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DFAI vs PHYS

Comparison between DIMENSIONAL INTERNATIONAL CORE EQUITY MARKET ETF (DFAI, ETF) and Sprott Physical Gold Trust (PHYS, ETF).

5-Year PerformancePHYS has outperformed DFAI, delivering a return of +16.3% compared to +9.5%

DFAI vs PHYS - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
DFAI
$17B
Winner
PHYS
$17B
Expense Ratio
DFAI
0.18%
PHYS
N/A
Max Drawdown
Winner
DFAI
29.49%
PHYS
48.16%
Sharpe Ratio
Winner
DFAI
1.33
PHYS
0.79
5Y Beta
DFAI
0.70
Winner
PHYS
0.21
5Y Dividends CAGR
DFAI
58.15%
PHYS
N/A

DFAI vs PHYS - Historical Returns

Returns include dividend reinvestment.

1M
Winner
DFAI
+0.94%
PHYS
-11.11%
3M
Winner
DFAI
+6.91%
PHYS
-17.81%
6M
Winner
DFAI
+11.52%
PHYS
-3.47%
1Y
Winner
DFAI
+23.70%
PHYS
+22.63%
5Y(CAGR)
DFAI
+9.45%
Winner
PHYS
+16.25%
10Y(CAGR)
DFAI
N/A
PHYS
+11.41%
Max(CAGR)
Winner
DFAI
+12.34%
PHYS
+7.63%

DFAI vs PHYS - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

YearDFAIPHYS
2026+8.88%-4.17%
2025+34.39%+61.55%
2024+5.79%+26.91%
2023+16.79%+11.79%
2022-13.31%-0.21%
2021+13.35%-6.08%
2020+6.13%+22.88%
2019N/A+17.45%
2018N/A-3.73%
2017N/A+12.06%
2016N/A+6.10%
2015N/A-11.10%
2014N/A-3.65%
2013N/A-30.59%
2012N/A+0.42%
2011N/A+12.56%
2010N/A+28.73%

DFAI vs PHYS Drawdown Comparison

The maximum drawdown for DFAI was -27.42%, occurring on Sep 27, 2022. Recovery took 536 trading sessions.

The maximum drawdown for PHYS was -48.16%, occurring on Dec 17, 2015. Recovery took 3154 trading sessions.

The current DFAI drawdown is -0.80%. The current PHYS drawdown is -22.43%.

RankDFAIPHYS
#1-27.42%
Nov 8, 2021 - Dec 27, 2023
-48.16%
Aug 22, 2011 - Mar 6, 2024
#2-13.26%
Mar 19, 2025 - Apr 28, 2025
-24.80%
Jan 29, 2026 - Jun 10, 2026
#3-10.95%
Feb 25, 2026 - Mar 20, 2026
-15.31%
May 14, 2010 - Mar 1, 2011
#4-9.23%
Sep 26, 2024 - Mar 5, 2025
-11.08%
Oct 20, 2025 - Dec 22, 2025
#5-7.15%
Jul 12, 2024 - Aug 19, 2024
-9.91%
Apr 29, 2011 - Jul 12, 2011
#6-5.71%
Jun 15, 2021 - Sep 2, 2021
-9.23%
Oct 30, 2024 - Feb 3, 2025
#7-5.05%
Sep 3, 2021 - Nov 3, 2021
-7.71%
Apr 21, 2025 - Jun 13, 2025
#8-4.88%
Nov 12, 2025 - Dec 4, 2025
-5.66%
Apr 2, 2025 - Apr 10, 2025
#9-4.43%
Mar 27, 2024 - May 9, 2024
-5.62%
May 20, 2024 - Jul 16, 2024
#10-4.16%
Jan 8, 2021 - Feb 8, 2021
-4.92%
Dec 26, 2025 - Jan 12, 2026
#11-3.98%
Jul 23, 2025 - Aug 13, 2025
-4.90%
Jul 22, 2025 - Aug 29, 2025
#12-3.70%
Aug 30, 2024 - Sep 19, 2024
-4.87%
Jun 13, 2025 - Jul 22, 2025
#13-3.43%
Jun 6, 2024 - Jul 11, 2024
-4.38%
Apr 16, 2024 - May 17, 2024
#14-3.31%
Dec 27, 2023 - Feb 1, 2024
-4.24%
Jul 16, 2024 - Aug 12, 2024
#15-3.31%
May 7, 2021 - May 24, 2021
-4.15%
Mar 7, 2011 - Apr 18, 2011

Correlation

Correlation between DFAI and PHYS is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97
-101

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