DFIV vs. IFLO

Last updated Aug 4, 2026

DFIV (Dimensional International Value ETF) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds. DFIV is actively managed, while IFLO is passively managed. Over the past year, DFIV returned 37.39% vs 37.36% for IFLO. Their correlation of 0.87 means they have usually moved in the same direction. DFIV charges 0.27%/yr vs 0.56%/yr for IFLO.

Performance

DFIV vs. IFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Value ETF (DFIV) and VictoryShares International Free Cash Flow ETF (IFLO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFIV achieves a 16.64% return, which is significantly lower than IFLO's 22.99% return.

DFIV

• 1D: -0.03%
• 1M: 4.34%
• 6M: 9.34%
• YTD: 16.64%
• 1Y: 37.39%
• 3Y*: 23.78%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.08%

IFLO

• 1D: 0.32%
• 1M: 3.40%
• 6M: 17.50%
• YTD: 22.99%
• 1Y: 37.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 34.89%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFIV Dimensional International Value ETF	$79.30M	$68.23M	$67.86M
IFLO VictoryShares International Free Cash Flow ETF	$3.62M	$1.99M	$909.30K

DFIV vs. IFLO - Yearly Performance Comparison

	2026 (YTD)	2025
DFIV Dimensional International Value ETF	16.64%	20.17%
IFLO VictoryShares International Free Cash Flow ETF	22.99%	13.12%

Correlation

The correlation between DFIV and IFLO is 0.86, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.86
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.87

The correlation between DFIV and IFLO has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.

DFIV vs. IFLO - Sectors Allocation Comparison

Sectors	DFIV	IFLO
Financial Services	34.3%	0.8%
Energy	14.1%	14.4%
Basic Materials	10.5%	13.8%
Industrials	9.8%	17.8%
Consumer Cyclical	9.7%	10.8%
Healthcare	5.4%	12.7%
Consumer Defensive	5.2%	6.7%
Communication Services	4.0%	5.3%
Technology	3.1%	16.8%
Utilities	2.3%	0.8%
Real Estate	1.7%	0.0%

Return for Risk

DFIV vs. IFLO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DFIV

DFIV Risk / Return Rank: 92
DFIV Sharpe Ratio Rank: 94
DFIV Sortino Ratio Rank: 94
DFIV Omega Ratio Rank: 93
DFIV Calmar Ratio Rank: 90
DFIV Martin Ratio Rank: 91

IFLO

IFLO Risk / Return Rank: 93
IFLO Sharpe Ratio Rank: 93
IFLO Sortino Ratio Rank: 93
IFLO Omega Ratio Rank: 91
IFLO Calmar Ratio Rank: 95
IFLO Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DFIV vs. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) and VictoryShares International Free Cash Flow ETF (IFLO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DFIV	IFLO	Difference
Sharpe ratio: Return per unit of total volatility	2.71	2.61	+0.10
Sortino ratio: Return per unit of downside risk	3.67	3.65	+0.03
Omega ratio: Gain probability vs. loss probability	1.49	1.46	+0.02
Calmar ratio: Return relative to maximum drawdown	3.89	5.83	-1.94
Martin ratio: Return relative to average drawdown	15.07	20.08	-5.00

DFIV vs. IFLO - Sharpe Ratio Comparison

The current DFIV Sharpe Ratio is 2.71, which is comparable to the IFLO Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of DFIV and IFLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DFIV vs. IFLO - Drawdown Comparison

The maximum DFIV drawdown since its inception was -25.42%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for DFIV and IFLO.

Drawdown Indicators

	DFIV	IFLO	Difference
Max Drawdown Largest peak-to-trough decline	-25.42%	-6.44%	-18.98%
Max Drawdown (1Y) Largest decline over 1 year	-9.66%	-6.44%	-3.22%
Max Drawdown (3Y) Largest decline over 3 years	-14.72%	—	—
Current Drawdown Current decline from peak	-0.50%	-1.41%	+0.91%
Average Drawdown Average peak-to-trough decline	-4.36%	-1.29%	-3.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	1.87%	+0.62%

Volatility

DFIV vs. IFLO - Volatility Comparison

Dimensional International Value ETF (DFIV) and VictoryShares International Free Cash Flow ETF (IFLO) have volatilities of 3.64% 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.

Volatility by Period

	DFIV	IFLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	3.79%	-0.15%
Volatility (6M) Calculated over the trailing 6-month period	11.53%	12.19%	-0.66%
Volatility (1Y) Calculated over the trailing 1-year period	13.91%	14.41%	-0.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.55%	14.56%	+1.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.55%	14.56%	+1.99%

DFIV vs. IFLO - Expense Ratio Comparison

DFIV has a 0.27% expense ratio, which is lower than IFLO's 0.56% expense ratio.

Dividends

DFIV vs. IFLO - Dividend Comparison

DFIV's dividend yield for the trailing twelve months is around 2.58%, more than IFLO's 1.51% yield.

Position	TTM	2025	2024	2023	2022	2021
DFIV Dimensional International Value ETF	2.58%	2.92%	3.88%	3.93%	3.84%	2.30%
IFLO VictoryShares International Free Cash Flow ETF	1.51%	0.73%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFIV and IFLO in my portfolio?

DFIV and IFLO have a correlation of 0.86, 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 IFLO?

IFLO has higher volatility (3.79%) compared to DFIV (3.64%). In terms of maximum drawdown, DFIV dropped -25.42% vs IFLO's -6.44%.

Which ETF is better, DFIV or IFLO?

On 1-year performance, DFIV leads with 37.39% vs 37.36% for IFLO. On fees, DFIV is cheaper at 0.27% per year. On volatility, DFIV has been the lower-risk option at 3.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFIV or IFLO?

Over the 1-year period, DFIV has performed better with a 37.39% return vs 37.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFIV or IFLO?

DFIV is cheaper with a 0.27% expense ratio, compared with 0.56% for IFLO.

Which ETF pays a higher dividend yield, DFIV or IFLO?

DFIV has the higher dividend yield at 2.58%, compared with 1.51% for IFLO.

What is the main difference between DFIV and IFLO?

They also come from different issuers: Dimensional and VictoryShares. Their fees differ too: 0.27% for DFIV and 0.56% for IFLO.

Which has better risk-adjusted returns?

DFIV currently has the higher Sharpe Ratio (2.71 vs 2.61), 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.