PortfoliosLab logo
DFIV vs. AVIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFIV and AVIV is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

DFIV vs. AVIV - Performance Comparison

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

10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
40.17%
29.59%
DFIV
AVIV

Key characteristics

Sharpe Ratio

DFIV:

0.80

AVIV:

0.74

Sortino Ratio

DFIV:

1.18

AVIV:

1.12

Omega Ratio

DFIV:

1.16

AVIV:

1.15

Calmar Ratio

DFIV:

0.94

AVIV:

0.90

Martin Ratio

DFIV:

3.66

AVIV:

3.35

Ulcer Index

DFIV:

3.79%

AVIV:

3.79%

Daily Std Dev

DFIV:

17.48%

AVIV:

17.30%

Max Drawdown

DFIV:

-25.42%

AVIV:

-27.69%

Current Drawdown

DFIV:

-1.79%

AVIV:

-0.65%

Returns By Period

In the year-to-date period, DFIV achieves a 12.94% return, which is significantly higher than AVIV's 12.06% return.


DFIV

YTD

12.94%

1M

-0.45%

6M

10.01%

1Y

14.42%

5Y*

N/A

10Y*

N/A

AVIV

YTD

12.06%

1M

0.88%

6M

8.95%

1Y

13.52%

5Y*

N/A

10Y*

N/A

*Annualized

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. AVIV - Expense Ratio Comparison

DFIV has a 0.27% expense ratio, which is higher than AVIV's 0.25% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for DFIV: current value is 0.27%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFIV: 0.27%
Expense ratio chart for AVIV: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVIV: 0.25%

Risk-Adjusted Performance

DFIV vs. AVIV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFIV
The Risk-Adjusted Performance Rank of DFIV is 7575
Overall Rank
The Sharpe Ratio Rank of DFIV is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIV is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DFIV is 7272
Omega Ratio Rank
The Calmar Ratio Rank of DFIV is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DFIV is 7878
Martin Ratio Rank

AVIV
The Risk-Adjusted Performance Rank of AVIV is 7373
Overall Rank
The Sharpe Ratio Rank of AVIV is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of AVIV is 7171
Sortino Ratio Rank
The Omega Ratio Rank of AVIV is 7070
Omega Ratio Rank
The Calmar Ratio Rank of AVIV is 8080
Calmar Ratio Rank
The Martin Ratio Rank of AVIV is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFIV vs. AVIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) and Avantis International Large Cap Value ETF (AVIV). 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.


The chart of Sharpe ratio for DFIV, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.00
DFIV: 0.80
AVIV: 0.74
The chart of Sortino ratio for DFIV, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.00
DFIV: 1.18
AVIV: 1.12
The chart of Omega ratio for DFIV, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
DFIV: 1.16
AVIV: 1.15
The chart of Calmar ratio for DFIV, currently valued at 0.94, compared to the broader market0.002.004.006.008.0010.0012.00
DFIV: 0.94
AVIV: 0.90
The chart of Martin ratio for DFIV, currently valued at 3.66, compared to the broader market0.0020.0040.0060.00
DFIV: 3.66
AVIV: 3.35

The current DFIV Sharpe Ratio is 0.80, which is comparable to the AVIV Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of DFIV and AVIV, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.80
0.74
DFIV
AVIV

Dividends

DFIV vs. AVIV - Dividend Comparison

DFIV's dividend yield for the trailing twelve months is around 3.59%, more than AVIV's 3.09% yield.


TTM2024202320222021
DFIV
Dimensional International Value ETF
3.59%3.88%3.93%3.84%2.30%
AVIV
Avantis International Large Cap Value ETF
3.09%3.46%3.64%2.84%0.57%

Drawdowns

DFIV vs. AVIV - Drawdown Comparison

The maximum DFIV drawdown since its inception was -25.42%, smaller than the maximum AVIV drawdown of -27.69%. Use the drawdown chart below to compare losses from any high point for DFIV and AVIV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.79%
-0.65%
DFIV
AVIV

Volatility

DFIV vs. AVIV - Volatility Comparison

Dimensional International Value ETF (DFIV) and Avantis International Large Cap Value ETF (AVIV) have volatilities of 11.96% and 11.60%, 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%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.96%
11.60%
DFIV
AVIV