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DFIV vs. AVDVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFIV and AVDVX is 0.92, 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.


-0.50.00.51.00.9

Performance

DFIV vs. AVDVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Value ETF (DFIV) and Avantis International Small Cap Value Fund (AVDVX). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.74%
-2.41%
DFIV
AVDVX

Key characteristics

Sharpe Ratio

DFIV:

0.58

AVDVX:

0.32

Sortino Ratio

DFIV:

0.83

AVDVX:

0.52

Omega Ratio

DFIV:

1.10

AVDVX:

1.07

Calmar Ratio

DFIV:

0.87

AVDVX:

0.40

Martin Ratio

DFIV:

2.51

AVDVX:

1.28

Ulcer Index

DFIV:

2.88%

AVDVX:

3.55%

Daily Std Dev

DFIV:

12.55%

AVDVX:

14.30%

Max Drawdown

DFIV:

-25.42%

AVDVX:

-43.06%

Current Drawdown

DFIV:

-7.50%

AVDVX:

-10.53%

Returns By Period

In the year-to-date period, DFIV achieves a 6.29% return, which is significantly higher than AVDVX's 3.32% return.


DFIV

YTD

6.29%

1M

-2.63%

6M

-0.71%

1Y

6.85%

5Y*

N/A

10Y*

N/A

AVDVX

YTD

3.32%

1M

-5.00%

6M

-2.57%

1Y

4.02%

5Y*

5.83%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFIV vs. AVDVX - Expense Ratio Comparison

DFIV has a 0.27% expense ratio, which is lower than AVDVX's 0.36% expense ratio.


AVDVX
Avantis International Small Cap Value Fund
Expense ratio chart for AVDVX: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for DFIV: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%

Risk-Adjusted Performance

DFIV vs. AVDVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) and Avantis International Small Cap Value Fund (AVDVX). 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 DFIV, currently valued at 0.58, compared to the broader market0.002.004.000.580.32
The chart of Sortino ratio for DFIV, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.0010.000.830.52
The chart of Omega ratio for DFIV, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.07
The chart of Calmar ratio for DFIV, currently valued at 0.87, compared to the broader market0.005.0010.0015.000.870.40
The chart of Martin ratio for DFIV, currently valued at 2.51, compared to the broader market0.0020.0040.0060.0080.00100.002.511.28
DFIV
AVDVX

The current DFIV Sharpe Ratio is 0.58, which is higher than the AVDVX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of DFIV and AVDVX, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.58
0.32
DFIV
AVDVX

Dividends

DFIV vs. AVDVX - Dividend Comparison

DFIV's dividend yield for the trailing twelve months is around 3.92%, while AVDVX has not paid dividends to shareholders.


TTM20232022202120202019
DFIV
Dimensional International Value ETF
3.92%3.93%3.84%2.31%0.00%0.00%
AVDVX
Avantis International Small Cap Value Fund
0.00%3.52%3.33%2.46%1.35%0.39%

Drawdowns

DFIV vs. AVDVX - Drawdown Comparison

The maximum DFIV drawdown since its inception was -25.42%, smaller than the maximum AVDVX drawdown of -43.06%. Use the drawdown chart below to compare losses from any high point for DFIV and AVDVX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.50%
-10.53%
DFIV
AVDVX

Volatility

DFIV vs. AVDVX - Volatility Comparison

The current volatility for Dimensional International Value ETF (DFIV) is 3.54%, while Avantis International Small Cap Value Fund (AVDVX) has a volatility of 4.82%. This indicates that DFIV experiences smaller price fluctuations and is considered to be less risky than AVDVX 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%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.54%
4.82%
DFIV
AVDVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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