DFIV vs. EFV
Compare and contrast key facts about Dimensional International Value ETF (DFIV) and iShares MSCI EAFE Value ETF (EFV).
DFIV and EFV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFIV is an actively managed fund by Dimensional. It was launched on Apr 16, 1999. EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIV or EFV.
Key characteristics
| DFIV | EFV | |
|---|---|---|
| YTD Return | 10.06% | 8.18% |
| 1Y Return | 20.94% | 19.74% |
| 3Y Return (Ann) | 7.08% | 6.32% |
| Sharpe Ratio | 1.65 | 1.60 |
| Sortino Ratio | 2.24 | 2.20 |
| Omega Ratio | 1.28 | 1.27 |
| Calmar Ratio | 2.83 | 3.01 |
| Martin Ratio | 9.58 | 9.47 |
| Ulcer Index | 2.20% | 2.09% |
| Daily Std Dev | 12.76% | 12.38% |
| Max Drawdown | -25.42% | -63.94% |
| Current Drawdown | -4.22% | -5.45% |
Correlation
The correlation between DFIV and EFV is 0.98, 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. EFV - Performance Comparison
In the year-to-date period, DFIV achieves a 10.06% return, which is significantly higher than EFV's 8.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFIV vs. EFV - Expense Ratio Comparison
DFIV has a 0.27% expense ratio, which is lower than EFV's 0.39% expense ratio.
Risk-Adjusted Performance
DFIV vs. EFV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) and iShares MSCI EAFE Value ETF (EFV). 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.
Dividends
DFIV vs. EFV - Dividend Comparison
DFIV's dividend yield for the trailing twelve months is around 3.71%, less than EFV's 4.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIV Dimensional International Value ETF | 3.71% | 3.93% | 3.84% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFV iShares MSCI EAFE Value ETF | 4.55% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.27% | 3.59% | 4.87% | 3.19% |
Drawdowns
DFIV vs. EFV - Drawdown Comparison
The maximum DFIV drawdown since its inception was -25.42%, smaller than the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for DFIV and EFV. For additional features, visit the drawdowns tool.
Volatility
DFIV vs. EFV - Volatility Comparison
Dimensional International Value ETF (DFIV) and iShares MSCI EAFE Value ETF (EFV) have volatilities of 3.67% and 3.79%, 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.