Correlation
The correlation between DFSI and AVDE is 0.71, 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.
DFSI vs. AVDE
Compare and contrast key facts about Dimensional International Sustainability Core 1 ETF (DFSI) and Avantis International Equity ETF (AVDE).
DFSI and AVDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFSI is an actively managed fund by Dimensional. It was launched on Nov 1, 2022. AVDE is a passively managed fund by American Century Investments that tracks the performance of the MSCI World ex-USA IMI Index. 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: DFSI or AVDE.
Performance
DFSI vs. AVDE - Performance Comparison
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Key characteristics
DFSI:
1.08
AVDE:
0.98
DFSI:
1.48
AVDE:
1.37
DFSI:
1.21
AVDE:
1.19
DFSI:
1.34
AVDE:
1.18
DFSI:
3.98
AVDE:
3.83
DFSI:
4.24%
AVDE:
4.16%
DFSI:
16.58%
AVDE:
17.13%
DFSI:
-12.82%
AVDE:
-36.99%
DFSI:
-0.31%
AVDE:
-0.34%
Returns By Period
The year-to-date returns for both investments are quite close, with DFSI having a 18.16% return and AVDE slightly higher at 18.74%.
DFSI
18.16%
5.50%
14.82%
17.70%
N/A
N/A
N/A
AVDE
18.74%
5.69%
15.13%
16.66%
11.46%
12.94%
N/A
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DFSI vs. AVDE - Expense Ratio Comparison
DFSI has a 0.24% expense ratio, which is higher than AVDE's 0.23% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DFSI vs. AVDE — Risk-Adjusted Performance Rank
DFSI
AVDE
DFSI vs. AVDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Sustainability Core 1 ETF (DFSI) and Avantis International Equity ETF (AVDE). 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.
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Dividends
DFSI vs. AVDE - Dividend Comparison
DFSI's dividend yield for the trailing twelve months is around 2.16%, less than AVDE's 2.77% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|
DFSI Dimensional International Sustainability Core 1 ETF | 2.16% | 2.39% | 2.10% | 0.18% | 0.00% | 0.00% | 0.00% |
AVDE Avantis International Equity ETF | 2.77% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% |
Drawdowns
DFSI vs. AVDE - Drawdown Comparison
The maximum DFSI drawdown since its inception was -12.82%, smaller than the maximum AVDE drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for DFSI and AVDE.
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Volatility
DFSI vs. AVDE - Volatility Comparison
Dimensional International Sustainability Core 1 ETF (DFSI) and Avantis International Equity ETF (AVDE) have volatilities of 2.93% and 2.88%, 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.
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