Correlation
The correlation between PIDIX 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.
PIDIX vs. DFAI
Compare and contrast key facts about Principal International Equity Index Fund (PIDIX) and Dimensional International Core Equity Market ETF (DFAI).
PIDIX is managed by Principal. It was launched on Dec 30, 2009. 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: PIDIX or DFAI.
Performance
PIDIX vs. DFAI - Performance Comparison
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Key characteristics
PIDIX:
0.83
DFAI:
0.91
PIDIX:
1.15
DFAI:
1.28
PIDIX:
1.16
DFAI:
1.18
PIDIX:
0.96
DFAI:
1.08
PIDIX:
2.77
DFAI:
3.40
PIDIX:
4.70%
DFAI:
4.21%
PIDIX:
16.90%
DFAI:
16.72%
PIDIX:
-34.13%
DFAI:
-27.44%
PIDIX:
-0.46%
DFAI:
-0.41%
Returns By Period
The year-to-date returns for both stocks are quite close, with PIDIX having a 17.32% return and DFAI slightly lower at 16.90%.
PIDIX
17.32%
5.06%
14.00%
12.76%
11.35%
11.20%
5.77%
DFAI
16.90%
5.55%
13.40%
13.94%
11.13%
N/A
N/A
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PIDIX vs. DFAI - Expense Ratio Comparison
PIDIX has a 0.32% expense ratio, which is higher than DFAI's 0.18% expense ratio.
Risk-Adjusted Performance
PIDIX vs. DFAI — Risk-Adjusted Performance Rank
PIDIX
DFAI
PIDIX vs. DFAI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal International Equity Index Fund (PIDIX) 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
PIDIX vs. DFAI - Dividend Comparison
PIDIX's dividend yield for the trailing twelve months is around 4.02%, more than DFAI's 2.48% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PIDIX Principal International Equity Index Fund | 4.02% | 4.71% | 3.81% | 2.82% | 5.14% | 2.34% | 3.37% | 3.90% | 3.49% | 2.82% | 3.67% | 2.90% |
DFAI Dimensional International Core Equity Market ETF | 2.48% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PIDIX vs. DFAI - Drawdown Comparison
The maximum PIDIX drawdown since its inception was -34.13%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for PIDIX and DFAI.
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Volatility
PIDIX vs. DFAI - Volatility Comparison
Principal International Equity Index Fund (PIDIX) has a higher volatility of 3.27% compared to Dimensional International Core Equity Market ETF (DFAI) at 2.91%. This indicates that PIDIX'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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