AVSD vs. DIHP

Last updated Aug 2, 2026

AVSD (Avantis Responsible International Equity ETF) and DIHP (Dimensional International High Profitability ETF) are both Foreign Large Cap Equities funds. AVSD is passively managed, while DIHP is actively managed. Over the past 3 years, AVSD returned 19.01%/yr vs 14.09%/yr for DIHP. Their 0.97 correlation means they have historically moved very closely together. AVSD charges 0.23%/yr vs 0.29%/yr for DIHP.

Performance

AVSD vs. DIHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Responsible International Equity ETF (AVSD) and Dimensional International High Profitability ETF (DIHP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with AVSD having a 10.90% return and DIHP slightly lower at 10.38%.

AVSD

• 1D: -0.62%
• 1M: 0.86%
• 6M: 6.38%
• YTD: 10.90%
• 1Y: 24.88%
• 3Y*: 19.01%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.42%

DIHP

• 1D: -0.63%
• 1M: 0.88%
• 6M: 5.47%
• YTD: 10.38%
• 1Y: 22.80%
• 3Y*: 14.09%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 10.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVSD Avantis Responsible International Equity ETF	$6.31M	$8.49M	$3.42M
DIHP Dimensional International High Profitability ETF	$22.21M	$21.04M	$21.99M

AVSD vs. DIHP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AVSD Avantis Responsible International Equity ETF	10.90%	37.07%	6.69%	17.49%	-9.62%
DIHP Dimensional International High Profitability ETF	10.38%	28.26%	0.50%	19.07%	-10.60%

Correlation

The correlation between AVSD and DIHP is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.96
Correlation (3Y) Balances recent behavior with more history.	0.96
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022	0.97

The correlation between AVSD and DIHP has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

AVSD vs. DIHP - Sectors Allocation Comparison

Sectors	AVSD	DIHP
Financial Services	32.5%	9.4%
Industrials	16.3%	22.6%
Consumer Cyclical	11.6%	10.6%
Technology	11.0%	15.2%
Healthcare	7.8%	11.6%
Basic Materials	5.8%	6.4%
Consumer Defensive	5.0%	9.3%
Communication Services	4.9%	6.7%
Utilities	2.7%	2.7%
Real Estate	2.1%	0.4%
Energy	0.3%	5.1%

Return for Risk

AVSD vs. DIHP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AVSD

AVSD Risk / Return Rank: 65
AVSD Sharpe Ratio Rank: 69
AVSD Sortino Ratio Rank: 70
AVSD Omega Ratio Rank: 67
AVSD Calmar Ratio Rank: 56
AVSD Martin Ratio Rank: 64

DIHP

DIHP Risk / Return Rank: 66
DIHP Sharpe Ratio Rank: 70
DIHP Sortino Ratio Rank: 70
DIHP Omega Ratio Rank: 69
DIHP Calmar Ratio Rank: 60
DIHP Martin Ratio Rank: 62

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AVSD vs. DIHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Responsible International Equity ETF (AVSD) and Dimensional International High Profitability ETF (DIHP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AVSD	DIHP	Difference
Sharpe ratio: Return per unit of total volatility	1.57	1.60	-0.03
Sortino ratio: Return per unit of downside risk	2.27	2.26	0.00
Omega ratio: Gain probability vs. loss probability	1.28	1.29	-0.01
Calmar ratio: Return relative to maximum drawdown	1.98	2.09	-0.11
Martin ratio: Return relative to average drawdown	7.62	7.51	+0.11

AVSD vs. DIHP - Sharpe Ratio Comparison

The current AVSD Sharpe Ratio is 1.57, which is comparable to the DIHP Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of AVSD and DIHP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AVSD vs. DIHP - Drawdown Comparison

The maximum AVSD drawdown since its inception was -25.56%, roughly equal to the maximum DIHP drawdown of -24.94%. Use the drawdown chart below to compare losses from any high point for AVSD and DIHP.

Drawdown Indicators

	AVSD	DIHP	Difference
Max Drawdown Largest peak-to-trough decline	-25.56%	-24.94%	-0.62%
Max Drawdown (1Y) Largest decline over 1 year	-12.63%	-10.92%	-1.71%
Max Drawdown (3Y) Largest decline over 3 years	-13.30%	-12.42%	-0.88%
Current Drawdown Current decline from peak	-0.62%	-0.65%	+0.03%
Average Drawdown Average peak-to-trough decline	-4.79%	-4.75%	-0.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.27%	3.04%	+0.23%

Volatility

AVSD vs. DIHP - Volatility Comparison

Avantis Responsible International Equity ETF (AVSD) has a higher volatility of 4.76% compared to Dimensional International High Profitability ETF (DIHP) at 3.72%. This indicates that AVSD's price experiences larger fluctuations and is considered to be riskier than DIHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVSD	DIHP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.76%	3.72%	+1.04%
Volatility (6M) Calculated over the trailing 6-month period	13.95%	12.33%	+1.62%
Volatility (1Y) Calculated over the trailing 1-year period	15.94%	14.35%	+1.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.67%	16.22%	+0.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.67%	16.22%	+0.45%

AVSD vs. DIHP - Expense Ratio Comparison

AVSD has a 0.23% expense ratio, which is lower than DIHP's 0.29% expense ratio.

Dividends

AVSD vs. DIHP - Dividend Comparison

AVSD's dividend yield for the trailing twelve months is around 2.30%, more than DIHP's 1.92% yield.

Position	TTM	2025	2024	2023	2022
AVSD Avantis Responsible International Equity ETF	2.30%	2.54%	3.25%	2.53%	1.35%
DIHP Dimensional International High Profitability ETF	1.92%	2.02%	2.30%	2.17%	1.69%

Frequently Asked Questions

Can I hold both AVSD and DIHP in my portfolio?

With a correlation of 0.96, AVSD and DIHP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AVSD or DIHP?

AVSD has higher volatility (4.76%) compared to DIHP (3.72%). In terms of maximum drawdown, AVSD dropped -25.56% vs DIHP's -24.94%.

Which ETF is better, AVSD or DIHP?

On 3-year performance, AVSD leads with 19.01% vs 14.09% for DIHP. On fees, AVSD is cheaper at 0.23% per year. On volatility, DIHP has been the lower-risk option at 3.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVSD or DIHP?

Over the 3-year period, AVSD has performed better with a 19.01% return vs 14.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVSD or DIHP?

AVSD is cheaper with a 0.23% expense ratio, compared with 0.29% for DIHP.

Which ETF pays a higher dividend yield, AVSD or DIHP?

AVSD has the higher dividend yield at 2.30%, compared with 1.92% for DIHP.

What is the main difference between AVSD and DIHP?

They also come from different issuers: Avantis and Dimensional. Their fees differ too: 0.23% for AVSD and 0.29% for DIHP.

Which has better risk-adjusted returns?

DIHP currently has the higher Sharpe Ratio (1.60 vs 1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.