AVIV vs. DFIV
Compare and contrast key facts about Avantis International Large Cap Value ETF (AVIV) and Dimensional International Value ETF (DFIV).
AVIV and DFIV 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. DFIV is an actively managed fund by Dimensional. It was launched on Apr 16, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVIV or DFIV.
Key characteristics
| AVIV | DFIV | |
|---|---|---|
| YTD Return | 5.10% | 8.29% |
| 1Y Return | 15.43% | 17.66% |
| 3Y Return (Ann) | 3.96% | 6.48% |
| Sharpe Ratio | 1.23 | 1.42 |
| Sortino Ratio | 1.72 | 1.94 |
| Omega Ratio | 1.21 | 1.24 |
| Calmar Ratio | 2.13 | 2.48 |
| Martin Ratio | 6.93 | 8.14 |
| Ulcer Index | 2.31% | 2.25% |
| Daily Std Dev | 13.06% | 12.86% |
| Max Drawdown | -27.69% | -25.42% |
| Current Drawdown | -6.18% | -5.76% |
Correlation
The correlation between AVIV and DFIV is 0.98, 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. DFIV - Performance Comparison
In the year-to-date period, AVIV achieves a 5.10% return, which is significantly lower than DFIV's 8.29% 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. DFIV - Expense Ratio Comparison
AVIV has a 0.25% expense ratio, which is lower than DFIV's 0.27% 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
AVIV vs. DFIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Large Cap Value ETF (AVIV) and Dimensional International Value ETF (DFIV). 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. DFIV - Dividend Comparison
AVIV's dividend yield for the trailing twelve months is around 3.67%, less than DFIV's 3.77% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
AVIV Avantis International Large Cap Value ETF | 3.67% | 3.64% | 2.84% | 0.57% |
DFIV Dimensional International Value ETF | 3.77% | 3.93% | 3.84% | 2.31% |
Drawdowns
AVIV vs. DFIV - Drawdown Comparison
The maximum AVIV drawdown since its inception was -27.69%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for AVIV and DFIV. For additional features, visit the drawdowns tool.
Volatility
AVIV vs. DFIV - Volatility Comparison
Avantis International Large Cap Value ETF (AVIV) and Dimensional International Value ETF (DFIV) have volatilities of 4.00% and 3.95%, 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.