DFIV vs. VYMI
Compare and contrast key facts about Dimensional International Value ETF (DFIV) and Vanguard International High Dividend Yield ETF (VYMI).
DFIV and VYMI 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. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIV or VYMI.
Key characteristics
| DFIV | VYMI | |
|---|---|---|
| YTD Return | 12.03% | 11.14% |
| 1Y Return | 16.30% | 17.82% |
| 3Y Return (Ann) | 8.92% | 7.42% |
| Sharpe Ratio | 1.20 | 1.44 |
| Daily Std Dev | 13.14% | 12.16% |
| Max Drawdown | -25.42% | -40.00% |
| Current Drawdown | -1.04% | -0.51% |
Correlation
The correlation between DFIV and VYMI 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. VYMI - Performance Comparison
In the year-to-date period, DFIV achieves a 12.03% return, which is significantly higher than VYMI's 11.14% 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. VYMI - Expense Ratio Comparison
DFIV has a 0.27% expense ratio, which is higher than VYMI's 0.22% 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%.
Risk-Adjusted Performance
DFIV vs. VYMI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) and Vanguard International High Dividend Yield ETF (VYMI). 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. VYMI - Dividend Comparison
DFIV's dividend yield for the trailing twelve months is around 4.41%, more than VYMI's 3.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
DFIV Dimensional International Value ETF | 3.64% | 3.93% | 3.84% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.45% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Drawdowns
DFIV vs. VYMI - Drawdown Comparison
The maximum DFIV drawdown since its inception was -25.42%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DFIV and VYMI. For additional features, visit the drawdowns tool.
Volatility
DFIV vs. VYMI - Volatility Comparison
Dimensional International Value ETF (DFIV) has a higher volatility of 4.23% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.94%. This indicates that DFIV's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.