CIVVX vs. DFIC
Compare and contrast key facts about Causeway International Value Fund (CIVVX) and DFA Dimensional International Core Equity 2 ETF (DFIC).
CIVVX is managed by Causeway. It was launched on Oct 25, 2001. DFIC is an actively managed fund by Dimensional. It was launched on Mar 23, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CIVVX or DFIC.
Key characteristics
| CIVVX | DFIC | |
|---|---|---|
| YTD Return | 6.85% | 6.97% |
| 1Y Return | 15.17% | 18.83% |
| Sharpe Ratio | 1.16 | 1.41 |
| Sortino Ratio | 1.63 | 2.00 |
| Omega Ratio | 1.20 | 1.25 |
| Calmar Ratio | 2.12 | 2.30 |
| Martin Ratio | 5.99 | 8.14 |
| Ulcer Index | 2.47% | 2.18% |
| Daily Std Dev | 12.74% | 12.56% |
| Max Drawdown | -61.07% | -24.40% |
| Current Drawdown | -6.78% | -5.62% |
Correlation
The correlation between CIVVX and DFIC is 0.91, 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. DFIC - Performance Comparison
The year-to-date returns for both investments are quite close, with CIVVX having a 6.85% return and DFIC slightly higher at 6.97%. 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. DFIC - Expense Ratio Comparison
CIVVX has a 1.10% expense ratio, which is higher than DFIC's 0.23% expense ratio.
Risk-Adjusted Performance
CIVVX vs. DFIC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Causeway International Value Fund (CIVVX) and DFA Dimensional International Core Equity 2 ETF (DFIC). 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. DFIC - Dividend Comparison
CIVVX's dividend yield for the trailing twelve months is around 1.52%, less than DFIC's 2.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIVVX Causeway International Value Fund | 1.52% | 1.63% | 1.54% | 1.60% | 1.11% | 2.95% | 2.51% | 1.73% | 1.69% | 1.70% | 2.31% | 0.82% |
DFIC DFA Dimensional International Core Equity 2 ETF | 2.58% | 2.54% | 1.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CIVVX vs. DFIC - Drawdown Comparison
The maximum CIVVX drawdown since its inception was -61.07%, which is greater than DFIC's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for CIVVX and DFIC. For additional features, visit the drawdowns tool.
Volatility
CIVVX vs. DFIC - Volatility Comparison
Causeway International Value Fund (CIVVX) has a higher volatility of 3.25% compared to DFA Dimensional International Core Equity 2 ETF (DFIC) at 2.96%. This indicates that CIVVX's price experiences larger fluctuations and is considered to be riskier than DFIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.