DFAI

Dimensional International Core Equity Market ETF
*Unless otherwise stated, data provided by FactSet.

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 8.22 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 88th percentile within its peer group and in the 66th 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.

PERFORMANCE [as of 11/29/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DFAI -4.41% -3.31% 8.91% 12.89% -- -- --
DFAI (NAV) -3.77% -3.67% 8.93% 12.60% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI World ex USA IMI -3.72% -3.60% 8.34% 12.21% 10.77% 9.71% 7.98%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DFAI Summary Data

Dimensional
11/17/20
Open-Ended Fund
0.18%
$876.52M
$7.95M
0.09%

DFAI Portfolio Data

$65.05B
19.78
1.82
1.11%
N/A
2,940

DFAI Index Data

No Underlying Index
Proprietary
Proprietary
MSCI World ex USA IMI

DFAI Portfolio Management

0.18%
--
--
--

DFAI Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DFAI Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

DFAI Factset Analytics Block Liquidity

As of 11/30/21
5
4
3
2
1

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 Tradability

273,277
$7.95M
243,710
$7.22M
0.09%
$0.03
0.25%
1.53% / -1.23%
None
29.00%
100,000
2.44
0.20%
0.01%
39
$28.62
5

DFAI Sector/Industry Breakdown


DFAI
Segment Benchmark
18.78%
21.45%
16.54%
16.07%
13.73%
12.43%
10.39%
10.52%
9.32%
10.02%
9.17%
8.33%
9.04%
8.83%
4.82%
4.22%
3.51%
2.75%
3.45%
3.25%

DFAI Top 10 Holdings[View All]

1.58%
1.27%
1.03%
0.95%
0.90%
0.83%
0.82%
0.81%
0.66%
0.57%
9.41%

DFAI Countries


DFAI
Segment Benchmark
21.95%
21.38%
12.78%
13.65%
9.37%
8.87%
8.99%
9.08%
8.39%
8.33%
7.98%
7.76%
6.39%
6.48%
4.05%
4.23%
3.71%
3.95%
2.53%
2.30%

DFAI Regions


DFAI
Segment Benchmark
57.37%
57.27%
31.90%
31.88%
10.20%
10.25%
0.53%
0.60%

DFAI Economic Development


DFAI
Segment Benchmark
100.00%
100.00%
0.00%
0.00%

DFAI Performance Statistics

0.99
1.00
0.99
1.00
0.06%
MSCI World ex USA IMI

DFAI MSCI ESG Ratings

8.22 / 10
66.19
88.33
10.04%
--
175.11

DFAI Benchmark Comparison Holdings

2,940
3485
2,233
75.28%

DFAI Benchmark Comparison Summary


DFAI
Segment Benchmark
2,940
3485
$65.05B
$69.53B
19.78
20.90
1.82
1.89
2.31%
2.23%
Low
Low

DFAI Benchmark Comparison Market Cap Size


DFAI
Segment Benchmark
69.97%
73.16%
22.30%
19.89%
6.95%
6.51%
0.78%
0.43%