AVNM vs. DFIV
Compare and contrast key facts about Avantis All International Markets Equity ETF (AVNM) and Dimensional International Value ETF (DFIV).
AVNM and DFIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVNM is an actively managed fund by Avantis. It was launched on Jun 27, 2023. 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: AVNM or DFIV.
Key characteristics
| AVNM | DFIV | |
|---|---|---|
| YTD Return | 9.04% | 11.40% |
| 1Y Return | 15.53% | 15.05% |
| Sharpe Ratio | 1.30 | 1.28 |
| Daily Std Dev | 13.08% | 13.19% |
| Max Drawdown | -10.53% | -25.42% |
| Current Drawdown | -1.69% | -1.60% |
Correlation
The correlation between AVNM and DFIV is 0.95, 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
AVNM vs. DFIV - Performance Comparison
In the year-to-date period, AVNM achieves a 9.04% return, which is significantly lower than DFIV's 11.40% 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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AVNM vs. DFIV - Expense Ratio Comparison
AVNM has a 0.31% expense ratio, which is higher than DFIV's 0.27% expense ratio.
Risk-Adjusted Performance
AVNM vs. DFIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis All International Markets Equity ETF (AVNM) 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
AVNM vs. DFIV - Dividend Comparison
AVNM's dividend yield for the trailing twelve months is around 3.20%, less than DFIV's 3.78% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
AVNM Avantis All International Markets Equity ETF | 3.20% | 1.69% | 0.00% | 0.00% |
DFIV Dimensional International Value ETF | 3.78% | 3.93% | 3.84% | 2.30% |
Drawdowns
AVNM vs. DFIV - Drawdown Comparison
The maximum AVNM drawdown since its inception was -10.53%, smaller than the maximum DFIV drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for AVNM and DFIV. For additional features, visit the drawdowns tool.
Volatility
AVNM vs. DFIV - Volatility Comparison
Avantis All International Markets Equity ETF (AVNM) and Dimensional International Value ETF (DFIV) have volatilities of 4.39% and 4.32%, 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.