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International fund options

Last updated Mar 2, 2024

Asset Allocation


DODFX 16.67%ARTKX 16.67%CIVVX 16.67%DFIC 16.67%DFAI 16.67%MIEIX 16.67%EquityEquity
PositionCategory/SectorWeight
DODFX
Dodge & Cox International Stock Fund
Foreign Large Cap Equities, Large Cap Value Equities

16.67%

ARTKX
Artisan International Value Fund
Foreign Large Cap Equities

16.67%

CIVVX
Causeway International Value Fund
Foreign Large Cap Equities

16.67%

DFIC
DFA Dimensional International Core Equity 2 ETF
Foreign Large Cap Equities

16.67%

DFAI
Dimensional International Core Equity Market ETF
Global Equities, Actively Managed

16.67%

MIEIX
MFS International Equity Fund Class R6
Foreign Large Cap Equities

16.67%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in International fund options, 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


-5.00%0.00%5.00%10.00%15.00%OctoberNovemberDecember2024FebruaryMarch
14.48%
15.28%
International fund options
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 23, 2022, corresponding to the inception date of DFIC

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
International fund options1.59%2.95%7.31%11.85%N/AN/A
DODFX
Dodge & Cox International Stock Fund
-0.61%2.54%3.18%7.83%6.96%4.12%
ARTKX
Artisan International Value Fund
2.36%2.22%9.72%15.77%10.58%6.88%
CIVVX
Causeway International Value Fund
-0.31%2.16%3.77%10.97%7.20%3.95%
DFIC
DFA Dimensional International Core Equity 2 ETF
2.08%3.33%8.33%10.33%N/AN/A
DFAI
Dimensional International Core Equity Market ETF
2.90%3.55%9.50%12.18%N/AN/A
MIEIX
MFS International Equity Fund Class R6
3.10%3.85%9.34%13.81%9.34%6.91%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.38%2.17%
2023-2.84%-3.64%-3.00%8.05%4.58%

Sharpe Ratio

The current International fund options Sharpe ratio is 1.10. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.10

The Sharpe ratio of International fund options is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.10
2.44
International fund options
Benchmark (^GSPC)
Portfolio components

Dividend yield

International fund options granted a 2.23% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
International fund options2.23%2.27%1.89%3.55%1.21%2.52%2.20%1.56%1.70%1.97%2.74%2.16%
DODFX
Dodge & Cox International Stock Fund
2.30%2.29%2.23%2.49%4.21%3.93%2.93%1.93%3.66%2.30%2.37%1.61%
ARTKX
Artisan International Value Fund
2.78%2.84%2.10%9.72%0.84%3.64%5.33%3.86%3.08%6.12%6.84%7.50%
CIVVX
Causeway International Value Fund
1.63%1.63%1.54%1.60%1.11%4.41%3.31%1.73%1.69%1.70%2.31%0.82%
DFIC
DFA Dimensional International Core Equity 2 ETF
2.49%2.55%1.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFAI
Dimensional International Core Equity Market ETF
2.57%2.64%2.72%2.06%0.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MIEIX
MFS International Equity Fund Class R6
1.62%1.67%1.26%5.40%1.00%3.12%1.63%1.85%1.78%1.71%4.89%3.04%

Expense Ratio

The International fund options has a high expense ratio of 0.68%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%1.25%
0.50%1.00%1.50%2.00%1.10%
0.50%1.00%1.50%2.00%0.68%
0.50%1.00%1.50%2.00%0.62%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
International fund options
1.10
DODFX
Dodge & Cox International Stock Fund
0.67
ARTKX
Artisan International Value Fund
1.68
CIVVX
Causeway International Value Fund
0.91
DFIC
DFA Dimensional International Core Equity 2 ETF
0.91
DFAI
Dimensional International Core Equity Market ETF
1.06
MIEIX
MFS International Equity Fund Class R6
1.28

Asset Correlations Table

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

CIVVXARTKXDODFXMIEIXDFICDFAI
CIVVX1.000.910.920.910.920.92
ARTKX0.911.000.910.930.920.92
DODFX0.920.911.000.900.940.93
MIEIX0.910.930.901.000.930.94
DFIC0.920.920.940.931.000.99
DFAI0.920.920.930.940.991.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
International fund options
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the International fund options. 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 fund options was 22.52%, occurring on Sep 27, 2022. Recovery took 81 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.52%Mar 30, 2022125Sep 27, 202281Jan 24, 2023206
-10.7%Jul 31, 202364Oct 27, 202332Dec 13, 202396
-7.36%Feb 2, 202329Mar 15, 202318Apr 11, 202347
-4.33%Apr 25, 202326May 31, 202310Jun 14, 202336
-3.39%Jun 20, 202312Jul 6, 20234Jul 12, 202316

Volatility Chart

The current International fund options volatility is 2.84%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.84%
3.47%
International fund options
Benchmark (^GSPC)
Portfolio components
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