AVDE vs. DIHRX

Last updated Jun 24, 2026

AVDE (Avantis International Equity ETF) and DIHRX (DFA International High Relative Profitability Portfolio) are both Foreign Large Cap Equities funds. Over the past 5 years, AVDE returned 10.08%/yr vs 6.88%/yr for DIHRX. Their correlation of 0.95 suggests significant overlap in exposure. AVDE charges 0.23%/yr vs 0.30%/yr for DIHRX.

Performance

AVDE vs. DIHRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Equity ETF (AVDE) and DFA International High Relative Profitability Portfolio (DIHRX). 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 DIHRX's 8.35% return.

AVDE

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

DIHRX

• 1D: -0.24%
• 1M: 1.15%
• YTD: 8.35%
• 6M: 7.79%
• 1Y: 19.77%
• 3Y*: 14.28%
• 5Y*: 6.88%
• 10Y*: —

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

AVDE vs. DIHRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
AVDE Avantis International Equity ETF	9.44%	38.05%	4.88%	17.18%	-13.68%	13.62%	8.26%	7.95%
DIHRX DFA International High Relative Profitability Portfolio	8.35%	27.03%	-0.03%	18.09%	-16.61%	13.39%	13.21%	8.90%

Correlation

The correlation between AVDE and DIHRX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019	0.95

The correlation between AVDE and DIHRX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

Return for Risk

AVDE vs. DIHRX — 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

DIHRX

DIHRX Risk / Return Rank: 28
DIHRX Sharpe Ratio Rank: 28
DIHRX Sortino Ratio Rank: 27
DIHRX Omega Ratio Rank: 27
DIHRX Calmar Ratio Rank: 27
DIHRX Martin Ratio Rank: 30

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. DIHRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity ETF (AVDE) and DFA International High Relative Profitability Portfolio (DIHRX). 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	DIHRX	Difference
Sharpe ratio: Return per unit of total volatility	1.78	1.41	+0.38
Sortino ratio: Return per unit of downside risk	2.48	2.02	+0.47
Omega ratio: Gain probability vs. loss probability	1.32	1.25	+0.07
Calmar ratio: Return relative to maximum drawdown	2.35	1.82	+0.53
Martin ratio: Return relative to average drawdown	9.18	6.47	+2.71

AVDE vs. DIHRX - Sharpe Ratio Comparison

The current AVDE Sharpe Ratio is 1.78, which is comparable to the DIHRX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of AVDE and DIHRX, 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. DIHRX - Drawdown Comparison

The maximum AVDE drawdown since its inception was -36.99%, which is greater than DIHRX's maximum drawdown of -33.30%. Use the drawdown chart below to compare losses from any high point for AVDE and DIHRX.

Drawdown Indicators

	AVDE	DIHRX	Difference
Max Drawdown Largest peak-to-trough decline	-36.99%	-33.30%	-3.69%
Max Drawdown (1Y) Largest decline over 1 year	-11.48%	-11.35%	-0.13%
Max Drawdown (3Y) Largest decline over 3 years	-13.46%	-13.21%	-0.25%
Max Drawdown (5Y) Largest decline over 5 years	-28.73%	-30.35%	+1.62%
Current Drawdown Current decline from peak	-2.37%	-1.97%	-0.40%
Average Drawdown Average peak-to-trough decline	-6.13%	-6.53%	+0.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	3.18%	-0.25%

Volatility

AVDE vs. DIHRX - Volatility Comparison

Avantis International Equity ETF (AVDE) has a higher volatility of 5.36% compared to DFA International High Relative Profitability Portfolio (DIHRX) at 4.53%. This indicates that AVDE's price experiences larger fluctuations and is considered to be riskier than DIHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVDE	DIHRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.36%	4.53%	+0.83%
Volatility (6M) Calculated over the trailing 6-month period	12.95%	12.17%	+0.78%
Volatility (1Y) Calculated over the trailing 1-year period	15.13%	14.70%	+0.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.39%	15.98%	+0.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.92%	16.02%	+2.90%

AVDE vs. DIHRX - Expense Ratio Comparison

AVDE has a 0.23% expense ratio, which is lower than DIHRX's 0.30% expense ratio.

Dividends

AVDE vs. DIHRX - Dividend Comparison

AVDE's dividend yield for the trailing twelve months is around 3.89%, more than DIHRX's 2.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
AVDE Avantis International Equity ETF	3.89%	2.66%	3.29%	3.01%	2.79%	2.46%	1.63%	0.29%	0.00%	0.00%
DIHRX DFA International High Relative Profitability Portfolio	2.40%	2.76%	2.33%	2.59%	3.06%	2.95%	1.40%	2.11%	2.35%	0.87%

Frequently Asked Questions

Can I hold both AVDE and DIHRX in my portfolio?

With a correlation of 0.93, AVDE and DIHRX 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 DIHRX?

AVDE has higher volatility (5.36%) compared to DIHRX (4.53%). In terms of maximum drawdown, AVDE dropped -36.99% vs DIHRX's -33.30%.

Which has better risk-adjusted returns?

AVDE currently has the higher Sharpe Ratio (1.78 vs 1.41), 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.