AVIV vs. DFAE
Compare and contrast key facts about Avantis International Large Cap Value ETF (AVIV) and Dimensional Emerging Core Equity Market ETF (DFAE).
AVIV and DFAE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVIV is a passively managed fund by Avantis that tracks the performance of the MSCI World ex-U.S. Value Index. It was launched on Sep 29, 2021. DFAE is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Dec 2, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVIV or DFAE.
Key characteristics
| AVIV | DFAE | |
|---|---|---|
| YTD Return | 4.70% | 8.67% |
| 1Y Return | 12.19% | 13.38% |
| 3Y Return (Ann) | 3.82% | -0.38% |
| Sharpe Ratio | 1.15 | 1.07 |
| Sortino Ratio | 1.62 | 1.57 |
| Omega Ratio | 1.20 | 1.19 |
| Calmar Ratio | 1.99 | 0.85 |
| Martin Ratio | 6.39 | 5.63 |
| Ulcer Index | 2.35% | 2.88% |
| Daily Std Dev | 13.06% | 15.15% |
| Max Drawdown | -27.69% | -32.21% |
| Current Drawdown | -6.54% | -8.53% |
Correlation
The correlation between AVIV and DFAE is 0.79, 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
AVIV vs. DFAE - Performance Comparison
In the year-to-date period, AVIV achieves a 4.70% return, which is significantly lower than DFAE's 8.67% 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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AVIV vs. DFAE - Expense Ratio Comparison
AVIV has a 0.25% expense ratio, which is lower than DFAE's 0.35% expense ratio.
Risk-Adjusted Performance
AVIV vs. DFAE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Large Cap Value ETF (AVIV) and Dimensional Emerging Core Equity Market ETF (DFAE). 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
AVIV vs. DFAE - Dividend Comparison
AVIV's dividend yield for the trailing twelve months is around 3.69%, more than DFAE's 2.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
AVIV Avantis International Large Cap Value ETF | 3.69% | 3.64% | 2.84% | 0.57% | 0.00% |
DFAE Dimensional Emerging Core Equity Market ETF | 2.10% | 2.43% | 2.85% | 1.64% | 0.01% |
Drawdowns
AVIV vs. DFAE - Drawdown Comparison
The maximum AVIV drawdown since its inception was -27.69%, smaller than the maximum DFAE drawdown of -32.21%. Use the drawdown chart below to compare losses from any high point for AVIV and DFAE. For additional features, visit the drawdowns tool.
Volatility
AVIV vs. DFAE - Volatility Comparison
The current volatility for Avantis International Large Cap Value ETF (AVIV) is 3.87%, while Dimensional Emerging Core Equity Market ETF (DFAE) has a volatility of 4.84%. This indicates that AVIV experiences smaller price fluctuations and is considered to be less risky than DFAE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.