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

Correlation

The correlation between DIHP and VWIGX is 0.77, 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.


Performance

DIHP vs. VWIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International High Profitability ETF (DIHP) and Vanguard International Growth Fund Investor Shares (VWIGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DIHP:

0.71

VWIGX:

0.56

Sortino Ratio

DIHP:

1.03

VWIGX:

0.82

Omega Ratio

DIHP:

1.14

VWIGX:

1.11

Calmar Ratio

DIHP:

0.87

VWIGX:

0.33

Martin Ratio

DIHP:

2.35

VWIGX:

2.00

Ulcer Index

DIHP:

4.57%

VWIGX:

5.16%

Daily Std Dev

DIHP:

16.40%

VWIGX:

21.29%

Max Drawdown

DIHP:

-24.94%

VWIGX:

-59.58%

Current Drawdown

DIHP:

-0.48%

VWIGX:

-15.34%

Returns By Period

In the year-to-date period, DIHP achieves a 15.92% return, which is significantly higher than VWIGX's 11.49% return.


DIHP

YTD

15.92%

1M

4.85%

6M

12.14%

1Y

11.60%

3Y*

9.48%

5Y*

N/A

10Y*

N/A

VWIGX

YTD

11.49%

1M

6.84%

6M

7.44%

1Y

11.88%

3Y*

9.28%

5Y*

8.28%

10Y*

8.67%

*Annualized

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DIHP vs. VWIGX - Expense Ratio Comparison

DIHP has a 0.29% expense ratio, which is lower than VWIGX's 0.43% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DIHP vs. VWIGX — 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 6262
Overall Rank
The Sharpe Ratio Rank of DIHP is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of DIHP is 6060
Sortino Ratio Rank
The Omega Ratio Rank of DIHP is 5757
Omega Ratio Rank
The Calmar Ratio Rank of DIHP is 7575
Calmar Ratio Rank
The Martin Ratio Rank of DIHP is 6060
Martin Ratio Rank

VWIGX
The Risk-Adjusted Performance Rank of VWIGX is 3939
Overall Rank
The Sharpe Ratio Rank of VWIGX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIGX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of VWIGX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of VWIGX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of VWIGX is 4545
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. VWIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International High Profitability ETF (DIHP) and Vanguard International Growth Fund Investor Shares (VWIGX). 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 current DIHP Sharpe Ratio is 0.71, which is comparable to the VWIGX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of DIHP and VWIGX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DIHP vs. VWIGX - Dividend Comparison

DIHP's dividend yield for the trailing twelve months is around 2.09%, less than VWIGX's 8.68% yield.


TTM20242023202220212020201920182017201620152014
DIHP
Dimensional International High Profitability ETF
2.09%2.30%2.17%1.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWIGX
Vanguard International Growth Fund Investor Shares
8.68%9.68%1.83%6.90%13.85%2.28%1.20%5.34%0.84%1.26%1.39%2.29%

Drawdowns

DIHP vs. VWIGX - Drawdown Comparison

The maximum DIHP drawdown since its inception was -24.94%, smaller than the maximum VWIGX drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for DIHP and VWIGX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DIHP vs. VWIGX - Volatility Comparison

The current volatility for Dimensional International High Profitability ETF (DIHP) is 2.99%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 4.02%. This indicates that DIHP experiences smaller price fluctuations and is considered to be less risky than VWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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