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

Correlation

The correlation between DFIV and DFVIX is 0.99, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

DFIV vs. DFVIX - Performance Comparison

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

20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
22.88%
23.65%
DFIV
DFVIX

Key characteristics

Sharpe Ratio

DFIV:

0.03

DFVIX:

0.03

Sortino Ratio

DFIV:

0.14

DFVIX:

0.13

Omega Ratio

DFIV:

1.02

DFVIX:

1.02

Calmar Ratio

DFIV:

0.04

DFVIX:

0.03

Martin Ratio

DFIV:

0.14

DFVIX:

0.12

Ulcer Index

DFIV:

3.38%

DFVIX:

3.38%

Daily Std Dev

DFIV:

15.36%

DFVIX:

15.24%

Max Drawdown

DFIV:

-25.42%

DFVIX:

-67.28%

Current Drawdown

DFIV:

-12.21%

DFVIX:

-11.90%

Returns By Period

In the year-to-date period, DFIV achieves a 0.95% return, which is significantly lower than DFVIX's 1.09% return.


DFIV

YTD

0.95%

1M

-9.94%

6M

-4.76%

1Y

0.83%

5Y*

N/A

10Y*

N/A

DFVIX

YTD

1.09%

1M

-9.77%

6M

-4.52%

1Y

0.73%

5Y*

17.21%

10Y*

4.64%

*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. DFVIX - Expense Ratio Comparison

DFIV has a 0.27% expense ratio, which is higher than DFVIX's 0.24% 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%.


DFIV
Dimensional International Value ETF
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 DFVIX: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFVIX: 0.24%

Risk-Adjusted Performance

DFIV vs. DFVIX — 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 2929
Overall Rank
The Sharpe Ratio Rank of DFIV is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIV is 2828
Sortino Ratio Rank
The Omega Ratio Rank of DFIV is 2929
Omega Ratio Rank
The Calmar Ratio Rank of DFIV is 3131
Calmar Ratio Rank
The Martin Ratio Rank of DFIV is 3030
Martin Ratio Rank

DFVIX
The Risk-Adjusted Performance Rank of DFVIX is 4141
Overall Rank
The Sharpe Ratio Rank of DFVIX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of DFVIX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of DFVIX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of DFVIX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of DFVIX is 4141
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. DFVIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) and DFA International Value III Portfolio (DFVIX). 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 0.03, compared to the broader market-1.000.001.002.003.004.005.00
DFIV: 0.03
DFVIX: 0.03
The chart of Sortino ratio for DFIV, currently valued at 0.14, compared to the broader market-2.000.002.004.006.008.0010.00
DFIV: 0.14
DFVIX: 0.13
The chart of Omega ratio for DFIV, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
DFIV: 1.02
DFVIX: 1.02
The chart of Calmar ratio for DFIV, currently valued at 0.04, compared to the broader market0.005.0010.0015.00
DFIV: 0.04
DFVIX: 0.03
The chart of Martin ratio for DFIV, currently valued at 0.14, compared to the broader market0.0020.0040.0060.0080.00
DFIV: 0.14
DFVIX: 0.12

The current DFIV Sharpe Ratio is 0.03, which is comparable to the DFVIX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of DFIV and DFVIX, 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
0.03
0.03
DFIV
DFVIX

Dividends

DFIV vs. DFVIX - Dividend Comparison

DFIV's dividend yield for the trailing twelve months is around 4.02%, less than DFVIX's 4.20% yield.


TTM20242023202220212020201920182017201620152014
DFIV
Dimensional International Value ETF
4.02%3.88%3.93%3.84%2.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFVIX
DFA International Value III Portfolio
4.20%4.15%4.44%3.82%4.21%2.24%3.53%3.62%3.02%3.43%3.55%5.12%

Drawdowns

DFIV vs. DFVIX - Drawdown Comparison

The maximum DFIV drawdown since its inception was -25.42%, smaller than the maximum DFVIX drawdown of -67.28%. Use the drawdown chart below to compare losses from any high point for DFIV and DFVIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.21%
-11.90%
DFIV
DFVIX

Volatility

DFIV vs. DFVIX - Volatility Comparison

Dimensional International Value ETF (DFIV) and DFA International Value III Portfolio (DFVIX) have volatilities of 8.66% and 8.47%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.66%
8.47%
DFIV
DFVIX
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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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