DFIC vs. CIVVX
Compare and contrast key facts about DFA Dimensional International Core Equity 2 ETF (DFIC) and Causeway International Value Fund (CIVVX).
DFIC is an actively managed fund by Dimensional. It was launched on Mar 23, 2022. CIVVX is managed by Causeway. It was launched on Oct 25, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIC or CIVVX.
Key characteristics
| DFIC | CIVVX | |
|---|---|---|
| YTD Return | 7.21% | 6.23% |
| 1Y Return | 18.53% | 14.31% |
| Sharpe Ratio | 1.52 | 1.08 |
| Sortino Ratio | 2.15 | 1.52 |
| Omega Ratio | 1.27 | 1.19 |
| Calmar Ratio | 2.65 | 1.86 |
| Martin Ratio | 8.58 | 5.37 |
| Ulcer Index | 2.25% | 2.59% |
| Daily Std Dev | 12.68% | 12.83% |
| Max Drawdown | -24.40% | -61.07% |
| Current Drawdown | -5.41% | -7.32% |
Correlation
The correlation between DFIC and CIVVX 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
DFIC vs. CIVVX - Performance Comparison
In the year-to-date period, DFIC achieves a 7.21% return, which is significantly higher than CIVVX's 6.23% 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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DFIC vs. CIVVX - Expense Ratio Comparison
DFIC has a 0.23% expense ratio, which is lower than CIVVX's 1.10% expense ratio.
Risk-Adjusted Performance
DFIC vs. CIVVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional International Core Equity 2 ETF (DFIC) and Causeway International Value Fund (CIVVX). 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
DFIC vs. CIVVX - Dividend Comparison
DFIC's dividend yield for the trailing twelve months is around 2.58%, more than CIVVX's 1.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CIVVX Causeway International Value Fund | 1.53% | 1.63% | 1.54% | 1.60% | 1.11% | 2.95% | 2.51% | 1.73% | 1.69% | 1.70% | 2.31% | 0.82% |
Drawdowns
DFIC vs. CIVVX - Drawdown Comparison
The maximum DFIC drawdown since its inception was -24.40%, smaller than the maximum CIVVX drawdown of -61.07%. Use the drawdown chart below to compare losses from any high point for DFIC and CIVVX. For additional features, visit the drawdowns tool.
Volatility
DFIC vs. CIVVX - Volatility Comparison
DFA Dimensional International Core Equity 2 ETF (DFIC) and Causeway International Value Fund (CIVVX) have volatilities of 3.53% and 3.46%, 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.