Large Cap Value International
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Large Cap Value International, 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 30, 2021, corresponding to the inception date of AVIV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -13.73% | -12.06% | -11.77% | -2.50% | 13.85% | 9.30% |
| Large Cap Value International | 2.16% | -9.05% | -3.89% | 2.63% | N/A | N/A |
| Portfolio components: | ||||||
DFIV Dimensional International Value ETF | 0.95% | -10.90% | -4.48% | 0.50% | N/A | N/A |
DFIVX DFA International Value Portfolio | 1.08% | -10.60% | -4.27% | 0.21% | 15.59% | 4.64% |
VYMI Vanguard International High Dividend Yield ETF | 1.41% | -8.23% | -4.59% | 4.28% | 13.12% | N/A |
AVIV Avantis International Large Cap Value ETF | -0.06% | -10.57% | -5.51% | -0.98% | N/A | N/A |
EFV iShares MSCI EAFE Value ETF | 3.20% | -9.75% | -2.78% | 4.55% | 12.82% | 3.85% |
FIVA Fidelity International Value Factor ETF | 1.52% | -11.42% | -6.41% | -1.16% | 11.69% | N/A |
DWX SPDR S&P International Dividend ETF | 7.78% | -0.47% | 1.41% | 12.84% | 8.57% | 2.98% |
GLOF iShares Global Equity Factor ETF | -9.65% | -11.23% | -9.88% | -2.00% | 12.26% | N/A |
Monthly Returns
The table below presents the monthly returns of Large Cap Value International, 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 | 4.14% | 3.86% | 2.36% | -7.73% | 2.16% | ||||||||
| 2024 | -1.21% | 1.61% | 4.35% | -1.81% | 4.77% | -2.86% | 3.78% | 2.69% | 1.28% | -4.32% | 0.21% | -2.87% | 5.20% |
| 2023 | 8.61% | -2.36% | 0.33% | 3.21% | -5.00% | 5.67% | 4.15% | -3.22% | -1.63% | -3.59% | 6.84% | 4.76% | 17.93% |
| 2022 | 1.96% | -2.31% | 0.59% | -5.45% | 3.51% | -9.78% | 2.38% | -4.32% | -9.54% | 6.54% | 12.19% | -1.08% | -7.31% |
| 2021 | 2.90% | -5.27% | 5.24% | 2.59% |
Expense Ratio
Large Cap Value International has an expense ratio of 0.32%, placing it in the medium range. 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 Large Cap Value International is 60, 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 | 0.03 | 0.14 | 1.02 | 0.04 | 0.14 |
DFIVX DFA International Value Portfolio | 0.03 | 0.13 | 1.02 | 0.03 | 0.12 |
VYMI Vanguard International High Dividend Yield ETF | 0.28 | 0.45 | 1.06 | 0.42 | 1.17 |
AVIV Avantis International Large Cap Value ETF | -0.07 | 0.01 | 1.00 | -0.09 | -0.31 |
EFV iShares MSCI EAFE Value ETF | 0.29 | 0.45 | 1.06 | 0.39 | 1.10 |
FIVA Fidelity International Value Factor ETF | -0.09 | -0.01 | 1.00 | -0.11 | -0.31 |
DWX SPDR S&P International Dividend ETF | 1.13 | 1.52 | 1.21 | 1.14 | 2.80 |
GLOF iShares Global Equity Factor ETF | -0.15 | -0.10 | 0.99 | -0.16 | -0.80 |
Dividends
Dividend yield
Large Cap Value International provided a 4.06% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.06% | 4.09% | 4.09% | 3.95% | 3.31% | 2.05% | 2.93% | 2.92% | 1.92% | 2.03% | 1.83% | 2.25% |
| Portfolio components: | ||||||||||||
DFIV Dimensional International Value ETF | 4.02% | 3.88% | 3.93% | 3.84% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIVX DFA International Value Portfolio | 3.94% | 3.94% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% |
VYMI Vanguard International High Dividend Yield ETF | 4.79% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% |
AVIV Avantis International Large Cap Value ETF | 3.46% | 3.46% | 3.64% | 2.84% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFV iShares MSCI EAFE Value ETF | 4.52% | 4.67% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.27% | 3.59% | 4.87% |
FIVA Fidelity International Value Factor ETF | 3.59% | 3.52% | 3.63% | 3.62% | 3.76% | 2.46% | 3.61% | 3.28% | 0.00% | 0.00% | 0.00% | 0.00% |
DWX SPDR S&P International Dividend ETF | 4.15% | 4.31% | 4.12% | 4.68% | 3.89% | 3.84% | 4.40% | 5.06% | 3.85% | 5.26% | 5.81% | 6.02% |
GLOF iShares Global Equity Factor ETF | 2.87% | 2.59% | 2.51% | 2.53% | 1.90% | 1.73% | 2.41% | 2.03% | 1.94% | 1.94% | 0.92% | 0.00% |
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 Large Cap Value International. 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 Large Cap Value International was 25.80%, occurring on Sep 27, 2022. Recovery took 202 trading sessions.
The current Large Cap Value International drawdown is 10.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.8% | Feb 10, 2022 | 158 | Sep 27, 2022 | 202 | Jul 19, 2023 | 360 |
| -10.22% | Mar 20, 2025 | 12 | Apr 4, 2025 | — | — | — |
| -9.3% | Jul 31, 2023 | 64 | Oct 27, 2023 | 32 | Dec 13, 2023 | 96 |
| -8.81% | Sep 27, 2024 | 59 | Dec 19, 2024 | 38 | Feb 18, 2025 | 97 |
| -6.59% | Nov 4, 2021 | 19 | Dec 1, 2021 | 23 | Jan 4, 2022 | 42 |
Volatility
Volatility Chart
The current Large Cap Value International volatility is 7.58%, 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
Asset Correlations Table
| GLOF | DWX | FIVA | DFIVX | AVIV | DFIV | VYMI | EFV | |
|---|---|---|---|---|---|---|---|---|
| GLOF | 1.00 | 0.71 | 0.83 | 0.82 | 0.83 | 0.80 | 0.82 | 0.80 |
| DWX | 0.71 | 1.00 | 0.84 | 0.83 | 0.83 | 0.84 | 0.87 | 0.87 |
| FIVA | 0.83 | 0.84 | 1.00 | 0.96 | 0.97 | 0.96 | 0.96 | 0.97 |
| DFIVX | 0.82 | 0.83 | 0.96 | 1.00 | 0.98 | 0.99 | 0.97 | 0.97 |
| AVIV | 0.83 | 0.83 | 0.97 | 0.98 | 1.00 | 0.98 | 0.97 | 0.97 |
| DFIV | 0.80 | 0.84 | 0.96 | 0.99 | 0.98 | 1.00 | 0.97 | 0.98 |
| VYMI | 0.82 | 0.87 | 0.96 | 0.97 | 0.97 | 0.97 | 1.00 | 0.98 |
| EFV | 0.80 | 0.87 | 0.97 | 0.97 | 0.97 | 0.98 | 0.98 | 1.00 |