AVDV vs. DISVX
Compare and contrast key facts about Avantis International Small Cap Value ETF (AVDV) and DFA International Small Cap Value Portfolio (DISVX).
AVDV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019. DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVDV or DISVX.
Performance
AVDV vs. DISVX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with AVDV having a 8.52% return and DISVX slightly higher at 8.63%.
AVDV
8.52%
-4.01%
0.04%
16.84%
7.71%
N/A
DISVX
8.63%
-4.37%
-1.45%
15.81%
6.87%
4.24%
Key characteristics
| AVDV | DISVX | |
|---|---|---|
| Sharpe Ratio | 1.32 | 1.29 |
| Sortino Ratio | 1.83 | 1.79 |
| Omega Ratio | 1.23 | 1.23 |
| Calmar Ratio | 2.33 | 2.24 |
| Martin Ratio | 6.98 | 6.63 |
| Ulcer Index | 2.70% | 2.66% |
| Daily Std Dev | 14.18% | 13.61% |
| Max Drawdown | -43.01% | -63.79% |
| Current Drawdown | -6.37% | -6.65% |
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AVDV vs. DISVX - Expense Ratio Comparison
AVDV has a 0.36% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Correlation
The correlation between AVDV and DISVX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
AVDV vs. DISVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value ETF (AVDV) and DFA International Small Cap Value Portfolio (DISVX). 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.
Dividends
AVDV vs. DISVX - Dividend Comparison
AVDV's dividend yield for the trailing twelve months is around 3.11%, less than DISVX's 3.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 3.11% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DISVX DFA International Small Cap Value Portfolio | 3.91% | 3.75% | 2.40% | 2.76% | 1.85% | 2.47% | 2.20% | 2.54% | 2.60% | 2.01% | 2.09% | 2.12% |
Drawdowns
AVDV vs. DISVX - Drawdown Comparison
The maximum AVDV drawdown since its inception was -43.01%, smaller than the maximum DISVX drawdown of -63.79%. Use the drawdown chart below to compare losses from any high point for AVDV and DISVX. For additional features, visit the drawdowns tool.
Volatility
AVDV vs. DISVX - Volatility Comparison
The current volatility for Avantis International Small Cap Value ETF (AVDV) is 3.94%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 4.16%. This indicates that AVDV experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.