DFIVX vs. AVDV
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and Avantis International Small Cap Value ETF (AVDV).
DFIVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 14, 1994. AVDV is an actively managed fund by American Century Investments. 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 AVDV.
Key characteristics
| DFIVX | AVDV | |
|---|---|---|
| YTD Return | 10.78% | 11.19% |
| 1Y Return | 14.80% | 18.27% |
| 3Y Return (Ann) | 8.42% | 4.03% |
| Sharpe Ratio | 1.27 | 1.33 |
| Daily Std Dev | 12.89% | 14.94% |
| Max Drawdown | -65.67% | -43.01% |
| Current Drawdown | -1.72% | -1.80% |
Correlation
The correlation between DFIVX and AVDV is 0.93, 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. AVDV - Performance Comparison
The year-to-date returns for both investments are quite close, with DFIVX having a 10.78% return and AVDV slightly higher at 11.19%. 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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DFIVX vs. AVDV - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is lower than AVDV's 0.36% expense ratio.
Risk-Adjusted Performance
DFIVX vs. AVDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and Avantis International Small Cap Value ETF (AVDV). 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. AVDV - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 3.83%, more than AVDV's 3.04% 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% |
AVDV Avantis International Small Cap Value ETF | 3.04% | 3.29% | 3.17% | 2.39% | 1.67% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFIVX vs. AVDV - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -65.67%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for DFIVX and AVDV. For additional features, visit the drawdowns tool.
Volatility
DFIVX vs. AVDV - Volatility Comparison
The current volatility for DFA International Value Portfolio (DFIVX) is 4.38%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 4.96%. This indicates that DFIVX experiences smaller price fluctuations and is considered to be less risky than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.