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

Correlation

The correlation between DFIC and CIVVX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

DFIC vs. CIVVX - Performance Comparison

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

5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
22.95%
31.28%
DFIC
CIVVX

Key characteristics

Sharpe Ratio

DFIC:

0.74

CIVVX:

0.27

Sortino Ratio

DFIC:

1.12

CIVVX:

0.48

Omega Ratio

DFIC:

1.15

CIVVX:

1.07

Calmar Ratio

DFIC:

0.93

CIVVX:

0.27

Martin Ratio

DFIC:

2.90

CIVVX:

0.71

Ulcer Index

DFIC:

4.22%

CIVVX:

7.31%

Daily Std Dev

DFIC:

16.64%

CIVVX:

19.24%

Max Drawdown

DFIC:

-24.40%

CIVVX:

-70.48%

Current Drawdown

DFIC:

-0.43%

CIVVX:

-7.17%

Returns By Period

In the year-to-date period, DFIC achieves a 10.95% return, which is significantly higher than CIVVX's 10.27% return.


DFIC

YTD

10.95%

1M

1.28%

6M

7.45%

1Y

13.00%

5Y*

N/A

10Y*

N/A

CIVVX

YTD

10.27%

1M

-2.17%

6M

-2.11%

1Y

5.53%

5Y*

14.99%

10Y*

4.12%

*Annualized

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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.


Expense ratio chart for CIVVX: current value is 1.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CIVVX: 1.10%
Expense ratio chart for DFIC: current value is 0.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFIC: 0.23%

Risk-Adjusted Performance

DFIC vs. CIVVX — 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 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIC is 7171
Sortino Ratio Rank
The Omega Ratio Rank of DFIC is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DFIC is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DFIC is 7272
Martin Ratio Rank

CIVVX
The Risk-Adjusted Performance Rank of CIVVX is 3939
Overall Rank
The Sharpe Ratio Rank of CIVVX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of CIVVX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of CIVVX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of CIVVX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of CIVVX is 3535
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. 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.


The chart of Sharpe ratio for DFIC, currently valued at 0.74, compared to the broader market-1.000.001.002.003.004.00
DFIC: 0.74
CIVVX: 0.27
The chart of Sortino ratio for DFIC, currently valued at 1.12, compared to the broader market-2.000.002.004.006.008.00
DFIC: 1.12
CIVVX: 0.48
The chart of Omega ratio for DFIC, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
DFIC: 1.15
CIVVX: 1.07
The chart of Calmar ratio for DFIC, currently valued at 0.93, compared to the broader market0.002.004.006.008.0010.0012.00
DFIC: 0.93
CIVVX: 0.27
The chart of Martin ratio for DFIC, currently valued at 2.90, compared to the broader market0.0020.0040.0060.00
DFIC: 2.90
CIVVX: 0.71

The current DFIC Sharpe Ratio is 0.74, which is higher than the CIVVX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of DFIC and CIVVX, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.74
0.27
DFIC
CIVVX

Dividends

DFIC vs. CIVVX - Dividend Comparison

DFIC's dividend yield for the trailing twelve months is around 2.77%, more than CIVVX's 1.73% yield.


TTM20242023202220212020201920182017201620152014
DFIC
DFA Dimensional International Core Equity 2 ETF
2.77%2.87%2.54%1.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CIVVX
Causeway International Value Fund
1.73%1.91%1.63%1.54%1.60%1.11%2.95%2.51%1.73%1.69%1.70%2.31%

Drawdowns

DFIC vs. CIVVX - Drawdown Comparison

The maximum DFIC drawdown since its inception was -24.40%, smaller than the maximum CIVVX drawdown of -70.48%. Use the drawdown chart below to compare losses from any high point for DFIC and CIVVX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.43%
-7.17%
DFIC
CIVVX

Volatility

DFIC vs. CIVVX - Volatility Comparison

The current volatility for DFA Dimensional International Core Equity 2 ETF (DFIC) is 11.05%, while Causeway International Value Fund (CIVVX) has a volatility of 12.24%. This indicates that DFIC experiences smaller price fluctuations and is considered to be less risky than CIVVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.05%
12.24%
DFIC
CIVVX