AVDE vs. DIHP

Last updated Jun 24, 2026

AVDE (Avantis International Equity ETF) and DIHP (Dimensional International High Profitability ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past 3 years, AVDE returned 19.94%/yr vs 14.14%/yr for DIHP. With a 0.97 correlation, they move nearly in lockstep. AVDE charges 0.23%/yr vs 0.29%/yr for DIHP.

Performance

AVDE vs. DIHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Equity ETF (AVDE) and Dimensional International High Profitability ETF (DIHP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVDE achieves a 9.44% return, which is significantly higher than DIHP's 6.47% return.

AVDE

• 1D: -2.02%
• 1M: -0.88%
• YTD: 9.44%
• 6M: 8.96%
• 1Y: 26.87%
• 3Y*: 19.94%
• 5Y*: 10.08%
• 10Y*: —

DIHP

• 1D: -2.54%
• 1M: -1.40%
• YTD: 6.47%
• 6M: 5.91%
• 1Y: 18.13%
• 3Y*: 14.14%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVDE vs. DIHP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AVDE Avantis International Equity ETF	9.44%	38.05%	4.88%	17.18%	-9.03%
DIHP Dimensional International High Profitability ETF	6.47%	28.26%	0.50%	19.07%	-10.60%

Correlation

The correlation between AVDE and DIHP is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022	0.97

The correlation between AVDE and DIHP has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

AVDE vs. DIHP - Sectors Allocation Comparison

Sectors	AVDE	DIHP
Financial Services	23.9%	9.3%
Industrials	20.2%	22.5%
Basic Materials	11.4%	7.5%
Consumer Cyclical	9.4%	10.7%
Technology	8.0%	13.2%
Energy	7.4%	5.8%
Healthcare	5.7%	11.5%
Consumer Defensive	4.3%	9.2%
Communication Services	4.1%	7.1%
Utilities	4.0%	2.7%
Real Estate	1.5%	0.4%

Return for Risk

AVDE vs. DIHP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVDE

AVDE Risk / Return Rank: 53
AVDE Sharpe Ratio Rank: 54
AVDE Sortino Ratio Rank: 53
AVDE Omega Ratio Rank: 53
AVDE Calmar Ratio Rank: 49
AVDE Martin Ratio Rank: 55

DIHP

DIHP Risk / Return Rank: 37
DIHP Sharpe Ratio Rank: 37
DIHP Sortino Ratio Rank: 36
DIHP Omega Ratio Rank: 37
DIHP Calmar Ratio Rank: 35
DIHP Martin Ratio Rank: 40

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVDE vs. DIHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity ETF (AVDE) and Dimensional International High Profitability ETF (DIHP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AVDE	DIHP	Difference
Sharpe ratio: Return per unit of total volatility	1.78	1.26	+0.52
Sortino ratio: Return per unit of downside risk	2.48	1.81	+0.68
Omega ratio: Gain probability vs. loss probability	1.32	1.23	+0.09
Calmar ratio: Return relative to maximum drawdown	2.35	1.67	+0.68
Martin ratio: Return relative to average drawdown	9.18	5.99	+3.20

AVDE vs. DIHP - Sharpe Ratio Comparison

The current AVDE Sharpe Ratio is 1.78, which is higher than the DIHP Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of AVDE and DIHP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AVDE vs. DIHP - Drawdown Comparison

The maximum AVDE drawdown since its inception was -36.99%, which is greater than DIHP's maximum drawdown of -24.94%. Use the drawdown chart below to compare losses from any high point for AVDE and DIHP.

Drawdown Indicators

	AVDE	DIHP	Difference
Max Drawdown Largest peak-to-trough decline	-36.99%	-24.94%	-12.05%
Max Drawdown (1Y) Largest decline over 1 year	-11.48%	-10.92%	-0.56%
Max Drawdown (3Y) Largest decline over 3 years	-13.46%	-12.42%	-1.04%
Max Drawdown (5Y) Largest decline over 5 years	-28.73%	—	—
Current Drawdown Current decline from peak	-2.37%	-4.17%	+1.80%
Average Drawdown Average peak-to-trough decline	-6.13%	-4.82%	-1.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	3.03%	-0.10%

Volatility

AVDE vs. DIHP - Volatility Comparison

Avantis International Equity ETF (AVDE) and Dimensional International High Profitability ETF (DIHP) have volatilities of 5.36% and 5.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVDE	DIHP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.36%	5.29%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	12.95%	12.24%	+0.71%
Volatility (1Y) Calculated over the trailing 1-year period	15.13%	14.47%	+0.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.39%	16.33%	+0.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.92%	16.33%	+2.59%

AVDE vs. DIHP - Expense Ratio Comparison

AVDE has a 0.23% expense ratio, which is lower than DIHP's 0.29% expense ratio.

Dividends

AVDE vs. DIHP - Dividend Comparison

AVDE's dividend yield for the trailing twelve months is around 3.89%, more than DIHP's 2.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVDE Avantis International Equity ETF	3.89%	2.66%	3.29%	3.01%	2.79%	2.46%	1.63%	0.29%
DIHP Dimensional International High Profitability ETF	2.05%	2.02%	2.30%	2.17%	1.69%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AVDE and DIHP in my portfolio?

With a correlation of 0.96, AVDE and DIHP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AVDE or DIHP?

AVDE has higher volatility (5.36%) compared to DIHP (5.29%). In terms of maximum drawdown, AVDE dropped -36.99% vs DIHP's -24.94%.

Which ETF is better, AVDE or DIHP?

On 3-year performance, AVDE leads with 19.94% vs 14.14% for DIHP. On fees, AVDE is cheaper at 0.23% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVDE or DIHP?

Over the 3-year period, AVDE has performed better with a 19.94% return vs 14.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVDE or DIHP?

AVDE is cheaper with a 0.23% expense ratio, compared with 0.29% for DIHP.

Which ETF pays a higher dividend yield, AVDE or DIHP?

AVDE has the higher dividend yield at 3.89%, compared with 2.05% for DIHP.

What is the main difference between AVDE and DIHP?

They also come from different issuers: Avantis and Dimensional. Their fees differ too: 0.23% for AVDE and 0.29% for DIHP.

Which has better risk-adjusted returns?

AVDE currently has the higher Sharpe Ratio (1.78 vs 1.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.