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DIAX vs. APDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIAX vs. APDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Core Equity Fund (DIAX) and Artisan International Fund Advisor Class (APDIX). The values are adjusted to include any dividend payments, if applicable.

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DIAX vs. APDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIAX
Dimensional International Core Equity Fund
-5.70%10.13%16.51%-2.11%-6.11%24.72%-6.85%16.99%-8.53%33.77%
APDIX
Artisan International Fund Advisor Class
3.78%36.36%10.78%14.44%-19.44%9.01%7.75%29.33%-10.86%31.12%

Returns By Period

In the year-to-date period, DIAX achieves a -5.70% return, which is significantly lower than APDIX's 3.78% return. Over the past 10 years, DIAX has underperformed APDIX with an annualized return of 7.67%, while APDIX has yielded a comparatively higher 9.25% annualized return.


DIAX

1D
-0.91%
1M
-5.94%
YTD
-5.70%
6M
-1.40%
1Y
5.66%
3Y*
8.06%
5Y*
5.16%
10Y*
7.67%

APDIX

1D
-0.58%
1M
-8.94%
YTD
3.78%
6M
5.53%
1Y
29.45%
3Y*
18.32%
5Y*
9.45%
10Y*
9.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIAX vs. APDIX - Expense Ratio Comparison

DIAX has a 0.01% expense ratio, which is lower than APDIX's 1.05% expense ratio.


Return for Risk

DIAX vs. APDIX — Risk / Return Rank

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

DIAX
DIAX Risk / Return Rank: 1313
Overall Rank
DIAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DIAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
DIAX Omega Ratio Rank: 1313
Omega Ratio Rank
DIAX Calmar Ratio Rank: 1414
Calmar Ratio Rank
DIAX Martin Ratio Rank: 1616
Martin Ratio Rank

APDIX
APDIX Risk / Return Rank: 8888
Overall Rank
APDIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
APDIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
APDIX Omega Ratio Rank: 8585
Omega Ratio Rank
APDIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
APDIX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DIAX vs. APDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Fund (DIAX) and Artisan International Fund Advisor Class (APDIX). 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.


DIAXAPDIXDifference

Sharpe ratio

Return per unit of total volatility

0.32

1.85

-1.53

Sortino ratio

Return per unit of downside risk

0.60

2.38

-1.79

Omega ratio

Gain probability vs. loss probability

1.09

1.35

-0.27

Calmar ratio

Return relative to maximum drawdown

0.41

2.52

-2.11

Martin ratio

Return relative to average drawdown

1.63

10.62

-8.99

DIAX vs. APDIX - Sharpe Ratio Comparison

The current DIAX Sharpe Ratio is 0.32, which is lower than the APDIX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of DIAX and APDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DIAXAPDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

1.85

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.61

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.58

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.54

-0.21

Correlation

The correlation between DIAX and APDIX is 0.57, 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.


Dividends

DIAX vs. APDIX - Dividend Comparison

DIAX's dividend yield for the trailing twelve months is around 8.54%, less than APDIX's 22.01% yield.


TTM20252024202320222021202020192018201720162015
DIAX
Dimensional International Core Equity Fund
8.54%7.89%7.71%8.19%7.39%6.15%7.33%6.68%7.69%5.63%6.95%7.41%
APDIX
Artisan International Fund Advisor Class
22.01%22.84%10.42%2.00%2.74%23.63%3.39%5.41%9.98%0.83%1.45%0.00%

Drawdowns

DIAX vs. APDIX - Drawdown Comparison

The maximum DIAX drawdown since its inception was -44.96%, which is greater than APDIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DIAX and APDIX.


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Drawdown Indicators


DIAXAPDIXDifference

Max Drawdown

Largest peak-to-trough decline

-44.96%

-33.79%

-11.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.06%

-9.77%

-2.29%

Max Drawdown (5Y)

Largest decline over 5 years

-20.59%

-33.79%

+13.20%

Max Drawdown (10Y)

Largest decline over 10 years

-44.96%

-33.79%

-11.17%

Current Drawdown

Current decline from peak

-8.81%

-9.77%

+0.96%

Average Drawdown

Average peak-to-trough decline

-7.96%

-7.06%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.59%

+0.48%

Volatility

DIAX vs. APDIX - Volatility Comparison

The current volatility for Dimensional International Core Equity Fund (DIAX) is 3.97%, while Artisan International Fund Advisor Class (APDIX) has a volatility of 6.03%. This indicates that DIAX experiences smaller price fluctuations and is considered to be less risky than APDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIAXAPDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

6.03%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

7.40%

10.12%

-2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

16.38%

15.32%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.28%

15.61%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

16.16%

+1.30%