DFIVX vs. SPDW
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and SPDR Portfolio World ex-US ETF (SPDW).
DFIVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 14, 1994. SPDW is a passively managed fund by State Street that tracks the performance of the S&P Developed Ex-U.S. BMI Index. It was launched on Apr 26, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIVX or SPDW.
Key characteristics
| DFIVX | SPDW | |
|---|---|---|
| YTD Return | 10.78% | 9.61% |
| 1Y Return | 14.80% | 16.60% |
| 3Y Return (Ann) | 8.42% | 2.15% |
| 5Y Return (Ann) | 9.12% | 7.33% |
| 10Y Return (Ann) | 5.06% | 5.15% |
| Sharpe Ratio | 1.27 | 1.38 |
| Daily Std Dev | 12.89% | 13.17% |
| Max Drawdown | -65.67% | -60.02% |
| Current Drawdown | -1.72% | -1.43% |
Correlation
The correlation between DFIVX and SPDW is 0.91, 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. SPDW - Performance Comparison
In the year-to-date period, DFIVX achieves a 10.78% return, which is significantly higher than SPDW's 9.61% return. Both investments have delivered pretty close results over the past 10 years, with DFIVX having a 5.06% annualized return and SPDW not far ahead at 5.15%. 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. SPDW - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is higher than SPDW's 0.04% expense ratio.
Risk-Adjusted Performance
DFIVX vs. SPDW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and SPDR Portfolio World ex-US ETF (SPDW). 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. SPDW - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 3.83%, more than SPDW's 2.64% 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% |
SPDW SPDR Portfolio World ex-US ETF | 2.64% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.07% | 1.86% | 3.11% | 2.79% | 3.51% | 2.36% |
Drawdowns
DFIVX vs. SPDW - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -65.67%, which is greater than SPDW's maximum drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for DFIVX and SPDW. For additional features, visit the drawdowns tool.
Volatility
DFIVX vs. SPDW - Volatility Comparison
DFA International Value Portfolio (DFIVX) and SPDR Portfolio World ex-US ETF (SPDW) have volatilities of 4.38% and 4.37%, 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.