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AVDVX vs. DISVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

AVDVX vs. DISVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Small Cap Value Fund (AVDVX) and DFA International Small Cap Value Portfolio (DISVX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.63%
-0.68%
AVDVX
DISVX

Returns By Period

The year-to-date returns for both stocks are quite close, with AVDVX having a 8.76% return and DISVX slightly lower at 8.63%.


AVDVX

YTD

8.76%

1M

-0.54%

6M

0.63%

1Y

16.90%

5Y (annualized)

N/A

10Y (annualized)

N/A

DISVX

YTD

8.63%

1M

-1.74%

6M

-0.68%

1Y

16.04%

5Y (annualized)

6.86%

10Y (annualized)

4.15%

Key characteristics


AVDVXDISVX
Sharpe Ratio1.211.18
Sortino Ratio1.681.65
Omega Ratio1.211.21
Calmar Ratio2.062.03
Martin Ratio6.055.73
Ulcer Index2.79%2.80%
Daily Std Dev14.02%13.58%
Max Drawdown-43.06%-63.79%
Current Drawdown-5.82%-6.65%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AVDVX vs. DISVX - Expense Ratio Comparison

AVDVX has a 0.36% expense ratio, which is lower than DISVX's 0.46% expense ratio.


DISVX
DFA International Small Cap Value Portfolio
Expense ratio chart for DISVX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for AVDVX: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Correlation

-0.50.00.51.01.0

The correlation between AVDVX and DISVX 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.

Risk-Adjusted Performance

AVDVX vs. DISVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value Fund (AVDVX) 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.


Sharpe ratio
The chart of Sharpe ratio for AVDVX, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.005.001.211.18
The chart of Sortino ratio for AVDVX, currently valued at 1.68, compared to the broader market0.005.0010.001.681.65
The chart of Omega ratio for AVDVX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.21
The chart of Calmar ratio for AVDVX, currently valued at 2.06, compared to the broader market0.005.0010.0015.0020.002.062.03
The chart of Martin ratio for AVDVX, currently valued at 6.05, compared to the broader market0.0020.0040.0060.0080.00100.006.055.73
AVDVX
DISVX

The current AVDVX Sharpe Ratio is 1.21, which is comparable to the DISVX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of AVDVX and DISVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.21
1.18
AVDVX
DISVX

Dividends

AVDVX vs. DISVX - Dividend Comparison

AVDVX's dividend yield for the trailing twelve months is around 3.24%, less than DISVX's 3.91% yield.


TTM20232022202120202019201820172016201520142013
AVDVX
Avantis International Small Cap Value Fund
3.24%3.52%3.33%2.46%1.35%0.39%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

AVDVX vs. DISVX - Drawdown Comparison

The maximum AVDVX drawdown since its inception was -43.06%, smaller than the maximum DISVX drawdown of -63.79%. Use the drawdown chart below to compare losses from any high point for AVDVX and DISVX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.82%
-6.65%
AVDVX
DISVX

Volatility

AVDVX vs. DISVX - Volatility Comparison

Avantis International Small Cap Value Fund (AVDVX) and DFA International Small Cap Value Portfolio (DISVX) have volatilities of 3.72% and 3.89%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.72%
3.89%
AVDVX
DISVX