DFVIX vs. DFIV
Compare and contrast key facts about DFA International Value III Portfolio (DFVIX) and Dimensional International Value ETF (DFIV).
DFVIX is managed by Dimensional Fund Advisors LP. It was launched on Feb 1, 1995. DFIV is an actively managed fund by Dimensional. It was launched on Apr 16, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFVIX or DFIV.
Performance
DFVIX vs. DFIV - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with DFVIX having a 8.83% return and DFIV slightly higher at 9.16%.
DFVIX
8.83%
-0.93%
-0.46%
15.41%
8.26%
5.43%
DFIV
9.16%
-0.90%
-0.54%
15.32%
N/A
N/A
Key characteristics
| DFVIX | DFIV | |
|---|---|---|
| Sharpe Ratio | 1.24 | 1.22 |
| Sortino Ratio | 1.67 | 1.66 |
| Omega Ratio | 1.21 | 1.21 |
| Calmar Ratio | 2.10 | 2.08 |
| Martin Ratio | 6.33 | 6.28 |
| Ulcer Index | 2.43% | 2.44% |
| Daily Std Dev | 12.47% | 12.53% |
| Max Drawdown | -66.53% | -25.42% |
| Current Drawdown | -5.00% | -5.00% |
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DFVIX vs. DFIV - Expense Ratio Comparison
DFVIX has a 0.24% expense ratio, which is lower than DFIV's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between DFVIX and DFIV is 0.99, 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
DFVIX vs. DFIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value III Portfolio (DFVIX) and Dimensional International Value ETF (DFIV). 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
DFVIX vs. DFIV - Dividend Comparison
DFVIX's dividend yield for the trailing twelve months is around 4.32%, more than DFIV's 3.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVIX DFA International Value III Portfolio | 4.32% | 4.44% | 3.82% | 4.21% | 2.24% | 3.53% | 3.62% | 3.02% | 3.43% | 3.55% | 5.12% | 2.77% |
DFIV Dimensional International Value ETF | 3.74% | 3.93% | 3.84% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFVIX vs. DFIV - Drawdown Comparison
The maximum DFVIX drawdown since its inception was -66.53%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for DFVIX and DFIV. For additional features, visit the drawdowns tool.
Volatility
DFVIX vs. DFIV - Volatility Comparison
DFA International Value III Portfolio (DFVIX) and Dimensional International Value ETF (DFIV) have volatilities of 3.66% and 3.61%, 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.