TRIGX vs. DFAI
Compare and contrast key facts about T.Rowe Price International Value Equity Fund (TRIGX) and Dimensional International Core Equity Market ETF (DFAI).
TRIGX is managed by T. Rowe Price. It was launched on Dec 20, 1998. 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: TRIGX or DFAI.
Key characteristics
| TRIGX | DFAI | |
|---|---|---|
| YTD Return | 10.71% | 7.77% |
| 1Y Return | 22.20% | 19.58% |
| 3Y Return (Ann) | 5.41% | 2.70% |
| Sharpe Ratio | 1.69 | 1.57 |
| Sortino Ratio | 2.42 | 2.21 |
| Omega Ratio | 1.30 | 1.27 |
| Calmar Ratio | 3.15 | 2.04 |
| Martin Ratio | 10.66 | 8.93 |
| Ulcer Index | 2.07% | 2.21% |
| Daily Std Dev | 13.05% | 12.58% |
| Max Drawdown | -62.28% | -27.44% |
| Current Drawdown | -5.40% | -5.52% |
Correlation
The correlation between TRIGX and DFAI is 0.96, 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.
Performance
TRIGX vs. DFAI - Performance Comparison
In the year-to-date period, TRIGX achieves a 10.71% return, which is significantly higher than DFAI's 7.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TRIGX vs. DFAI - Expense Ratio Comparison
TRIGX has a 0.89% expense ratio, which is higher than DFAI's 0.18% expense ratio.
Risk-Adjusted Performance
TRIGX vs. DFAI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T.Rowe Price International Value Equity Fund (TRIGX) 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.
Dividends
TRIGX vs. DFAI - Dividend Comparison
TRIGX's dividend yield for the trailing twelve months is around 2.40%, less than DFAI's 2.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRIGX T.Rowe Price International Value Equity Fund | 2.40% | 2.66% | 2.98% | 2.36% | 1.34% | 2.82% | 2.49% | 2.05% | 2.65% | 2.07% | 3.34% | 2.25% |
DFAI Dimensional International Core Equity Market ETF | 2.44% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TRIGX vs. DFAI - Drawdown Comparison
The maximum TRIGX drawdown since its inception was -62.28%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for TRIGX and DFAI. For additional features, visit the drawdowns tool.
Volatility
TRIGX vs. DFAI - Volatility Comparison
T.Rowe Price International Value Equity Fund (TRIGX) and Dimensional International Core Equity Market ETF (DFAI) have volatilities of 3.52% and 3.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.