International fund options
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Mar 23, 2022, corresponding to the inception date of DFIC
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
| International fund options | 7.91% | 3.37% | 4.62% | 15.95% | N/A | N/A |
| Portfolio components: | ||||||
DODFX Dodge & Cox International Stock Fund | 6.53% | 3.44% | 5.69% | 12.64% | 8.81% | 4.08% |
ARTKX Artisan International Value Fund | 11.06% | 3.18% | 7.59% | 20.67% | 12.09% | 7.66% |
CIVVX Causeway International Value Fund | 7.42% | 3.27% | 5.73% | 13.73% | 10.20% | 4.76% |
DFIC DFA Dimensional International Core Equity 2 ETF | 7.02% | 3.74% | 3.22% | 15.62% | N/A | N/A |
DFAI Dimensional International Core Equity Market ETF | 7.76% | 3.58% | 2.98% | 16.69% | N/A | N/A |
MIEIX MFS International Equity Fund Class R6 | 7.65% | 3.05% | 2.60% | 16.30% | 8.75% | 7.17% |
Monthly Returns
The table below presents the monthly returns of International fund options, 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 | -1.38% | 2.17% | 3.47% | -2.25% | 5.18% | -2.46% | 3.46% | 3.03% | 7.91% | ||||
| 2023 | 9.27% | -2.55% | 2.71% | 2.86% | -4.19% | 5.13% | 2.94% | -2.84% | -3.64% | -3.00% | 8.05% | 4.58% | 19.71% |
| 2022 | 0.35% | -5.50% | 2.93% | -8.92% | 4.03% | -5.42% | -8.78% | 6.19% | 12.63% | -1.36% | -5.87% |
Expense Ratio
International fund options features an expense ratio of 0.68%, falling within the medium range. 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 fund options is 34, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 0.95 | 1.40 | 1.17 | 1.04 | 3.74 |
ARTKX Artisan International Value Fund | 2.16 | 2.99 | 1.39 | 2.61 | 11.65 |
CIVVX Causeway International Value Fund | 1.06 | 1.49 | 1.19 | 1.18 | 4.94 |
DFIC DFA Dimensional International Core Equity 2 ETF | 1.15 | 1.64 | 1.20 | 1.33 | 5.54 |
DFAI Dimensional International Core Equity Market ETF | 1.25 | 1.79 | 1.22 | 1.43 | 6.09 |
MIEIX MFS International Equity Fund Class R6 | 1.37 | 1.97 | 1.24 | 1.35 | 6.10 |
Dividends
Dividend yield
International fund options granted a 2.16% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| International fund options | 2.16% | 2.27% | 1.89% | 3.55% | 1.21% | 2.52% | 2.20% | 1.56% | 1.70% | 1.97% | 2.74% | 2.16% |
| Portfolio components: | ||||||||||||
DODFX Dodge & Cox International Stock Fund | 2.15% | 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 | 2.56% | 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 | 1.52% | 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 | 2.74% | 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 | 2.44% | 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 | 1.55% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% | 4.89% | 3.04% |
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 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.
The current International fund options drawdown is 3.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.52% | Mar 30, 2022 | 125 | Sep 27, 2022 | 81 | Jan 24, 2023 | 206 |
| -10.7% | Jul 31, 2023 | 64 | Oct 27, 2023 | 32 | Dec 13, 2023 | 96 |
| -7.36% | Feb 2, 2023 | 29 | Mar 15, 2023 | 18 | Apr 11, 2023 | 47 |
| -6.29% | Jul 15, 2024 | 16 | Aug 5, 2024 | 10 | Aug 19, 2024 | 26 |
| -4.33% | Apr 25, 2023 | 26 | May 31, 2023 | 10 | Jun 14, 2023 | 36 |
Volatility
Volatility Chart
The current International fund options volatility is 3.87%, 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
| ARTKX | CIVVX | DODFX | MIEIX | DFIC | DFAI | |
|---|---|---|---|---|---|---|
| ARTKX | 1.00 | 0.91 | 0.91 | 0.92 | 0.90 | 0.91 |
| CIVVX | 0.91 | 1.00 | 0.92 | 0.92 | 0.91 | 0.92 |
| DODFX | 0.91 | 0.92 | 1.00 | 0.90 | 0.93 | 0.93 |
| MIEIX | 0.92 | 0.92 | 0.90 | 1.00 | 0.93 | 0.95 |
| DFIC | 0.90 | 0.91 | 0.93 | 0.93 | 1.00 | 0.99 |
| DFAI | 0.91 | 0.92 | 0.93 | 0.95 | 0.99 | 1.00 |