PortfoliosLab logo
DFSV vs. AVDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFSV and AVDV is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

DFSV vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Small Cap Value ETF (DFSV) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
11.65%
30.96%
DFSV
AVDV

Key characteristics

Sharpe Ratio

DFSV:

-0.20

AVDV:

0.86

Sortino Ratio

DFSV:

-0.12

AVDV:

1.27

Omega Ratio

DFSV:

0.98

AVDV:

1.18

Calmar Ratio

DFSV:

-0.18

AVDV:

1.12

Martin Ratio

DFSV:

-0.55

AVDV:

3.93

Ulcer Index

DFSV:

8.90%

AVDV:

4.05%

Daily Std Dev

DFSV:

24.63%

AVDV:

18.64%

Max Drawdown

DFSV:

-28.02%

AVDV:

-43.01%

Current Drawdown

DFSV:

-20.73%

AVDV:

-0.57%

Returns By Period

In the year-to-date period, DFSV achieves a -13.14% return, which is significantly lower than AVDV's 9.94% return.


DFSV

YTD

-13.14%

1M

-7.56%

6M

-12.17%

1Y

-6.13%

5Y*

N/A

10Y*

N/A

AVDV

YTD

9.94%

1M

-0.01%

6M

8.42%

1Y

15.66%

5Y*

16.17%

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.


DFSV vs. AVDV - Expense Ratio Comparison

DFSV has a 0.31% expense ratio, which is lower than AVDV's 0.36% expense ratio.


Expense ratio chart for AVDV: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVDV: 0.36%
Expense ratio chart for DFSV: current value is 0.31%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFSV: 0.31%

Risk-Adjusted Performance

DFSV vs. AVDV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFSV
The Risk-Adjusted Performance Rank of DFSV is 1212
Overall Rank
The Sharpe Ratio Rank of DFSV is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of DFSV is 1313
Sortino Ratio Rank
The Omega Ratio Rank of DFSV is 1313
Omega Ratio Rank
The Calmar Ratio Rank of DFSV is 1111
Calmar Ratio Rank
The Martin Ratio Rank of DFSV is 1212
Martin Ratio Rank

AVDV
The Risk-Adjusted Performance Rank of AVDV is 7979
Overall Rank
The Sharpe Ratio Rank of AVDV is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDV is 7676
Sortino Ratio Rank
The Omega Ratio Rank of AVDV is 7777
Omega Ratio Rank
The Calmar Ratio Rank of AVDV is 8585
Calmar Ratio Rank
The Martin Ratio Rank of AVDV is 8080
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.

DFSV vs. AVDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Small Cap Value ETF (DFSV) and Avantis International Small Cap Value ETF (AVDV). 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 chart of Sharpe ratio for DFSV, currently valued at -0.20, compared to the broader market-1.000.001.002.003.004.00
DFSV: -0.20
AVDV: 0.86
The chart of Sortino ratio for DFSV, currently valued at -0.12, compared to the broader market-2.000.002.004.006.008.00
DFSV: -0.12
AVDV: 1.27
The chart of Omega ratio for DFSV, currently valued at 0.98, compared to the broader market0.501.001.502.002.50
DFSV: 0.98
AVDV: 1.18
The chart of Calmar ratio for DFSV, currently valued at -0.18, compared to the broader market0.002.004.006.008.0010.0012.00
DFSV: -0.18
AVDV: 1.12
The chart of Martin ratio for DFSV, currently valued at -0.55, compared to the broader market0.0020.0040.0060.00
DFSV: -0.55
AVDV: 3.93

The current DFSV Sharpe Ratio is -0.20, which is lower than the AVDV Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of DFSV and AVDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.20
0.86
DFSV
AVDV

Dividends

DFSV vs. AVDV - Dividend Comparison

DFSV's dividend yield for the trailing twelve months is around 1.62%, less than AVDV's 3.92% yield.


TTM202420232022202120202019
DFSV
Dimensional US Small Cap Value ETF
1.62%1.32%1.29%0.90%0.00%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF
3.92%4.31%3.29%3.17%2.39%1.67%0.36%

Drawdowns

DFSV vs. AVDV - Drawdown Comparison

The maximum DFSV drawdown since its inception was -28.02%, smaller than the maximum AVDV drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for DFSV and AVDV. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.73%
-0.57%
DFSV
AVDV

Volatility

DFSV vs. AVDV - Volatility Comparison

Dimensional US Small Cap Value ETF (DFSV) has a higher volatility of 15.65% compared to Avantis International Small Cap Value ETF (AVDV) at 12.42%. This indicates that DFSV's price experiences larger fluctuations and is considered to be riskier than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.65%
12.42%
DFSV
AVDV