AVDVX vs. DISV
Compare and contrast key facts about Avantis International Small Cap Value Fund (AVDVX) and Dimensional International Small Cap Value ETF (DISV).
AVDVX is managed by Avantis Investors. It was launched on Dec 3, 2019. DISV is an actively managed fund by Dimensional Fund Advisors. It was launched on Mar 23, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVDVX or DISV.
Key characteristics
| AVDVX | DISV | |
|---|---|---|
| YTD Return | 7.31% | 5.31% |
| 1Y Return | 15.76% | 12.73% |
| Sharpe Ratio | 1.35 | 1.09 |
| Sortino Ratio | 1.90 | 1.54 |
| Omega Ratio | 1.24 | 1.19 |
| Calmar Ratio | 2.37 | 1.82 |
| Martin Ratio | 7.57 | 5.90 |
| Ulcer Index | 2.57% | 2.74% |
| Daily Std Dev | 14.45% | 14.80% |
| Max Drawdown | -43.06% | -26.77% |
| Current Drawdown | -7.07% | -8.88% |
Correlation
The correlation between AVDVX and DISV is 0.97, 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.
Performance
AVDVX vs. DISV - Performance Comparison
In the year-to-date period, AVDVX achieves a 7.31% return, which is significantly higher than DISV's 5.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AVDVX vs. DISV - Expense Ratio Comparison
AVDVX has a 0.36% expense ratio, which is lower than DISV's 0.42% expense ratio.
Risk-Adjusted Performance
AVDVX vs. DISV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value Fund (AVDVX) and Dimensional International Small Cap Value ETF (DISV). 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
AVDVX vs. DISV - Dividend Comparison
AVDVX's dividend yield for the trailing twelve months is around 3.28%, more than DISV's 2.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
AVDVX Avantis International Small Cap Value Fund | 3.28% | 3.52% | 3.33% | 2.46% | 1.35% | 0.39% |
DISV Dimensional International Small Cap Value ETF | 2.82% | 2.73% | 1.23% | 0.00% | 0.00% | 0.00% |
Drawdowns
AVDVX vs. DISV - Drawdown Comparison
The maximum AVDVX drawdown since its inception was -43.06%, which is greater than DISV's maximum drawdown of -26.77%. Use the drawdown chart below to compare losses from any high point for AVDVX and DISV. For additional features, visit the drawdowns tool.
Volatility
AVDVX vs. DISV - Volatility Comparison
The current volatility for Avantis International Small Cap Value Fund (AVDVX) is 3.91%, while Dimensional International Small Cap Value ETF (DISV) has a volatility of 4.29%. This indicates that AVDVX experiences smaller price fluctuations and is considered to be less risky than DISV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.