DFIC vs. AVDE

Last updated Apr 1, 2026

Compare and contrast key facts about DFA Dimensional International Core Equity 2 ETF (DFIC) and Avantis International Equity ETF (AVDE).

DFIC and AVDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFIC is an actively managed fund by Dimensional. It was launched on Mar 23, 2022. AVDE is a passively managed fund by American Century that tracks the performance of the MSCI World ex-USA IMI Index. It was launched on Sep 24, 2019.

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.

DFIC vs. AVDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFIC DFA Dimensional International Core Equity 2 ETF	3.32%	37.09%	4.10%	17.32%	-9.27%
AVDE Avantis International Equity ETF	3.18%	38.05%	4.88%	17.18%	-9.57%

Returns By Period

The year-to-date returns for both stocks are quite close, with DFIC having a 3.32% return and AVDE slightly lower at 3.18%.

DFIC

• 1D: 3.02%
• 1M: -7.56%
• YTD: 3.32%
• 6M: 9.34%
• 1Y: 31.43%
• 3Y*: 17.04%
• 5Y*: —
• 10Y*: —

AVDE

• 1D: 3.17%
• 1M: -7.88%
• YTD: 3.18%
• 6M: 8.89%
• 1Y: 31.90%
• 3Y*: 17.75%
• 5Y*: 9.87%
• 10Y*: —

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

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%.

DFIC

DFA Dimensional International Core Equity 2 ETF

AVDE

Avantis International Equity ETF

Return for Risk

DFIC vs. AVDE — Risk / Return Rank

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

DFIC

DFIC Risk / Return Rank: 90
DFIC Sharpe Ratio Rank: 90
DFIC Sortino Ratio Rank: 91
DFIC Omega Ratio Rank: 92
DFIC Calmar Ratio Rank: 89
DFIC Martin Ratio Rank: 90

AVDE

AVDE Risk / Return Rank: 90
AVDE Sharpe Ratio Rank: 90
AVDE Sortino Ratio Rank: 91
AVDE Omega Ratio Rank: 92
AVDE Calmar Ratio Rank: 89
AVDE Martin Ratio Rank: 89

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.

DFIC vs. AVDE - Risk-Adjusted Trends 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.

	DFIC	AVDE	Difference
Sharpe ratio Return per unit of total volatility	1.93	1.88	+0.04
Sortino ratio Return per unit of downside risk	2.57	2.52	+0.05
Omega ratio Gain probability vs. loss probability	1.40	1.39	+0.01
Calmar ratio Return relative to maximum drawdown	2.75	2.67	+0.08
Martin ratio Return relative to average drawdown	11.02	10.64	+0.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFIC vs. AVDE - Sharpe Ratio Comparison

The current DFIC Sharpe Ratio is 1.93, which is comparable to the AVDE Sharpe Ratio of 1.88. 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.

Sharpe Ratios by Period

	DFIC	AVDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.93	1.88	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.60	+0.14

Correlation

The correlation between DFIC and AVDE is 0.99, 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.

Dividends

DFIC vs. AVDE - Dividend Comparison

DFIC's dividend yield for the trailing twelve months is around 2.43%, less than AVDE's 2.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
DFIC DFA Dimensional International Core Equity 2 ETF	2.43%	2.54%	2.87%	2.55%	1.47%	0.00%	0.00%	0.00%
AVDE Avantis International Equity ETF	2.70%	2.66%	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.

Drawdown Indicators

	DFIC	AVDE	Difference
Max Drawdown Largest peak-to-trough decline	-24.40%	-36.99%	+12.59%
Max Drawdown (1Y) Largest decline over 1 year	-11.00%	-11.48%	+0.48%
Max Drawdown (5Y) Largest decline over 5 years	—	-28.73%	—
Current Drawdown Current decline from peak	-7.56%	-7.96%	+0.40%
Average Drawdown Average peak-to-trough decline	-4.64%	-6.26%	+1.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.74%	2.88%	-0.14%

Volatility

DFIC vs. AVDE - Volatility Comparison

The current volatility for DFA Dimensional International Core Equity 2 ETF (DFIC) is 7.20%, while Avantis International Equity ETF (AVDE) has a volatility of 7.58%. This indicates that DFIC experiences smaller price fluctuations and is considered to be less risky than AVDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFIC	AVDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.20%	7.58%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	10.43%	10.90%	-0.47%
Volatility (1Y) Calculated over the trailing 1-year period	16.43%	17.05%	-0.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.19%	16.15%	+0.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.19%	18.94%	-2.75%