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

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.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
-1.17%
-2.99%
DFIC
CIVVX

Returns By Period

In the year-to-date period, DFIC achieves a 5.03% return, which is significantly higher than CIVVX's 3.55% return.


DFIC

YTD

5.03%

1M

-3.75%

6M

-1.17%

1Y

12.03%

5Y (annualized)

N/A

10Y (annualized)

N/A

CIVVX

YTD

3.55%

1M

-5.72%

6M

-2.99%

1Y

7.51%

5Y (annualized)

7.47%

10Y (annualized)

4.80%

Key characteristics


DFICCIVVX
Sharpe Ratio0.930.56
Sortino Ratio1.340.83
Omega Ratio1.161.10
Calmar Ratio1.540.73
Martin Ratio4.532.38
Ulcer Index2.55%3.01%
Daily Std Dev12.46%12.81%
Max Drawdown-24.40%-61.07%
Current Drawdown-7.33%-9.66%

Compare stocks, funds, or ETFs

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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.


CIVVX
Causeway International Value Fund
Expense ratio chart for CIVVX: current value at 1.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.10%
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%

Correlation

-0.50.00.51.00.9

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.

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.


Sharpe ratio
The chart of Sharpe ratio for DFIC, currently valued at 0.93, compared to the broader market0.002.004.000.930.56
The chart of Sortino ratio for DFIC, currently valued at 1.34, compared to the broader market-2.000.002.004.006.008.0010.0012.001.340.83
The chart of Omega ratio for DFIC, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.10
The chart of Calmar ratio for DFIC, currently valued at 1.54, compared to the broader market0.005.0010.0015.001.540.73
The chart of Martin ratio for DFIC, currently valued at 4.53, compared to the broader market0.0020.0040.0060.0080.00100.004.532.38
DFIC
CIVVX

The current DFIC Sharpe Ratio is 0.93, which is higher than the CIVVX Sharpe Ratio of 0.56. 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.93
0.56
DFIC
CIVVX

Dividends

DFIC vs. CIVVX - Dividend Comparison

DFIC's dividend yield for the trailing twelve months is around 2.63%, more than CIVVX's 1.57% yield.


TTM20232022202120202019201820172016201520142013
DFIC
DFA Dimensional International Core Equity 2 ETF
2.63%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
1.57%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.33%
-9.66%
DFIC
CIVVX

Volatility

DFIC vs. CIVVX - Volatility Comparison

DFA Dimensional International Core Equity 2 ETF (DFIC) and Causeway International Value Fund (CIVVX) have volatilities of 3.63% and 3.74%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.63%
3.74%
DFIC
CIVVX