AVIG vs. DFCF
Compare and contrast key facts about Avantis Core Fixed Income ETF (AVIG) and Dimensional Core Fixed Income ETF (DFCF).
AVIG and DFCF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVIG is an actively managed fund by American Century Investments. It was launched on Oct 13, 2020. DFCF is an actively managed fund by Dimensional. It was launched on Nov 15, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVIG or DFCF.
Key characteristics
| AVIG | DFCF | |
|---|---|---|
| YTD Return | 2.43% | 2.75% |
| 1Y Return | 9.42% | 9.02% |
| Sharpe Ratio | 1.60 | 1.72 |
| Sortino Ratio | 2.40 | 2.63 |
| Omega Ratio | 1.28 | 1.31 |
| Calmar Ratio | 0.58 | 0.64 |
| Martin Ratio | 5.87 | 6.70 |
| Ulcer Index | 1.58% | 1.39% |
| Daily Std Dev | 5.81% | 5.42% |
| Max Drawdown | -19.64% | -19.56% |
| Current Drawdown | -8.21% | -6.51% |
Correlation
The correlation between AVIG and DFCF 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.
Performance
AVIG vs. DFCF - Performance Comparison
In the year-to-date period, AVIG achieves a 2.43% return, which is significantly lower than DFCF's 2.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AVIG vs. DFCF - Expense Ratio Comparison
AVIG has a 0.15% expense ratio, which is lower than DFCF's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
AVIG vs. DFCF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis Core Fixed Income ETF (AVIG) and Dimensional Core Fixed Income ETF (DFCF). 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
AVIG vs. DFCF - Dividend Comparison
AVIG's dividend yield for the trailing twelve months is around 4.56%, less than DFCF's 4.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
AVIG Avantis Core Fixed Income ETF | 4.56% | 4.06% | 2.54% | 1.12% | 0.22% |
DFCF Dimensional Core Fixed Income ETF | 4.61% | 4.52% | 3.28% | 0.16% | 0.00% |
Drawdowns
AVIG vs. DFCF - Drawdown Comparison
The maximum AVIG drawdown since its inception was -19.64%, roughly equal to the maximum DFCF drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for AVIG and DFCF. For additional features, visit the drawdowns tool.
Volatility
AVIG vs. DFCF - Volatility Comparison
Avantis Core Fixed Income ETF (AVIG) and Dimensional Core Fixed Income ETF (DFCF) have volatilities of 1.71% and 1.72%, 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.