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DFIV vs. VEA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFIV vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Value ETF (DFIV) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

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DFIV vs. VEA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DFIV
Dimensional International Value ETF
5.98%45.36%7.26%17.75%-3.70%0.08%
VEA
Vanguard FTSE Developed Markets ETF
2.75%35.16%3.15%17.93%-15.34%-1.98%

Returns By Period

In the year-to-date period, DFIV achieves a 5.98% return, which is significantly higher than VEA's 2.75% return.


DFIV

1D
2.74%
1M
-5.65%
YTD
5.98%
6M
15.53%
1Y
38.38%
3Y*
22.24%
5Y*
10Y*

VEA

1D
3.30%
1M
-8.61%
YTD
2.75%
6M
8.94%
1Y
30.06%
3Y*
16.07%
5Y*
8.57%
10Y*
9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFIV vs. VEA - Expense Ratio Comparison

DFIV has a 0.27% expense ratio, which is higher than VEA's 0.03% 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%.


Return for Risk

DFIV vs. VEA — Risk / Return Rank

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

DFIV
DFIV Risk / Return Rank: 9494
Overall Rank
DFIV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DFIV Sortino Ratio Rank: 9595
Sortino Ratio Rank
DFIV Omega Ratio Rank: 9595
Omega Ratio Rank
DFIV Calmar Ratio Rank: 9191
Calmar Ratio Rank
DFIV Martin Ratio Rank: 9494
Martin Ratio Rank

VEA
VEA Risk / Return Rank: 8787
Overall Rank
VEA Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 8888
Sortino Ratio Rank
VEA Omega Ratio Rank: 8888
Omega Ratio Rank
VEA Calmar Ratio Rank: 8787
Calmar Ratio Rank
VEA Martin Ratio Rank: 8787
Martin Ratio Rank
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. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) and Vanguard FTSE Developed Markets ETF (VEA). 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.


DFIVVEADifference

Sharpe ratio

Return per unit of total volatility

2.25

1.72

+0.53

Sortino ratio

Return per unit of downside risk

2.94

2.35

+0.59

Omega ratio

Gain probability vs. loss probability

1.46

1.35

+0.12

Calmar ratio

Return relative to maximum drawdown

3.08

2.50

+0.58

Martin ratio

Return relative to average drawdown

13.72

9.82

+3.90

DFIV vs. VEA - Sharpe Ratio Comparison

The current DFIV Sharpe Ratio is 2.25, which is higher than the VEA Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of DFIV and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFIVVEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

1.72

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.22

+0.67

Correlation

The correlation between DFIV and VEA is 0.94, 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.


Dividends

DFIV vs. VEA - Dividend Comparison

DFIV's dividend yield for the trailing twelve months is around 2.69%, less than VEA's 2.93% yield.


TTM20252024202320222021202020192018201720162015
DFIV
Dimensional International Value ETF
2.69%2.92%3.88%3.93%3.84%2.30%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.93%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%

Drawdowns

DFIV vs. VEA - Drawdown Comparison

The maximum DFIV drawdown since its inception was -25.42%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for DFIV and VEA.


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Drawdown Indicators


DFIVVEADifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-60.68%

+35.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-11.63%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

Current Drawdown

Current decline from peak

-5.95%

-8.71%

+2.76%

Average Drawdown

Average peak-to-trough decline

-4.58%

-13.40%

+8.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.96%

-0.24%

Volatility

DFIV vs. VEA - Volatility Comparison

The current volatility for Dimensional International Value ETF (DFIV) is 6.81%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 8.41%. This indicates that DFIV experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFIVVEADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.81%

8.41%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

11.57%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

17.16%

17.62%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

16.30%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

17.26%

-0.55%