DFIV vs. FUND

Last updated Jun 4, 2026

DFIV (Dimensional International Value ETF) is Foreign Large Cap Equities fund actively managed by Dimensional, while FUND (Sprott Focus Trust, Inc.) is a stock. Over the past 3 years, DFIV returned 23.90%/yr vs 17.50%/yr for FUND. A 0.67 correlation means they provide meaningful diversification when combined.

Performance

DFIV vs. FUND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Value ETF (DFIV) and Sprott Focus Trust, Inc. (FUND). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFIV achieves a 11.54% return, which is significantly lower than FUND's 18.68% return.

DFIV

• 1D: -0.70%
• 1M: 2.57%
• YTD: 11.54%
• 6M: 15.41%
• 1Y: 34.88%
• 3Y*: 23.90%
• 5Y*: —
• 10Y*: —

FUND

• 1D: -2.35%
• 1M: 1.50%
• YTD: 18.68%
• 6M: 21.28%
• 1Y: 48.36%
• 3Y*: 17.50%
• 5Y*: 10.91%
• 10Y*: 13.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFIV vs. FUND - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DFIV Dimensional International Value ETF	11.54%	45.36%	7.26%	17.75%	-3.70%	0.08%
FUND Sprott Focus Trust, Inc.	18.68%	27.57%	-1.08%	6.94%	-1.16%	8.92%

Correlation

The correlation between DFIV and FUND is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (All Time) Calculated using the full available price history since Sep 14, 2021	0.67

The correlation between DFIV and FUND has been stable across timeframes, ranging from 0.62 to 0.67 - a consistent structural relationship.

Return for Risk

DFIV vs. FUND — Risk / Return Rank

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

DFIV

DFIV Risk / Return Rank: 75
DFIV Sharpe Ratio Rank: 77
DFIV Sortino Ratio Rank: 76
DFIV Omega Ratio Rank: 75
DFIV Calmar Ratio Rank: 71
DFIV Martin Ratio Rank: 73

FUND

FUND Risk / Return Rank: 94
FUND Sharpe Ratio Rank: 95
FUND Sortino Ratio Rank: 94
FUND Omega Ratio Rank: 94
FUND Calmar Ratio Rank: 90
FUND Martin Ratio Rank: 96

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFIV vs. FUND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) and Sprott Focus Trust, Inc. (FUND). 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.

	DFIV	FUND	Difference
Sharpe ratio: Return per unit of total volatility	2.56	3.19	-0.62
Sortino ratio: Return per unit of downside risk	3.50	4.00	-0.50
Omega ratio: Gain probability vs. loss probability	1.46	1.53	-0.07
Calmar ratio: Return relative to maximum drawdown	3.63	4.71	-1.08
Martin ratio: Return relative to average drawdown	14.02	21.99	-7.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFIV vs. FUND - Sharpe Ratio Comparison

The current DFIV Sharpe Ratio is 2.56, which is comparable to the FUND Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of DFIV and FUND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DFIV	FUND	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.56	3.19	-0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.59	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	0.32	+0.61

Drawdowns

DFIV vs. FUND - Drawdown Comparison

The maximum DFIV drawdown since its inception was -25.42%, smaller than the maximum FUND drawdown of -65.37%. Use the drawdown chart below to compare losses from any high point for DFIV and FUND.

Drawdown Indicators

	DFIV	FUND	Difference
Max Drawdown Largest peak-to-trough decline	-25.42%	-65.37%	+39.95%
Max Drawdown (1Y) Largest decline over 1 year	-9.66%	-10.32%	+0.66%
Max Drawdown (3Y) Largest decline over 3 years	-14.72%	-18.25%	+3.53%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.67%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.32%	—
Current Drawdown Current decline from peak	-1.02%	-2.35%	+1.33%
Average Drawdown Average peak-to-trough decline	-4.48%	-12.34%	+7.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	2.21%	+0.28%

Volatility

DFIV vs. FUND - Volatility Comparison

The current volatility for Dimensional International Value ETF (DFIV) is 3.89%, while Sprott Focus Trust, Inc. (FUND) has a volatility of 5.35%. This indicates that DFIV experiences smaller price fluctuations and is considered to be less risky than FUND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFIV	FUND	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.89%	5.35%	-1.46%
Volatility (6M) Calculated over the trailing 6-month period	10.99%	12.04%	-1.05%
Volatility (1Y) Calculated over the trailing 1-year period	13.69%	15.30%	-1.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.63%	18.69%	-2.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.63%	19.71%	-3.08%

Dividends

DFIV vs. FUND - Dividend Comparison

DFIV's dividend yield for the trailing twelve months is around 2.55%, less than FUND's 5.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFIV Dimensional International Value ETF	2.55%	2.92%	3.88%	3.93%	3.84%	2.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FUND Sprott Focus Trust, Inc.	5.71%	6.65%	8.27%	6.22%	6.72%	8.79%	7.93%	6.30%	11.92%	6.59%	5.76%	7.59%

Frequently Asked Questions

Can I hold both DFIV and FUND in my portfolio?

DFIV and FUND have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFIV or FUND?

FUND has higher volatility (5.35%) compared to DFIV (3.89%). In terms of maximum drawdown, DFIV dropped -25.42% vs FUND's -65.37%.

Which has better risk-adjusted returns?

FUND currently has the higher Sharpe Ratio (3.19 vs 2.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.