PID vs. DFAI
Compare and contrast key facts about Invesco International Dividend Achievers™ ETF (PID) and Dimensional International Core Equity Market ETF (DFAI).
PID and DFAI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PID is a passively managed fund by Invesco that tracks the performance of the Nasdaq International Dividend Achievers (NR). It was launched on Sep 15, 2005. DFAI is an actively managed fund by Dimensional. It was launched on Nov 17, 2020.
Performance
PID vs. DFAI - Performance Comparison
Loading graphics...
PID vs. DFAI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PID Invesco International Dividend Achievers™ ETF | 2.04% | 24.45% | 3.08% | 14.28% | -6.48% | 24.49% | 7.24% |
DFAI Dimensional International Core Equity Market ETF | 2.50% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 6.13% |
Returns By Period
In the year-to-date period, PID achieves a 2.04% return, which is significantly lower than DFAI's 2.50% return.
PID
- 1D
- 2.07%
- 1M
- -5.36%
- YTD
- 2.04%
- 6M
- 6.12%
- 1Y
- 20.87%
- 3Y*
- 11.55%
- 5Y*
- 9.53%
- 10Y*
- 8.98%
DFAI
- 1D
- 2.96%
- 1M
- -7.52%
- YTD
- 2.50%
- 6M
- 8.18%
- 1Y
- 28.07%
- 3Y*
- 16.13%
- 5Y*
- 9.44%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PID vs. DFAI - Expense Ratio Comparison
PID has a 0.56% expense ratio, which is higher than DFAI's 0.18% expense ratio.
Return for Risk
PID vs. DFAI — Risk / Return Rank
PID
DFAI
PID vs. DFAI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Dividend Achievers™ ETF (PID) 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.
| PID | DFAI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.64 | 1.69 | -0.05 |
Sortino ratioReturn per unit of downside risk | 2.39 | 2.32 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.35 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.46 | -0.10 |
Martin ratioReturn relative to average drawdown | 10.33 | 9.75 | +0.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PID | DFAI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 1.69 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.60 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.73 | -0.47 |
Correlation
The correlation between PID and DFAI is 0.85, 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
PID vs. DFAI - Dividend Comparison
PID's dividend yield for the trailing twelve months is around 3.38%, more than DFAI's 2.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PID Invesco International Dividend Achievers™ ETF | 3.38% | 3.28% | 3.88% | 3.31% | 3.30% | 3.30% | 3.16% | 3.99% | 3.87% | 3.46% | 3.90% | 4.48% |
DFAI Dimensional International Core Equity Market ETF | 2.41% | 2.45% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PID vs. DFAI - Drawdown Comparison
The maximum PID drawdown since its inception was -66.34%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for PID and DFAI.
Loading graphics...
Drawdown Indicators
| PID | DFAI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.34% | -27.44% | -38.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.83% | -10.95% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -22.97% | -27.44% | +4.47% |
Max Drawdown (10Y)Largest decline over 10 years | -46.07% | — | — |
Current DrawdownCurrent decline from peak | -5.36% | -7.61% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -5.21% | -7.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 2.76% | -0.74% |
Volatility
PID vs. DFAI - Volatility Comparison
The current volatility for Invesco International Dividend Achievers™ ETF (PID) is 3.80%, while Dimensional International Core Equity Market ETF (DFAI) has a volatility of 7.35%. This indicates that PID 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.
Loading graphics...
Volatility by Period
| PID | DFAI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 7.35% | -3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 7.11% | 10.56% | -3.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 16.70% | -3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 15.81% | -1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 15.66% | +2.33% |