DFAIDimensional International Core Equity Market ETF
DFAI Fund Description
DFAI is an actively-managed fund that seeks a broad exposure to relatively low-priced and profitable stocks in developed countries outside the US.
DFAI Factset Analytics Insight
DFAI’s adviser curates a portfolio of non-US stocks, drawn from a market-cap-weighted selection universe comprised of developed markets. The fund aims to invest in companies of all capitalizations, with an emphasis on small-caps. DFAI targets stocks, that in comparison to their peers, are relatively lower-priced and more profitable. These are screened using various financial factors, such as price-to-book ratio, which is the main criterion for relative price. Additionally, a company’s price momentum and investment characteristics may also be considered for the portfolio’s selection. The adviser further takes into account the sizes of eligible securities to set country weights. Overall, the adviser integrates research with portfolio design and management, and implements a flexible trading approach in order to reduce trading costs.
DFAI MSCI ESG Analytics Insight
Dimensional International Core Equity Market ETF has an MSCI ESG Fund Rating of AA based on a score of 7.61 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.
The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Dimensional International Core Equity Market ETF ranks in the 86th percentile within its peer group and in the 52nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
DFAI MSCI FaCS and Factor Box
MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.
DFAI Summary Data
DFAI Portfolio Data
DFAI Index Data
DFAI Portfolio Management
DFAI Tax Exposures
DFAI Fund Structure
DFAI Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of DFAI. DFAI is rated a 5 out of 5.
DFAI Sector/Industry Breakdown
DFAI Top 10 Holdings[View All]
DFAI Economic Development
DFAI Performance Statistics
DFAI MSCI ESG Ratings
DFAI Benchmark Comparison Summary
DFAI Benchmark Comparison Market Cap Size