DFIVX vs. IDVO

Last updated Aug 2, 2026

DFIVX (DFA International Value Portfolio Institutional Class) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both funds - DFIVX is a Foreign Large Cap Equities fund actively managed by Dimensional, while IDVO is a Derivative Income fund actively managed by Amplify. Both are actively managed. Over the past 3 years, DFIVX returned 22.87%/yr vs 21.67%/yr for IDVO. Their correlation of 0.85 means they have usually moved in the same direction. DFIVX charges 0.28%/yr vs 0.65%/yr for IDVO.

Performance

DFIVX vs. IDVO - Performance Comparison

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

Returns By Period

In the year-to-date period, DFIVX achieves a 17.19% return, which is significantly higher than IDVO's 15.27% return.

DFIVX

• 1D: 2.64%
• 1M: 4.98%
• 6M: 10.51%
• YTD: 17.19%
• 1Y: 38.36%
• 3Y*: 22.87%
• 5Y*: 16.24%
• 10Y*: 12.30%
• ALL TIME*: 7.61%

IDVO

• 1D: -0.12%
• 1M: 2.62%
• 6M: 5.05%
• YTD: 15.27%
• 1Y: 35.30%
• 3Y*: 21.67%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.98%

*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)
DFIVX DFA International Value Portfolio Institutional Class	$0.00	$0.00	$0.00
IDVO Amplify CWP International Enhanced Dividend Income ETF	$9.04M	$8.69M	$10.70M

DFIVX vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFIVX DFA International Value Portfolio Institutional Class	17.19%	45.24%	6.87%	17.83%	9.58%
IDVO Amplify CWP International Enhanced Dividend Income ETF	15.27%	36.46%	10.16%	17.53%	6.42%

Correlation

The correlation between DFIVX and IDVO is 0.86, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.86
Correlation (3Y) Balances recent behavior with more history.	0.84
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022	0.86

The correlation between DFIVX and IDVO has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

Return for Risk

DFIVX vs. IDVO — Risk / Return Rank

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

DFIVX

DFIVX Risk / Return Rank: 93
DFIVX Sharpe Ratio Rank: 96
DFIVX Sortino Ratio Rank: 92
DFIVX Omega Ratio Rank: 89
DFIVX Calmar Ratio Rank: 94
DFIVX Martin Ratio Rank: 95

IDVO

IDVO Risk / Return Rank: 86
IDVO Sharpe Ratio Rank: 87
IDVO Sortino Ratio Rank: 85
IDVO Omega Ratio Rank: 86
IDVO Calmar Ratio Rank: 86
IDVO Martin Ratio Rank: 86

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.

DFIVX vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio Institutional Class (DFIVX) and Amplify CWP 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.

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.

	DFIVX	IDVO	Difference
Sharpe ratio: Return per unit of total volatility	2.64	2.06	+0.57
Sortino ratio: Return per unit of downside risk	3.56	2.78	+0.78
Omega ratio: Gain probability vs. loss probability	1.47	1.37	+0.10
Calmar ratio: Return relative to maximum drawdown	3.91	3.32	+0.60
Martin ratio: Return relative to average drawdown	15.31	12.24	+3.07

DFIVX vs. IDVO - Sharpe Ratio Comparison

The current DFIVX Sharpe Ratio is 2.64, which is comparable to the IDVO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of DFIVX and IDVO, 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

DFIVX vs. IDVO - Drawdown Comparison

The maximum DFIVX drawdown since its inception was -66.61%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for DFIVX and IDVO.

Drawdown Indicators

	DFIVX	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-66.61%	-15.46%	-51.15%
Max Drawdown (1Y) Largest decline over 1 year	-9.58%	-10.37%	+0.79%
Max Drawdown (3Y) Largest decline over 3 years	-14.39%	-15.46%	+1.07%
Max Drawdown (5Y) Largest decline over 5 years	-25.29%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-48.11%	—	—
Current Drawdown Current decline from peak	0.00%	-0.26%	+0.26%
Average Drawdown Average peak-to-trough decline	-12.19%	-2.29%	-9.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.44%	2.81%	-0.37%

Volatility

DFIVX vs. IDVO - Volatility Comparison

DFA International Value Portfolio Institutional Class (DFIVX) and Amplify CWP International Enhanced Dividend Income ETF (IDVO) have volatilities of 4.27% and 4.34%, 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.

Volatility by Period

	DFIVX	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.27%	4.34%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	11.77%	14.08%	-2.31%
Volatility (1Y) Calculated over the trailing 1-year period	14.29%	16.69%	-2.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.26%	16.43%	-0.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.68%	16.43%	+1.25%

DFIVX vs. IDVO - Expense Ratio Comparison

DFIVX has a 0.28% expense ratio, which is lower than IDVO's 0.65% expense ratio.

Dividends

DFIVX vs. IDVO - Dividend Comparison

DFIVX's dividend yield for the trailing twelve months is around 3.62%, less than IDVO's 5.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFIVX DFA International Value Portfolio Institutional Class	3.62%	4.21%	3.94%	4.40%	3.78%	4.37%	2.42%	3.70%	6.60%	2.85%	3.36%	3.45%
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.66%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFIVX and IDVO in my portfolio?

DFIVX and IDVO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFIVX or IDVO?

IDVO has higher volatility (4.34%) compared to DFIVX (4.27%). In terms of maximum drawdown, DFIVX dropped -66.61% vs IDVO's -15.46%.

Which has better risk-adjusted returns?

DFIVX currently has the higher Sharpe Ratio (2.64 vs 2.06), 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.