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

Correlation

The correlation between DFIV and FNDF 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. FNDF - Performance Comparison

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

5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
37.48%
25.19%
DFIV
FNDF

Key characteristics

Sharpe Ratio

DFIV:

0.80

FNDF:

0.58

Sortino Ratio

DFIV:

1.18

FNDF:

0.92

Omega Ratio

DFIV:

1.16

FNDF:

1.12

Calmar Ratio

DFIV:

0.94

FNDF:

0.72

Martin Ratio

DFIV:

3.66

FNDF:

2.11

Ulcer Index

DFIV:

3.79%

FNDF:

4.71%

Daily Std Dev

DFIV:

17.48%

FNDF:

17.20%

Max Drawdown

DFIV:

-25.42%

FNDF:

-40.14%

Current Drawdown

DFIV:

-1.79%

FNDF:

-1.20%

Returns By Period

In the year-to-date period, DFIV achieves a 12.94% return, which is significantly higher than FNDF's 11.41% return.


DFIV

YTD

12.94%

1M

-0.45%

6M

10.01%

1Y

14.42%

5Y*

N/A

10Y*

N/A

FNDF

YTD

11.41%

1M

0.35%

6M

6.59%

1Y

10.59%

5Y*

15.35%

10Y*

5.86%

*Annualized

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DFIV vs. FNDF - Expense Ratio Comparison

DFIV has a 0.27% expense ratio, which is higher than FNDF'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 FNDF: 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%
FNDF: 0.25%

Risk-Adjusted Performance

DFIV vs. FNDF — 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

FNDF
The Risk-Adjusted Performance Rank of FNDF is 6363
Overall Rank
The Sharpe Ratio Rank of FNDF is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDF is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FNDF is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FNDF is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FNDF is 6060
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. FNDF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) and Schwab Fundamental International Large Company Index ETF (FNDF). 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
FNDF: 0.58
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
FNDF: 0.92
The chart of Omega ratio for DFIV, currently valued at 1.16, compared to the broader market0.501.001.502.00
DFIV: 1.16
FNDF: 1.12
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
FNDF: 0.72
The chart of Martin ratio for DFIV, currently valued at 3.66, compared to the broader market0.0020.0040.0060.00
DFIV: 3.66
FNDF: 2.11

The current DFIV Sharpe Ratio is 0.80, which is higher than the FNDF Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of DFIV and FNDF, 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
0.58
DFIV
FNDF

Dividends

DFIV vs. FNDF - Dividend Comparison

DFIV's dividend yield for the trailing twelve months is around 3.59%, which matches FNDF's 3.60% yield.


TTM20242023202220212020201920182017201620152014
DFIV
Dimensional International Value ETF
3.59%3.88%3.93%3.84%2.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FNDF
Schwab Fundamental International Large Company Index ETF
3.60%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%1.84%

Drawdowns

DFIV vs. FNDF - Drawdown Comparison

The maximum DFIV drawdown since its inception was -25.42%, smaller than the maximum FNDF drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for DFIV and FNDF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.79%
-1.20%
DFIV
FNDF

Volatility

DFIV vs. FNDF - Volatility Comparison

Dimensional International Value ETF (DFIV) and Schwab Fundamental International Large Company Index ETF (FNDF) have volatilities of 11.96% and 11.43%, 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%
11.43%
DFIV
FNDF