CIVVX vs. DFAI
Compare and contrast key facts about Causeway International Value Fund (CIVVX) and Dimensional International Core Equity Market ETF (DFAI).
CIVVX is managed by Causeway. It was launched on Oct 25, 2001. DFAI is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Nov 17, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CIVVX or DFAI.
Key characteristics
| CIVVX | DFAI | |
|---|---|---|
| YTD Return | 7.47% | 9.16% |
| 1Y Return | 15.52% | 21.31% |
| 3Y Return (Ann) | 6.82% | 3.04% |
| Sharpe Ratio | 1.24 | 1.68 |
| Sortino Ratio | 1.73 | 2.36 |
| Omega Ratio | 1.22 | 1.29 |
| Calmar Ratio | 2.27 | 2.14 |
| Martin Ratio | 6.33 | 9.61 |
| Ulcer Index | 2.50% | 2.19% |
| Daily Std Dev | 12.74% | 12.52% |
| Max Drawdown | -61.07% | -27.44% |
| Current Drawdown | -6.24% | -4.30% |
Correlation
The correlation between CIVVX and DFAI is 0.89, 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
CIVVX vs. DFAI - Performance Comparison
In the year-to-date period, CIVVX achieves a 7.47% return, which is significantly lower than DFAI's 9.16% 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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CIVVX vs. DFAI - Expense Ratio Comparison
CIVVX has a 1.10% expense ratio, which is higher than DFAI's 0.18% expense ratio.
Risk-Adjusted Performance
CIVVX vs. DFAI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Causeway International Value Fund (CIVVX) and Dimensional International Core Equity Market ETF (DFAI). 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
CIVVX vs. DFAI - Dividend Comparison
CIVVX's dividend yield for the trailing twelve months is around 1.51%, less than DFAI's 2.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIVVX Causeway International Value Fund | 1.51% | 1.63% | 1.54% | 1.60% | 1.11% | 2.95% | 2.51% | 1.73% | 1.69% | 1.70% | 2.31% | 0.82% |
DFAI Dimensional International Core Equity Market ETF | 2.41% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CIVVX vs. DFAI - Drawdown Comparison
The maximum CIVVX drawdown since its inception was -61.07%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for CIVVX and DFAI. For additional features, visit the drawdowns tool.
Volatility
CIVVX vs. DFAI - Volatility Comparison
The current volatility for Causeway International Value Fund (CIVVX) is 3.26%, while Dimensional International Core Equity Market ETF (DFAI) has a volatility of 3.50%. This indicates that CIVVX experiences smaller price fluctuations and is considered to be less risky than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.