International
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 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 Quarterly
The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVDV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| International | 6.62% | -5.12% | -0.33% | 13.92% | 5.76% | N/A |
| Portfolio components: | ||||||
VEA Vanguard FTSE Developed Markets ETF | 5.01% | -5.16% | -2.35% | 13.04% | 5.83% | 5.38% |
VXUS Vanguard Total International Stock ETF | 6.85% | -4.99% | -0.72% | 14.09% | 5.45% | 4.93% |
EMXC iShares MSCI Emerging Markets ex China ETF | 5.52% | -4.95% | -0.53% | 13.80% | 5.36% | N/A |
VIGI Vanguard International Dividend Appreciation ETF | 6.13% | -5.00% | 2.67% | 14.67% | 6.62% | N/A |
IEMG iShares Core MSCI Emerging Markets ETF | 8.67% | -5.54% | 0.76% | 13.73% | 3.82% | 3.56% |
IEFA iShares Core MSCI EAFE ETF | 4.85% | -5.69% | -2.93% | 12.81% | 5.50% | 5.32% |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 2.48% | -5.60% | -2.95% | 9.71% | 6.36% | 5.08% |
VWO Vanguard FTSE Emerging Markets ETF | 12.13% | -4.57% | 3.70% | 16.61% | 4.55% | 3.64% |
AVDV Avantis International Small Cap Value ETF | 7.77% | -4.60% | -0.52% | 16.44% | 7.32% | N/A |
Monthly Returns
The table below presents the monthly returns of 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.08% | 2.79% | 3.06% | -1.75% | 3.24% | 0.43% | 2.43% | 2.09% | 2.63% | -4.40% | 6.62% | ||
| 2023 | 8.10% | -4.51% | 2.47% | 1.53% | -2.89% | 4.26% | 4.52% | -4.30% | -3.02% | -3.33% | 8.06% | 5.31% | 16.01% |
| 2022 | -2.24% | -2.54% | -0.35% | -6.07% | 0.66% | -8.08% | 3.30% | -3.47% | -9.88% | 2.68% | 12.83% | -2.27% | -16.04% |
| 2021 | 0.23% | 2.67% | 1.93% | 2.74% | 2.70% | 0.10% | -1.39% | 2.04% | -3.28% | 1.74% | -3.89% | 3.76% | 9.40% |
| 2020 | -4.54% | -6.57% | -17.19% | 8.45% | 4.55% | 4.56% | 4.91% | 3.91% | -1.23% | -1.55% | 12.36% | 6.54% | 11.11% |
| 2019 | -0.45% | 3.69% | 0.76% | 5.38% | 9.61% |
Expense Ratio
International 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of International is 11, indicating that it is in the bottom 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VEA Vanguard FTSE Developed Markets ETF | 1.24 | 1.78 | 1.22 | 1.35 | 6.72 |
VXUS Vanguard Total International Stock ETF | 1.33 | 1.90 | 1.24 | 1.23 | 7.70 |
EMXC iShares MSCI Emerging Markets ex China ETF | 1.15 | 1.62 | 1.21 | 0.98 | 5.66 |
VIGI Vanguard International Dividend Appreciation ETF | 1.48 | 2.14 | 1.26 | 1.21 | 7.52 |
IEMG iShares Core MSCI Emerging Markets ETF | 1.10 | 1.61 | 1.20 | 0.64 | 5.82 |
IEFA iShares Core MSCI EAFE ETF | 1.23 | 1.77 | 1.22 | 1.34 | 6.47 |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 0.96 | 1.39 | 1.18 | 1.40 | 4.82 |
VWO Vanguard FTSE Emerging Markets ETF | 1.31 | 1.90 | 1.24 | 0.80 | 7.26 |
AVDV Avantis International Small Cap Value ETF | 1.40 | 1.95 | 1.24 | 2.05 | 8.01 |
Dividends
Dividend yield
International provided a 2.80% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.80% | 3.07% | 3.22% | 3.38% | 2.00% | 2.78% | 2.72% | 2.03% | 2.02% | 1.94% | 2.06% | 1.71% |
| Portfolio components: | ||||||||||||
VEA Vanguard FTSE Developed Markets ETF | 3.04% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
EMXC iShares MSCI Emerging Markets ex China ETF | 1.95% | 1.83% | 2.85% | 1.78% | 1.45% | 3.25% | 2.63% | 0.99% | 0.00% | 0.00% | 0.00% | 0.00% |
VIGI Vanguard International Dividend Appreciation ETF | 2.00% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% | 0.00% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.73% | 2.89% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% | 1.76% |
IEFA iShares Core MSCI EAFE ETF | 3.14% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 3.59% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% | 3.20% | 3.45% |
VWO Vanguard FTSE Emerging Markets ETF | 2.64% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
AVDV Avantis International Small Cap Value ETF | 3.13% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 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 International was 36.09%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.
The current International drawdown is 7.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.09% | Jan 21, 2020 | 44 | Mar 23, 2020 | 163 | Nov 11, 2020 | 207 |
| -28.89% | Sep 7, 2021 | 280 | Oct 14, 2022 | 397 | May 15, 2024 | 677 |
| -7.89% | Jul 15, 2024 | 16 | Aug 5, 2024 | 14 | Aug 23, 2024 | 30 |
| -7.05% | Sep 27, 2024 | 33 | Nov 12, 2024 | — | — | — |
| -4.83% | Feb 17, 2021 | 14 | Mar 8, 2021 | 27 | Apr 15, 2021 | 41 |
Volatility
Volatility Chart
The current International volatility is 3.94%, 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
| DGS | AVDV | VWO | IEMG | VIGI | EMXC | IEFA | VEA | VXUS | |
|---|---|---|---|---|---|---|---|---|---|
| DGS | 1.00 | 0.77 | 0.89 | 0.90 | 0.77 | 0.89 | 0.78 | 0.80 | 0.86 |
| AVDV | 0.77 | 1.00 | 0.74 | 0.75 | 0.85 | 0.80 | 0.93 | 0.94 | 0.92 |
| VWO | 0.89 | 0.74 | 1.00 | 0.99 | 0.79 | 0.89 | 0.77 | 0.79 | 0.88 |
| IEMG | 0.90 | 0.75 | 0.99 | 1.00 | 0.81 | 0.92 | 0.79 | 0.81 | 0.90 |
| VIGI | 0.77 | 0.85 | 0.79 | 0.81 | 1.00 | 0.82 | 0.95 | 0.95 | 0.94 |
| EMXC | 0.89 | 0.80 | 0.89 | 0.92 | 0.82 | 1.00 | 0.82 | 0.85 | 0.90 |
| IEFA | 0.78 | 0.93 | 0.77 | 0.79 | 0.95 | 0.82 | 1.00 | 0.99 | 0.97 |
| VEA | 0.80 | 0.94 | 0.79 | 0.81 | 0.95 | 0.85 | 0.99 | 1.00 | 0.98 |
| VXUS | 0.86 | 0.92 | 0.88 | 0.90 | 0.94 | 0.90 | 0.97 | 0.98 | 1.00 |