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DIHP vs. AVSD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DIHP and AVSD is 0.97, 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.


-0.50.00.51.01.0

Performance

DIHP vs. AVSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International High Profitability ETF (DIHP) and Avantis Responsible International Equity ETF (AVSD). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
1.20%
4.36%
DIHP
AVSD

Key characteristics

Sharpe Ratio

DIHP:

0.59

AVSD:

1.14

Sortino Ratio

DIHP:

0.91

AVSD:

1.62

Omega Ratio

DIHP:

1.11

AVSD:

1.20

Calmar Ratio

DIHP:

0.78

AVSD:

1.63

Martin Ratio

DIHP:

1.74

AVSD:

4.04

Ulcer Index

DIHP:

4.36%

AVSD:

3.64%

Daily Std Dev

DIHP:

12.82%

AVSD:

12.97%

Max Drawdown

DIHP:

-24.94%

AVSD:

-25.56%

Current Drawdown

DIHP:

-1.64%

AVSD:

-0.43%

Returns By Period

The year-to-date returns for both stocks are quite close, with DIHP having a 8.34% return and AVSD slightly lower at 7.93%.


DIHP

YTD

8.34%

1M

4.81%

6M

1.20%

1Y

7.55%

5Y*

N/A

10Y*

N/A

AVSD

YTD

7.93%

1M

4.45%

6M

4.37%

1Y

14.34%

5Y*

N/A

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.


DIHP vs. AVSD - Expense Ratio Comparison

DIHP has a 0.29% expense ratio, which is higher than AVSD's 0.23% expense ratio.


DIHP
Dimensional International High Profitability ETF
Expense ratio chart for DIHP: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for AVSD: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

DIHP vs. AVSD — Risk-Adjusted Performance Rank

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

DIHP
The Risk-Adjusted Performance Rank of DIHP is 2323
Overall Rank
The Sharpe Ratio Rank of DIHP is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of DIHP is 2121
Sortino Ratio Rank
The Omega Ratio Rank of DIHP is 2020
Omega Ratio Rank
The Calmar Ratio Rank of DIHP is 3535
Calmar Ratio Rank
The Martin Ratio Rank of DIHP is 2020
Martin Ratio Rank

AVSD
The Risk-Adjusted Performance Rank of AVSD is 4747
Overall Rank
The Sharpe Ratio Rank of AVSD is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of AVSD is 4545
Sortino Ratio Rank
The Omega Ratio Rank of AVSD is 4444
Omega Ratio Rank
The Calmar Ratio Rank of AVSD is 5757
Calmar Ratio Rank
The Martin Ratio Rank of AVSD is 4242
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.

DIHP vs. AVSD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International High Profitability ETF (DIHP) and Avantis Responsible International Equity ETF (AVSD). 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.


Sharpe ratio
The chart of Sharpe ratio for DIHP, currently valued at 0.59, compared to the broader market0.002.004.000.591.14
The chart of Sortino ratio for DIHP, currently valued at 0.91, compared to the broader market-2.000.002.004.006.008.0010.0012.000.911.62
The chart of Omega ratio for DIHP, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.20
The chart of Calmar ratio for DIHP, currently valued at 0.78, compared to the broader market0.005.0010.0015.000.781.63
The chart of Martin ratio for DIHP, currently valued at 1.74, compared to the broader market0.0020.0040.0060.0080.00100.001.744.04
DIHP
AVSD

The current DIHP Sharpe Ratio is 0.59, which is lower than the AVSD Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of DIHP and AVSD, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.59
1.14
DIHP
AVSD

Dividends

DIHP vs. AVSD - Dividend Comparison

DIHP's dividend yield for the trailing twelve months is around 2.13%, less than AVSD's 3.01% yield.


TTM202420232022
DIHP
Dimensional International High Profitability ETF
2.13%2.30%2.17%1.69%
AVSD
Avantis Responsible International Equity ETF
3.01%3.25%2.53%1.35%

Drawdowns

DIHP vs. AVSD - Drawdown Comparison

The maximum DIHP drawdown since its inception was -24.94%, roughly equal to the maximum AVSD drawdown of -25.56%. Use the drawdown chart below to compare losses from any high point for DIHP and AVSD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.64%
-0.43%
DIHP
AVSD

Volatility

DIHP vs. AVSD - Volatility Comparison

Dimensional International High Profitability ETF (DIHP) and Avantis Responsible International Equity ETF (AVSD) have volatilities of 3.19% and 3.12%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%SeptemberOctoberNovemberDecember2025February
3.19%
3.12%
DIHP
AVSD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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