DFIVX vs. AVDE
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and Avantis International Equity ETF (AVDE).
DFIVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 14, 1994. AVDE is a passively managed fund by American Century Investments that tracks the performance of the MSCI World ex-USA IMI Index. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIVX or AVDE.
Key characteristics
| DFIVX | AVDE | |
|---|---|---|
| YTD Return | 10.78% | 10.04% |
| 1Y Return | 14.80% | 16.64% |
| 3Y Return (Ann) | 8.42% | 3.21% |
| Sharpe Ratio | 1.27 | 1.38 |
| Daily Std Dev | 12.89% | 13.18% |
| Max Drawdown | -65.67% | -36.99% |
| Current Drawdown | -1.72% | -1.36% |
Correlation
The correlation between DFIVX and AVDE 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.
Performance
DFIVX vs. AVDE - Performance Comparison
In the year-to-date period, DFIVX achieves a 10.78% return, which is significantly higher than AVDE's 10.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFIVX vs. AVDE - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is higher than AVDE's 0.23% expense ratio.
Risk-Adjusted Performance
DFIVX vs. AVDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and Avantis International Equity ETF (AVDE). 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
DFIVX vs. AVDE - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 3.83%, more than AVDE's 2.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 3.83% | 4.40% | 3.78% | 4.48% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% | 4.89% | 2.71% |
AVDE Avantis International Equity ETF | 2.98% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFIVX vs. AVDE - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -65.67%, which is greater than AVDE's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for DFIVX and AVDE. For additional features, visit the drawdowns tool.
Volatility
DFIVX vs. AVDE - Volatility Comparison
DFA International Value Portfolio (DFIVX) and Avantis International Equity ETF (AVDE) have volatilities of 4.38% and 4.31%, 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.