DFA Dimensional World ex US Core Equity 2 ETF (DFAX)

37.10 +0.33 (+0.90%) USD  |  NYSEARCA  |  Feb 25, 16:00
37.10 0.00 (0.00%) After-Hours: 20:00
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DFAX Max Drawdown (5Y) : 28.29% for Jan. 31, 2026

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Vanguard FTSE All-World ex US Index Fund ETF 29.32%
iShares MSCI ACWI ex US ETF 30.03%
State Street SPDR MSCI ACWI ex-US ETF 29.42%
Vanguard Total International Stock Index Fund ETF 29.44%
iShares Core MSCI Total International Stock ETF 30.00%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.807
Beta (5Y) 1.015
Alpha (vs YCharts Benchmark) (5Y) 1.806
Beta (vs YCharts Benchmark) (5Y) 1.015
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 14.15%
Historical Sharpe Ratio (5Y) 0.5464
Historical Sortino (5Y) 0.8401
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.23%