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

Key characteristics


DFIVAVDVX
YTD Return11.92%11.48%
1Y Return23.14%25.24%
3Y Return (Ann)7.51%4.11%
Sharpe Ratio1.761.67
Sortino Ratio2.372.31
Omega Ratio1.301.30
Calmar Ratio2.942.42
Martin Ratio10.179.76
Ulcer Index2.19%2.46%
Daily Std Dev12.67%14.33%
Max Drawdown-25.42%-43.06%
Current Drawdown-2.61%-3.46%

Correlation

-0.50.00.51.00.9

The correlation between DFIV and AVDVX is 0.93, 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

DFIV vs. AVDVX - Performance Comparison

The year-to-date returns for both stocks are quite close, with DFIV having a 11.92% return and AVDVX slightly lower at 11.48%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
2.33%
4.13%
DFIV
AVDVX

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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.


DFIV
Sharpe ratio
The chart of Sharpe ratio for DFIV, currently valued at 1.76, compared to the broader market-2.000.002.004.006.001.76
Sortino ratio
The chart of Sortino ratio for DFIV, currently valued at 2.37, compared to the broader market-2.000.002.004.006.008.0010.0012.002.37
Omega ratio
The chart of Omega ratio for DFIV, currently valued at 1.30, compared to the broader market1.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for DFIV, currently valued at 2.94, compared to the broader market0.005.0010.0015.002.94
Martin ratio
The chart of Martin ratio for DFIV, currently valued at 10.17, compared to the broader market0.0020.0040.0060.0080.00100.0010.17
AVDVX
Sharpe ratio
The chart of Sharpe ratio for AVDVX, currently valued at 1.67, compared to the broader market-2.000.002.004.006.001.67
Sortino ratio
The chart of Sortino ratio for AVDVX, currently valued at 2.31, compared to the broader market-2.000.002.004.006.008.0010.0012.002.31
Omega ratio
The chart of Omega ratio for AVDVX, currently valued at 1.30, compared to the broader market1.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for AVDVX, currently valued at 2.42, compared to the broader market0.005.0010.0015.002.42
Martin ratio
The chart of Martin ratio for AVDVX, currently valued at 9.76, compared to the broader market0.0020.0040.0060.0080.00100.009.76

DFIV vs. AVDVX - Sharpe Ratio Comparison

The current DFIV Sharpe Ratio is 1.76, which is comparable to the AVDVX Sharpe Ratio of 1.67. 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.76
1.67
DFIV
AVDVX

Dividends

DFIV vs. AVDVX - Dividend Comparison

DFIV's dividend yield for the trailing twelve months is around 3.64%, more than AVDVX's 3.16% yield.


TTM20232022202120202019
DFIV
Dimensional International Value ETF
3.64%3.93%3.84%2.31%0.00%0.00%
AVDVX
Avantis International Small Cap Value Fund
3.16%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.61%
-3.46%
DFIV
AVDVX

Volatility

DFIV vs. AVDVX - Volatility Comparison

The current volatility for Dimensional International Value ETF (DFIV) is 3.29%, while Avantis International Small Cap Value Fund (AVDVX) has a volatility of 3.53%. 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%JuneJulyAugustSeptemberOctoberNovember
3.29%
3.53%
DFIV
AVDVX