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

Key characteristics


DFICAVDE
YTD Return5.41%6.31%
1Y Return16.19%17.38%
Sharpe Ratio1.291.34
Sortino Ratio1.841.91
Omega Ratio1.231.23
Calmar Ratio2.271.71
Martin Ratio7.227.70
Ulcer Index2.29%2.30%
Daily Std Dev12.78%13.18%
Max Drawdown-24.40%-36.99%
Current Drawdown-7.00%-6.81%

Correlation

-0.50.00.51.01.0

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.

Performance

DFIC vs. AVDE - Performance Comparison

In the year-to-date period, DFIC achieves a 5.41% return, which is significantly lower than AVDE's 6.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
-1.13%
-0.61%
DFIC
AVDE

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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
Expense ratio chart for DFIC: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
Expense ratio chart for AVDE: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

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.


DFIC
Sharpe ratio
The chart of Sharpe ratio for DFIC, currently valued at 1.29, compared to the broader market-2.000.002.004.001.29
Sortino ratio
The chart of Sortino ratio for DFIC, currently valued at 1.84, compared to the broader market-2.000.002.004.006.008.0010.0012.001.84
Omega ratio
The chart of Omega ratio for DFIC, currently valued at 1.23, compared to the broader market1.001.502.002.503.001.23
Calmar ratio
The chart of Calmar ratio for DFIC, currently valued at 2.27, compared to the broader market0.005.0010.0015.002.27
Martin ratio
The chart of Martin ratio for DFIC, currently valued at 7.22, compared to the broader market0.0020.0040.0060.0080.00100.007.22
AVDE
Sharpe ratio
The chart of Sharpe ratio for AVDE, currently valued at 1.34, compared to the broader market-2.000.002.004.001.34
Sortino ratio
The chart of Sortino ratio for AVDE, currently valued at 1.91, compared to the broader market-2.000.002.004.006.008.0010.0012.001.91
Omega ratio
The chart of Omega ratio for AVDE, currently valued at 1.23, compared to the broader market1.001.502.002.503.001.23
Calmar ratio
The chart of Calmar ratio for AVDE, currently valued at 2.38, compared to the broader market0.005.0010.0015.002.38
Martin ratio
The chart of Martin ratio for AVDE, currently valued at 7.70, compared to the broader market0.0020.0040.0060.0080.00100.007.70

DFIC vs. AVDE - Sharpe Ratio Comparison

The current DFIC Sharpe Ratio is 1.29, which is comparable to the AVDE Sharpe Ratio of 1.34. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.29
1.34
DFIC
AVDE

Dividends

DFIC vs. AVDE - Dividend Comparison

DFIC's dividend yield for the trailing twelve months is around 2.62%, less than AVDE's 3.08% yield.


TTM20232022202120202019
DFIC
DFA Dimensional International Core Equity 2 ETF
2.62%2.54%1.48%0.00%0.00%0.00%
AVDE
Avantis International Equity ETF
3.08%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.00%
-6.81%
DFIC
AVDE

Volatility

DFIC vs. AVDE - Volatility Comparison

The current volatility for DFA Dimensional International Core Equity 2 ETF (DFIC) is 3.84%, while Avantis International Equity ETF (AVDE) has a volatility of 4.06%. 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.84%
4.06%
DFIC
AVDE