PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
DFIVX vs. IDVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFIVX and IDVO is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

DFIVX vs. IDVO

Last updated Jun 4, 2025

Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and Amplify International Enhanced Dividend Income ETF (IDVO).

DFIVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 14, 1994. IDVO is an actively managed fund by Amplify Investments. It was launched on Sep 8, 2022.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIVX or IDVO.

Performance

DFIVX vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Value Portfolio (DFIVX) and Amplify International Enhanced Dividend Income ETF (IDVO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

DFIVX:

0.96

IDVO:

0.76

Sortino Ratio

DFIVX:

1.44

IDVO:

1.11

Omega Ratio

DFIVX:

1.21

IDVO:

1.16

Calmar Ratio

DFIVX:

1.19

IDVO:

0.88

Martin Ratio

DFIVX:

4.54

IDVO:

4.15

Ulcer Index

DFIVX:

3.77%

IDVO:

3.26%

Daily Std Dev

DFIVX:

16.56%

IDVO:

18.15%

Max Drawdown

DFIVX:

-65.67%

IDVO:

-15.45%

Current Drawdown

DFIVX:

-0.61%

IDVO:

-0.35%

Returns By Period

In the year-to-date period, DFIVX achieves a 19.67% return, which is significantly higher than IDVO's 15.11% return.

DFIVX

YTD

19.67%

1M

4.68%

6M

16.26%

1Y

15.84%

3Y*

12.77%

5Y*

15.86%

10Y*

6.63%

IDVO

YTD

15.11%

1M

4.83%

6M

11.43%

1Y

13.67%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

DFA International Value Portfolio

Amplify International Enhanced Dividend Income ETF

DFIVX vs. IDVO - Expense Ratio Comparison

DFIVX has a 0.30% expense ratio, which is lower than IDVO's 0.65% expense ratio.

IDVO
Amplify International Enhanced Dividend Income ETF
DFIVX
DFA International Value Portfolio
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DFIVX vs. IDVO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DFIVX
The Risk-Adjusted Performance Rank of DFIVX is 7575
Overall Rank
The Sharpe Ratio Rank of DFIVX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIVX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DFIVX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of DFIVX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of DFIVX is 7878
Martin Ratio Rank
IDVO
The Risk-Adjusted Performance Rank of IDVO is 6868
Overall Rank
The Sharpe Ratio Rank of IDVO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of IDVO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of IDVO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of IDVO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of IDVO is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFIVX vs. IDVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and Amplify International Enhanced Dividend Income ETF (IDVO). 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.

The current DFIVX Sharpe Ratio is 0.96, which is comparable to the IDVO Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of DFIVX and IDVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DFIVX vs. IDVO - Dividend Comparison

DFIVX's dividend yield for the trailing twelve months is around 3.33%, less than IDVO's 5.63% yield.

TTM20242023202220212020201920182017201620152014
DFIVX
DFA International Value Portfolio		3.33%3.94%4.40%3.78%4.49%2.43%3.70%6.60%2.85%3.37%3.45%4.89%
IDVO
Amplify International Enhanced Dividend Income ETF		5.63%6.14%5.71%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DFIVX vs. IDVO - Drawdown Comparison

The maximum DFIVX drawdown since its inception was -65.67%, which is greater than IDVO's maximum drawdown of -15.45%. Use the drawdown chart below to compare losses from any high point for DFIVX and IDVO.

Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DFIVX vs. IDVO - Volatility Comparison

DFA International Value Portfolio (DFIVX) has a higher volatility of 2.65% compared to Amplify International Enhanced Dividend Income ETF (IDVO) at 2.38%. This indicates that DFIVX's price experiences larger fluctuations and is considered to be riskier than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading data...