PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DFIV vs. AVDVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
-1.15%
-0.62%
DFIV
AVDVX

Returns By Period

In the year-to-date period, DFIV achieves a 9.49% return, which is significantly higher than AVDVX's 8.16% return.


DFIV

YTD

9.49%

1M

-2.77%

6M

-1.29%

1Y

15.10%

5Y (annualized)

N/A

10Y (annualized)

N/A

AVDVX

YTD

8.16%

1M

-3.93%

6M

-0.70%

1Y

16.26%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


DFIVAVDVX
Sharpe Ratio1.341.29
Sortino Ratio1.811.80
Omega Ratio1.231.23
Calmar Ratio2.292.23
Martin Ratio7.186.81
Ulcer Index2.35%2.68%
Daily Std Dev12.56%14.05%
Max Drawdown-25.42%-43.06%
Current Drawdown-4.72%-6.33%

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%

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.

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 1.34, compared to the broader market0.002.004.001.341.29
The chart of Sortino ratio for DFIV, currently valued at 1.81, compared to the broader market-2.000.002.004.006.008.0010.001.811.80
The chart of Omega ratio for DFIV, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.23
The chart of Calmar ratio for DFIV, currently valued at 2.29, compared to the broader market0.005.0010.0015.002.292.23
The chart of Martin ratio for DFIV, currently valued at 7.18, compared to the broader market0.0020.0040.0060.0080.00100.007.186.81
DFIV
AVDVX

The current DFIV Sharpe Ratio is 1.34, which is comparable to the AVDVX Sharpe Ratio of 1.29. 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
1.34
1.29
DFIV
AVDVX

Dividends

DFIV vs. AVDVX - Dividend Comparison

DFIV's dividend yield for the trailing twelve months is around 3.72%, more than AVDVX's 3.25% yield.


TTM20232022202120202019
DFIV
Dimensional International Value ETF
3.72%3.93%3.84%2.31%0.00%0.00%
AVDVX
Avantis International Small Cap Value Fund
3.25%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
-4.72%
-6.33%
DFIV
AVDVX

Volatility

DFIV vs. AVDVX - Volatility Comparison

Dimensional International Value ETF (DFIV) and Avantis International Small Cap Value Fund (AVDVX) have volatilities of 3.85% and 3.99%, 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%7.00%JuneJulyAugustSeptemberOctoberNovember
3.85%
3.99%
DFIV
AVDVX