DFIV vs. VYMI

Last updated Aug 2, 2026

DFIV (Dimensional International Value ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - DFIV is a Foreign Large Cap Equities fund actively managed by Dimensional, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. DFIV is actively managed, while VYMI is passively managed. Over the past 3 years, DFIV returned 23.26%/yr vs 21.98%/yr for VYMI. Their 0.97 correlation means they have historically moved very closely together. DFIV charges 0.27%/yr vs 0.07%/yr for VYMI.

Performance

DFIV vs. VYMI - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with DFIV having a 16.68% return and VYMI slightly higher at 17.41%.

DFIV

• 1D: -0.47%
• 1M: 4.37%
• 6M: 10.06%
• YTD: 16.68%
• 1Y: 37.44%
• 3Y*: 23.26%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.12%

VYMI

• 1D: -0.51%
• 1M: 4.32%
• 6M: 11.07%
• YTD: 17.41%
• 1Y: 34.68%
• 3Y*: 21.98%
• 5Y*: 14.02%
• 10Y*: 11.09%
• ALL TIME*: 11.35%

*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	$76.53M	$67.72M	$67.89M
VYMI Vanguard International High Dividend Yield ETF	$78.22M	$82.35M	$92.64M

DFIV vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DFIV Dimensional International Value ETF	16.68%	45.36%	7.26%	17.75%	-3.70%	0.50%
VYMI Vanguard International High Dividend Yield ETF	17.41%	38.05%	7.06%	17.07%	-7.02%	1.45%

Correlation

The correlation between DFIV and VYMI is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.96
Correlation (3Y) Balances recent behavior with more history.	0.97
Correlation (All Time) Calculated using the full available price history since Sep 13, 2021	0.97

The correlation between DFIV and VYMI has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

DFIV vs. VYMI - Sectors Allocation Comparison

Sectors	DFIV	VYMI
Financial Services	34.3%	42.4%
Energy	14.1%	7.9%
Basic Materials	10.5%	6.5%
Industrials	9.8%	6.1%
Consumer Cyclical	9.7%	6.0%
Healthcare	5.4%	6.5%
Consumer Defensive	5.2%	6.7%
Communication Services	4.0%	3.5%
Technology	3.1%	5.3%
Utilities	2.3%	5.2%
Real Estate	1.7%	1.1%

Return for Risk

DFIV vs. VYMI — Risk / Return Rank

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

DFIV

DFIV Risk / Return Rank: 93
DFIV Sharpe Ratio Rank: 95
DFIV Sortino Ratio Rank: 94
DFIV Omega Ratio Rank: 93
DFIV Calmar Ratio Rank: 90
DFIV Martin Ratio Rank: 91

VYMI

VYMI Risk / Return Rank: 91
VYMI Sharpe Ratio Rank: 94
VYMI Sortino Ratio Rank: 93
VYMI Omega Ratio Rank: 93
VYMI Calmar Ratio Rank: 87
VYMI Martin Ratio Rank: 89

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. VYMI - Risk-Adjusted Trends 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.

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	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	2.69	2.63	+0.05
Sortino ratio: Return per unit of downside risk	3.65	3.59	+0.06
Omega ratio: Gain probability vs. loss probability	1.48	1.48	+0.01
Calmar ratio: Return relative to maximum drawdown	3.86	3.43	+0.43
Martin ratio: Return relative to average drawdown	14.96	13.55	+1.42

DFIV vs. VYMI - Sharpe Ratio Comparison

The current DFIV Sharpe Ratio is 2.69, which is comparable to the VYMI Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of DFIV and VYMI, 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. 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.

Drawdown Indicators

	DFIV	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-25.42%	-40.00%	+14.58%
Max Drawdown (1Y) Largest decline over 1 year	-9.66%	-10.14%	+0.48%
Max Drawdown (3Y) Largest decline over 3 years	-14.72%	-12.84%	-1.88%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.05%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.00%	—
Current Drawdown Current decline from peak	-0.47%	-0.51%	+0.04%
Average Drawdown Average peak-to-trough decline	-4.37%	-6.23%	+1.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	2.56%	-0.07%

Volatility

DFIV vs. VYMI - Volatility Comparison

Dimensional International Value ETF (DFIV) has a higher volatility of 3.89% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.62%. 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.

Volatility by Period

	DFIV	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.89%	3.62%	+0.27%
Volatility (6M) Calculated over the trailing 6-month period	11.59%	11.39%	+0.20%
Volatility (1Y) Calculated over the trailing 1-year period	13.91%	13.24%	+0.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.55%	14.85%	+1.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.55%	16.55%	0.00%

DFIV vs. VYMI - Expense Ratio Comparison

DFIV has a 0.27% expense ratio, which is higher than VYMI's 0.07% 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%.

Dividends

DFIV vs. VYMI - Dividend Comparison

DFIV's dividend yield for the trailing twelve months is around 2.58%, less than VYMI's 3.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DFIV Dimensional International Value ETF	2.58%	2.92%	3.88%	3.93%	3.84%	2.30%	0.00%	0.00%	0.00%	0.00%	0.00%
VYMI Vanguard International High Dividend Yield ETF	3.48%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%

Frequently Asked Questions

Can I hold both DFIV and VYMI in my portfolio?

With a correlation of 0.96, DFIV and VYMI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DFIV or VYMI?

DFIV has higher volatility (3.89%) compared to VYMI (3.62%). In terms of maximum drawdown, DFIV dropped -25.42% vs VYMI's -40.00%.

Which ETF is better, DFIV or VYMI?

On 3-year performance, DFIV leads with 23.26% vs 21.98% for VYMI. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 3.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFIV or VYMI?

Over the 3-year period, DFIV has performed better with a 23.26% return vs 21.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFIV or VYMI?

VYMI is cheaper with a 0.07% expense ratio, compared with 0.27% for DFIV.

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

VYMI has the higher dividend yield at 3.48%, compared with 2.58% for DFIV.

What is the main difference between DFIV and VYMI?

DFIV is categorized as Foreign Large Cap Equities, while VYMI is Dividend. They also come from different issuers: Dimensional and Vanguard. Their fees differ too: 0.27% for DFIV and 0.07% for VYMI.

Which has better risk-adjusted returns?

DFIV currently has the higher Sharpe Ratio (2.69 vs 2.63), 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.