DFIVX vs. IDVO
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
Returns By Period
In the year-to-date period, DFIVX achieves a 8.01% return, which is significantly lower than IDVO's 11.47% return.
DFIVX
8.01%
-3.67%
-2.31%
14.02%
7.92%
5.41%
IDVO
11.47%
-2.14%
-1.77%
16.15%
N/A
N/A
Key characteristics
| DFIVX | IDVO | |
|---|---|---|
| Sharpe Ratio | 1.22 | 1.30 |
| Sortino Ratio | 1.66 | 1.79 |
| Omega Ratio | 1.21 | 1.22 |
| Calmar Ratio | 2.08 | 1.90 |
| Martin Ratio | 6.52 | 7.28 |
| Ulcer Index | 2.33% | 2.40% |
| Daily Std Dev | 12.50% | 13.43% |
| Max Drawdown | -65.67% | -11.00% |
| Current Drawdown | -5.75% | -2.21% |
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DFIVX vs. IDVO - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is lower than IDVO's 0.65% expense ratio.
Correlation
The correlation between DFIVX and IDVO is 0.87, 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.
Risk-Adjusted Performance
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.
Dividends
DFIVX vs. IDVO - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 4.26%, less than IDVO's 5.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 4.26% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% | 2.71% |
IDVO Amplify International Enhanced Dividend Income ETF | 5.94% | 5.71% | 1.96% | 0.00% | 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 -11.00%. Use the drawdown chart below to compare losses from any high point for DFIVX and IDVO. For additional features, visit the drawdowns tool.
Volatility
DFIVX vs. IDVO - Volatility Comparison
DFA International Value Portfolio (DFIVX) and Amplify International Enhanced Dividend Income ETF (IDVO) have volatilities of 3.59% and 3.64%, 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.