25 | -0.54 |
Sortino ratioReturn per unit of downside risk | 2.37 | 2.94 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.46 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 3.08 | -0.44 |
Martin ratioReturn relative to average drawdown | 10.84 | 13.72 | -2.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| INTF | DFIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 2.25 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.89 | -0.47 |
Correlation
The correlation between INTF and DFIV is 0.94, 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.
Dividends
INTF vs. DFIV - Dividend Comparison
INTF's dividend yield for the trailing twelve months is around 2.78%, more than DFIV's 2.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INTF iShares MSCI Intl Multifactor ETF | 2.78% | 2.87% | 3.53% | 3.59% | 2.81% | 5.38% | 2.06% | 3.65% | 2.62% | 3.26% | 1.66% | 0.85% |
DFIV Dimensional International Value ETF | 2.69% | 2.92% | 3.88% | 3.93% | 3.84% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
INTF vs. DFIV - Drawdown Comparison
The maximum INTF drawdown since its inception was -40.39%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for INTF and DFIV.
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Drawdown Indicators
| INTF | DFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.39% | -25.42% | -14.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -12.12% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.39% | — | — |
Current DrawdownCurrent decline from peak | -6.70% | -5.95% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -4.58% | -3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.72% | -0.03% |
Volatility
INTF vs. DFIV - Volatility Comparison
iShares MSCI Intl Multifactor ETF (INTF) has a higher volatility of 7.55% compared to Dimensional International Value ETF (DFIV) at 6.81%. This indicates that INTF's price experiences larger fluctuations and is considered to be riskier than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INTF | DFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.55% | 6.81% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 10.46% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.77% | 17.16% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 16.71% | -0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 16.71% | +0.57% |