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JWAC Final international ETFs
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


DFIV 34%AVDV 33%SCHF 32.99%EquityEquity
PositionCategory/SectorTarget 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.


0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.78%
10.09%
JWAC Final international ETFs
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 13, 2021, corresponding to the inception date of DFIV

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
3.96%2.77%10.09%21.57%12.62%11.30%
JWAC Final international ETFs7.49%6.66%4.79%15.33%N/AN/A
DFIV
Dimensional International Value ETF
8.57%6.73%5.98%17.10%N/AN/A
AVDV
Avantis International Small Cap Value ETF
5.85%6.54%4.99%17.00%8.46%N/A
SCHF
Schwab International Equity ETF
7.89%6.68%3.22%11.77%8.10%6.85%
VXUS
Vanguard Total International Stock ETF
6.75%6.25%3.76%11.94%5.77%5.30%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.88%7.49%
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%
20238.80%-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%-1.39%-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 compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for AVDV: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for DFIV: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for SCHF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JWAC Final international ETFs is 29, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JWAC Final international ETFs is 2929
Overall Rank
The Sharpe Ratio Rank of JWAC Final international ETFs is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of JWAC Final international ETFs is 2929
Sortino Ratio Rank
The Omega Ratio Rank of JWAC Final international ETFs is 2828
Omega Ratio Rank
The Calmar Ratio Rank of JWAC Final international ETFs is 3636
Calmar Ratio Rank
The Martin Ratio Rank of JWAC Final international ETFs is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for JWAC Final international ETFs, currently valued at 1.41, compared to the broader market-6.00-4.00-2.000.002.004.001.411.83
The chart of Sortino ratio for JWAC Final international ETFs, currently valued at 1.92, compared to the broader market-6.00-4.00-2.000.002.004.006.001.922.47
The chart of Omega ratio for JWAC Final international ETFs, currently valued at 1.25, compared to the broader market0.501.001.501.251.33
The chart of Calmar ratio for JWAC Final international ETFs, currently valued at 2.12, compared to the broader market0.002.004.006.008.0010.0012.002.122.76
The chart of Martin ratio for JWAC Final international ETFs, currently valued at 5.05, compared to the broader market0.0010.0020.0030.0040.005.0511.27
JWAC Final international ETFs
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DFIV
Dimensional International Value ETF
1.572.101.272.416.17
AVDV
Avantis International Small Cap Value ETF
1.401.911.252.385.33
SCHF
Schwab International Equity ETF
1.141.611.201.503.52
VXUS
Vanguard Total International Stock ETF
1.151.651.201.513.77

The current JWAC Final international ETFs Sharpe ratio is 1.40. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.36 to 2.05, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of JWAC Final international ETFs with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.41
1.83
JWAC Final international ETFs
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

JWAC Final international ETFs provided a 3.86% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio3.86%4.14%4.03%3.92%2.92%1.24%1.34%2.02%0.78%0.85%0.74%0.96%
DFIV
Dimensional International Value ETF
3.57%3.88%3.93%3.84%2.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF
4.07%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
3.93%4.24%4.87%4.75%4.07%2.08%3.71%6.12%2.35%2.58%2.26%2.90%
VXUS
Vanguard Total International Stock ETF
3.16%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.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.33%
-0.07%
JWAC Final international ETFs
Benchmark (^GSPC)
Portfolio components

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 0.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.53%Jan 13, 2022177Sep 27, 2022210Jul 31, 2023387
-10.47%Aug 1, 202362Oct 26, 202333Dec 13, 202395
-8.51%Sep 27, 202459Dec 19, 2024
-7.51%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-7.46%Nov 9, 202116Dec 1, 202129Jan 12, 202245

Volatility

Volatility Chart

The current JWAC Final international ETFs volatility is 3.41%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.41%
3.21%
JWAC Final international ETFs
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

DFIVAVDVVXUSSCHF
DFIV1.000.940.920.93
AVDV0.941.000.930.93
VXUS0.920.931.000.97
SCHF0.930.930.971.00
The correlation results are calculated based on daily price changes starting from Sep 14, 2021
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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