JWAC Final international ETFs
I made this to watch how the DM international weights of the JWAC portfolio are doing. There is only 3 active International DM ETFs in JWAC final being allocated to. If these OUTPERFORM VXUS-that is excellent. As VXUS, is a great benchmark for DM Int'l.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVDV Avantis International Small Cap Value ETF | Foreign Small & Mid Cap Equities, Actively Managed | 33% |
DFIV Dimensional International Value ETF | Foreign Large Cap Equities | 34% |
SCHF Schwab International Equity ETF | Foreign Large Cap Equities | 32.99% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 0.01% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in JWAC Final international ETFs, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Sep 13, 2021, corresponding to the inception date of DFIV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| JWAC Final international ETFs | 7.61% | -2.96% | 3.42% | 11.83% | N/A | N/A |
| Portfolio components: | ||||||
DFIV Dimensional International Value ETF | 8.87% | -3.96% | 4.90% | 11.49% | N/A | N/A |
AVDV Avantis International Small Cap Value ETF | 7.59% | -1.32% | 4.64% | 14.12% | 16.22% | N/A |
SCHF Schwab International Equity ETF | 6.16% | -3.39% | 0.52% | 9.95% | 13.04% | 6.12% |
VXUS Vanguard Total International Stock ETF | 3.99% | -3.72% | -1.42% | 9.00% | 10.30% | 4.44% |
Monthly Returns
The table below presents the monthly returns of JWAC Final international ETFs, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.88% | 2.67% | 1.84% | -0.92% | 7.61% | ||||||||
| 2024 | -1.38% | 2.43% | 5.05% | -2.34% | 5.16% | -2.48% | 3.72% | 2.25% | 1.30% | -4.67% | 0.54% | -2.46% | 6.74% |
| 2023 | 8.80% | -2.44% | 0.53% | 2.77% | -5.11% | 5.65% | 4.52% | -3.33% | -2.33% | -3.73% | 7.23% | 6.12% | 18.86% |
| 2022 | -1.00% | -1.72% | 0.68% | -5.85% | 2.81% | -9.98% | 4.60% | -4.80% | -9.93% | 6.49% | 12.42% | -1.38% | -9.62% |
| 2021 | -3.55% | 3.12% | -5.78% | 5.06% | -1.56% |
Expense Ratio
JWAC Final international ETFs has an expense ratio of 0.23%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JWAC Final international ETFs is 74, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
DFIV Dimensional International Value ETF | 0.70 | 1.05 | 1.15 | 0.82 | 3.19 |
AVDV Avantis International Small Cap Value ETF | 0.78 | 1.18 | 1.17 | 1.02 | 3.58 |
SCHF Schwab International Equity ETF | 0.58 | 0.92 | 1.12 | 0.73 | 2.22 |
VXUS Vanguard Total International Stock ETF | 0.53 | 0.86 | 1.12 | 0.66 | 2.10 |
Dividends
Dividend yield
JWAC Final international ETFs provided a 3.60% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.60% | 3.82% | 3.40% | 3.28% | 2.63% | 1.24% | 1.09% | 1.01% | 0.78% | 0.85% | 0.74% | 0.96% |
| Portfolio components: | ||||||||||||
DFIV Dimensional International Value ETF | 3.72% | 3.88% | 3.93% | 3.84% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 4.01% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHF Schwab International Equity ETF | 3.07% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% | 2.90% |
VXUS Vanguard Total International Stock ETF | 3.19% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the JWAC Final international ETFs. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the JWAC Final international ETFs was 26.53%, occurring on Sep 27, 2022. Recovery took 210 trading sessions.
The current JWAC Final international ETFs drawdown is 4.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.53% | Jan 13, 2022 | 177 | Sep 27, 2022 | 210 | Jul 31, 2023 | 387 |
| -14.07% | Mar 20, 2025 | 14 | Apr 8, 2025 | — | — | — |
| -10.47% | Aug 1, 2023 | 62 | Oct 26, 2023 | 33 | Dec 13, 2023 | 95 |
| -8.51% | Sep 27, 2024 | 59 | Dec 19, 2024 | 38 | Feb 18, 2025 | 97 |
| -7.51% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
Volatility
Volatility Chart
The current JWAC Final international ETFs volatility is 11.75%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| DFIV | AVDV | VXUS | SCHF | |
|---|---|---|---|---|
| DFIV | 1.00 | 0.94 | 0.92 | 0.93 |
| AVDV | 0.94 | 1.00 | 0.93 | 0.93 |
| VXUS | 0.92 | 0.93 | 1.00 | 0.97 |
| SCHF | 0.93 | 0.93 | 0.97 | 1.00 |