SFGV vs. DFAI

Last updated Aug 2, 2026

SFGV (Sequoia Global Value ETF) and DFAI (Dimensional International Core Equity Market ETF) are both exchange-traded funds - SFGV is a Global Equities fund actively managed by Sequoia Financial, while DFAI is a Foreign Large Cap Equities fund actively managed by Dimensional. Both are actively managed. Over the past year, SFGV returned 26.03% vs 26.71% for DFAI. Their correlation of 0.84 means they have usually moved in the same direction. SFGV charges 0.33%/yr vs 0.18%/yr for DFAI.

Performance

SFGV vs. DFAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sequoia Global Value ETF (SFGV) 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, SFGV achieves a 13.93% return, which is significantly higher than DFAI's 12.02% return.

SFGV

• 1D: -0.50%
• 1M: 1.16%
• 6M: 7.57%
• YTD: 13.93%
• 1Y: 26.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 17.47%

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
SFGV Sequoia Global Value ETF	$327.92K	$400.72K	$470.11K

SFGV vs. DFAI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SFGV Sequoia Global Value ETF	13.93%	18.84%	11.04%
DFAI Dimensional International Core Equity Market ETF	12.02%	34.04%	8.08%

Correlation

The correlation between SFGV and DFAI is 0.85, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.85
Correlation (All Time) Calculated using the full available price history since Jan 18, 2024	0.84

The correlation between SFGV and DFAI has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.

SFGV vs. DFAI - Sectors Allocation Comparison

Sectors	SFGV	DFAI
Financial Services	45.3%	23.1%
Industrials	11.1%	19.1%
Consumer Cyclical	9.8%	8.6%
Healthcare	9.2%	8.8%
Technology	6.7%	11.1%
Consumer Defensive	6.5%	6.4%
Energy	5.6%	5.8%
Basic Materials	3.8%	8.4%
Communication Services	1.5%	3.6%
Real Estate	0.2%	1.4%
Utilities	0.0%	3.8%

Return for Risk

SFGV vs. DFAI — Risk / Return Rank

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

SFGV

SFGV Risk / Return Rank: 87
SFGV Sharpe Ratio Rank: 89
SFGV Sortino Ratio Rank: 90
SFGV Omega Ratio Rank: 89
SFGV Calmar Ratio Rank: 82
SFGV Martin Ratio Rank: 84

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.

SFGV vs. DFAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sequoia Global Value ETF (SFGV) 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.

	SFGV	DFAI	Difference
Sharpe ratio: Return per unit of total volatility	2.22	1.82	+0.39
Sortino ratio: Return per unit of downside risk	3.20	2.56	+0.63
Omega ratio: Gain probability vs. loss probability	1.40	1.33	+0.08
Calmar ratio: Return relative to maximum drawdown	3.04	2.44	+0.61
Martin ratio: Return relative to average drawdown	11.70	9.59	+2.11

SFGV vs. DFAI - Sharpe Ratio Comparison

The current SFGV Sharpe Ratio is 2.22, which is comparable to the DFAI Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of SFGV 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

SFGV vs. DFAI - Drawdown Comparison

The maximum SFGV drawdown since its inception was -14.51%, smaller than the maximum DFAI drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for SFGV and DFAI.

Drawdown Indicators

	SFGV	DFAI	Difference
Max Drawdown Largest peak-to-trough decline	-14.51%	-27.44%	+12.93%
Max Drawdown (1Y) Largest decline over 1 year	-8.36%	-10.95%	+2.59%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.25%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.44%	—
Current Drawdown Current decline from peak	-0.89%	-0.64%	-0.25%
Average Drawdown Average peak-to-trough decline	-1.81%	-5.01%	+3.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	2.78%	-0.61%

Volatility

SFGV vs. DFAI - Volatility Comparison

The current volatility for Sequoia Global Value ETF (SFGV) is 2.75%, while Dimensional International Core Equity Market ETF (DFAI) has a volatility of 4.24%. This indicates that SFGV 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.

Volatility by Period

	SFGV	DFAI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.75%	4.24%	-1.49%
Volatility (6M) Calculated over the trailing 6-month period	8.72%	12.66%	-3.94%
Volatility (1Y) Calculated over the trailing 1-year period	11.54%	14.65%	-3.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.08%	16.00%	-2.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.08%	15.69%	-2.61%

SFGV vs. DFAI - Expense Ratio Comparison

SFGV has a 0.33% expense ratio, which is higher than DFAI's 0.18% expense ratio.

Dividends

SFGV vs. DFAI - Dividend Comparison

SFGV's dividend yield for the trailing twelve months is around 2.34%, more than DFAI's 2.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
DFAI Dimensional International Core Equity Market ETF	2.30%	2.45%	2.72%	2.64%	2.72%	2.06%	0.09%
SFGV Sequoia Global Value ETF	2.34%	2.52%	2.23%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SFGV and DFAI in my portfolio?

SFGV and DFAI have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFGV or DFAI?

DFAI has higher volatility (4.24%) compared to SFGV (2.75%). In terms of maximum drawdown, SFGV dropped -14.51% vs DFAI's -27.44%.

Which ETF is better, SFGV or DFAI?

On 1-year performance, DFAI leads with 26.71% vs 26.03% for SFGV. On fees, DFAI is cheaper at 0.18% per year. On volatility, SFGV has been the lower-risk option at 2.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SFGV or DFAI?

Over the 1-year period, DFAI has performed better with a 26.71% return vs 26.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SFGV or DFAI?

DFAI is cheaper with a 0.18% expense ratio, compared with 0.33% for SFGV.

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

SFGV has the higher dividend yield at 2.34%, compared with 2.30% for DFAI.

What is the main difference between SFGV and DFAI?

SFGV is categorized as Global Equities, while DFAI is Foreign Large Cap Equities. They also come from different issuers: Sequoia Financial and Dimensional. Their fees differ too: 0.33% for SFGV and 0.18% for DFAI.

Which has better risk-adjusted returns?

SFGV currently has the higher Sharpe Ratio (2.22 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.