AVUS vs. DFIV

Last updated Jun 18, 2026

AVUS (Avantis U.S. Equity ETF) and DFIV (Dimensional International Value ETF) are both exchange-traded funds - AVUS is a Large Cap Blend Equities fund actively managed by Avantis, while DFIV is a Foreign Large Cap Equities fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, AVUS returned 20.80%/yr vs 22.47%/yr for DFIV. A 0.74 correlation means they provide meaningful diversification when combined. AVUS charges 0.15%/yr vs 0.27%/yr for DFIV.

Performance

AVUS vs. DFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Equity ETF (AVUS) and Dimensional International Value ETF (DFIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVUS achieves a 13.50% return, which is significantly higher than DFIV's 11.32% return.

AVUS

• 1D: -1.19%
• 1M: 1.90%
• YTD: 13.50%
• 6M: 15.12%
• 1Y: 31.13%
• 3Y*: 20.80%
• 5Y*: 13.53%
• 10Y*: —

DFIV

• 1D: -1.00%
• 1M: 0.11%
• YTD: 11.32%
• 6M: 13.32%
• 1Y: 34.26%
• 3Y*: 22.47%
• 5Y*: —
• 10Y*: —

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

AVUS vs. DFIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
AVUS Avantis U.S. Equity ETF	13.50%	16.68%	20.43%	21.77%	-13.82%	6.71%
DFIV Dimensional International Value ETF	11.32%	45.36%	7.26%	17.75%	-3.70%	0.50%

Correlation

The correlation between AVUS and DFIV is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (All Time) Calculated using the full available price history since Sep 13, 2021	0.74

The correlation between AVUS and DFIV has been stable across timeframes, ranging from 0.69 to 0.74 - a consistent structural relationship.

AVUS vs. DFIV - Sectors Allocation Comparison

Sectors	AVUS	DFIV
Technology	30.5%	3.2%
Financial Services	14.5%	32.4%
Consumer Cyclical	11.4%	10.0%
Industrials	11.2%	9.8%
Communication Services	9.3%	4.3%
Healthcare	7.0%	4.9%
Energy	6.8%	15.3%
Consumer Defensive	4.2%	4.9%
Basic Materials	2.6%	11.4%
Utilities	2.3%	2.2%
Real Estate	0.1%	1.7%

Return for Risk

AVUS vs. DFIV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVUS

AVUS Risk / Return Rank: 83
AVUS Sharpe Ratio Rank: 84
AVUS Sortino Ratio Rank: 82
AVUS Omega Ratio Rank: 81
AVUS Calmar Ratio Rank: 82
AVUS Martin Ratio Rank: 88

DFIV

DFIV Risk / Return Rank: 79
DFIV Sharpe Ratio Rank: 83
DFIV Sortino Ratio Rank: 82
DFIV Omega Ratio Rank: 80
DFIV Calmar Ratio Rank: 75
DFIV Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVUS vs. DFIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Equity ETF (AVUS) 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.

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.

	AVUS	DFIV	Difference
Sharpe ratio: Return per unit of total volatility	2.48	2.45	+0.03
Sortino ratio: Return per unit of downside risk	3.36	3.34	+0.01
Omega ratio: Gain probability vs. loss probability	1.45	1.44	+0.01
Calmar ratio: Return relative to maximum drawdown	3.98	3.56	+0.42
Martin ratio: Return relative to average drawdown	17.80	13.69	+4.11

AVUS vs. DFIV - Sharpe Ratio Comparison

The current AVUS Sharpe Ratio is 2.48, which is comparable to the DFIV Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of AVUS and DFIV, 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

AVUS vs. DFIV - Drawdown Comparison

The maximum AVUS drawdown since its inception was -37.04%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for AVUS and DFIV.

Drawdown Indicators

	AVUS	DFIV	Difference
Max Drawdown Largest peak-to-trough decline	-37.04%	-25.42%	-11.62%
Max Drawdown (1Y) Largest decline over 1 year	-7.85%	-9.66%	+1.81%
Max Drawdown (3Y) Largest decline over 3 years	-19.74%	-14.72%	-5.02%
Max Drawdown (5Y) Largest decline over 5 years	-22.19%	—	—
Current Drawdown Current decline from peak	-1.70%	-1.21%	-0.49%
Average Drawdown Average peak-to-trough decline	-5.07%	-4.45%	-0.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.75%	2.51%	-0.76%

Volatility

AVUS vs. DFIV - Volatility Comparison

Avantis U.S. Equity ETF (AVUS) has a higher volatility of 4.58% compared to Dimensional International Value ETF (DFIV) at 4.32%. This indicates that AVUS's price experiences larger fluctuations and is considered to be riskier than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVUS	DFIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.58%	4.32%	+0.26%
Volatility (6M) Calculated over the trailing 6-month period	9.74%	11.47%	-1.73%
Volatility (1Y) Calculated over the trailing 1-year period	12.64%	14.10%	-1.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.37%	16.64%	+0.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.84%	16.64%	+4.20%

AVUS vs. DFIV - Expense Ratio Comparison

AVUS has a 0.15% 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%.

Dividends

AVUS vs. DFIV - Dividend Comparison

AVUS's dividend yield for the trailing twelve months is around 1.18%, less than DFIV's 2.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVUS Avantis U.S. Equity ETF	1.18%	1.08%	1.27%	1.41%	1.59%	1.08%	1.19%	0.35%
DFIV Dimensional International Value ETF	2.56%	2.92%	3.88%	3.93%	3.84%	2.30%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AVUS and DFIV in my portfolio?

AVUS and DFIV have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVUS or DFIV?

AVUS has higher volatility (4.58%) compared to DFIV (4.32%). In terms of maximum drawdown, AVUS dropped -37.04% vs DFIV's -25.42%.

Which ETF is better, AVUS or DFIV?

On 3-year performance, DFIV leads with 22.47% vs 20.80% for AVUS. On fees, AVUS is cheaper at 0.15% per year. On volatility, DFIV has been the lower-risk option at 4.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVUS or DFIV?

Over the 3-year period, DFIV has performed better with a 22.47% return vs 20.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVUS or DFIV?

AVUS is cheaper with a 0.15% expense ratio, compared with 0.27% for DFIV.

Which ETF pays a higher dividend yield, AVUS or DFIV?

DFIV has the higher dividend yield at 2.56%, compared with 1.18% for AVUS.

What is the main difference between AVUS and DFIV?

AVUS is categorized as Large Cap Blend Equities, while DFIV is Foreign Large Cap Equities. They also come from different issuers: Avantis and Dimensional. Their fees differ too: 0.15% for AVUS and 0.27% for DFIV.

Which has better risk-adjusted returns?

AVUS currently has the higher Sharpe Ratio (2.48 vs 2.45), 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.