DFISX vs. AVDV
Compare and contrast key facts about DFA International Small Company Portfolio (DFISX) and Avantis International Small Cap Value ETF (AVDV).
DFISX is managed by Dimensional Fund Advisors LP. It was launched on Sep 30, 1996. AVDV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFISX or AVDV.
Key characteristics
| DFISX | AVDV | |
|---|---|---|
| YTD Return | 4.98% | 7.77% |
| 1Y Return | 17.49% | 20.13% |
| 3Y Return (Ann) | -0.84% | 3.11% |
| 5Y Return (Ann) | 5.76% | 7.55% |
| Sharpe Ratio | 1.29 | 1.40 |
| Sortino Ratio | 1.86 | 1.95 |
| Omega Ratio | 1.23 | 1.24 |
| Calmar Ratio | 0.94 | 2.05 |
| Martin Ratio | 7.19 | 8.01 |
| Ulcer Index | 2.42% | 2.55% |
| Daily Std Dev | 13.51% | 14.59% |
| Max Drawdown | -60.66% | -43.01% |
| Current Drawdown | -7.26% | -7.02% |
Correlation
The correlation between DFISX and AVDV is 0.95, 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
DFISX vs. AVDV - Performance Comparison
In the year-to-date period, DFISX achieves a 4.98% return, which is significantly lower than AVDV's 7.77% 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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DFISX vs. AVDV - Expense Ratio Comparison
DFISX has a 0.39% expense ratio, which is higher than AVDV's 0.36% expense ratio.
Risk-Adjusted Performance
DFISX vs. AVDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) and Avantis International Small Cap Value ETF (AVDV). 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
DFISX vs. AVDV - Dividend Comparison
DFISX's dividend yield for the trailing twelve months is around 3.17%, more than AVDV's 3.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 3.17% | 3.02% | 2.31% | 2.53% | 1.71% | 2.42% | 2.61% | 2.36% | 2.59% | 2.17% | 2.63% | 2.44% |
AVDV Avantis International Small Cap Value ETF | 3.13% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFISX vs. AVDV - Drawdown Comparison
The maximum DFISX drawdown since its inception was -60.66%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for DFISX and AVDV. For additional features, visit the drawdowns tool.
Volatility
DFISX vs. AVDV - Volatility Comparison
The current volatility for DFA International Small Company Portfolio (DFISX) is 3.73%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 3.98%. This indicates that DFISX experiences smaller price fluctuations and is considered to be less risky than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.