PortfoliosLab logo
DFIC vs. AVDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFIC and AVDE is 0.74, 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

DFIC vs. AVDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Dimensional International Core Equity 2 ETF (DFIC) and Avantis International Equity ETF (AVDE). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

DFIC:

0.70

AVDE:

0.73

Sortino Ratio

DFIC:

1.21

AVDE:

1.24

Omega Ratio

DFIC:

1.17

AVDE:

1.17

Calmar Ratio

DFIC:

1.01

AVDE:

1.05

Martin Ratio

DFIC:

3.13

AVDE:

3.40

Ulcer Index

DFIC:

4.22%

AVDE:

4.16%

Daily Std Dev

DFIC:

16.58%

AVDE:

17.20%

Max Drawdown

DFIC:

-24.40%

AVDE:

-36.99%

Current Drawdown

DFIC:

0.00%

AVDE:

0.00%

Returns By Period

The year-to-date returns for both investments are quite close, with DFIC having a 15.26% return and AVDE slightly higher at 15.69%.


DFIC

YTD

15.26%

1M

7.84%

6M

14.30%

1Y

11.48%

5Y*

N/A

10Y*

N/A

AVDE

YTD

15.69%

1M

8.20%

6M

14.68%

1Y

12.43%

5Y*

14.29%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFIC vs. AVDE - Expense Ratio Comparison

Both DFIC and AVDE have an expense ratio of 0.23%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

DFIC vs. AVDE — Risk-Adjusted Performance Rank

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

DFIC
The Risk-Adjusted Performance Rank of DFIC is 7373
Overall Rank
The Sharpe Ratio Rank of DFIC is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIC is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DFIC is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DFIC is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DFIC is 7474
Martin Ratio Rank

AVDE
The Risk-Adjusted Performance Rank of AVDE is 7575
Overall Rank
The Sharpe Ratio Rank of AVDE is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDE is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AVDE is 7474
Omega Ratio Rank
The Calmar Ratio Rank of AVDE is 8383
Calmar Ratio Rank
The Martin Ratio Rank of AVDE is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFIC vs. AVDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional International Core Equity 2 ETF (DFIC) and Avantis International Equity ETF (AVDE). 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.


The current DFIC Sharpe Ratio is 0.70, which is comparable to the AVDE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of DFIC and AVDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

DFIC vs. AVDE - Dividend Comparison

DFIC's dividend yield for the trailing twelve months is around 2.66%, less than AVDE's 2.85% yield.


TTM202420232022202120202019
DFIC
DFA Dimensional International Core Equity 2 ETF
2.66%2.87%2.54%1.48%0.00%0.00%0.00%
AVDE
Avantis International Equity ETF
2.85%3.29%3.01%2.79%2.46%1.63%0.29%

Drawdowns

DFIC vs. AVDE - Drawdown Comparison

The maximum DFIC drawdown since its inception was -24.40%, smaller than the maximum AVDE drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for DFIC and AVDE. For additional features, visit the drawdowns tool.


Loading data...

Volatility

DFIC vs. AVDE - Volatility Comparison

DFA Dimensional International Core Equity 2 ETF (DFIC) and Avantis International Equity ETF (AVDE) have volatilities of 3.07% and 3.12%, 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.


Loading data...