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DIHRX vs. AVDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

DIHRX vs. AVDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International High Relative Profitability Portfolio (DIHRX) and Avantis International Equity ETF (AVDE). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
-2.95%
0.01%
DIHRX
AVDE

Returns By Period

In the year-to-date period, DIHRX achieves a 0.97% return, which is significantly lower than AVDE's 6.23% return.


DIHRX

YTD

0.97%

1M

-4.10%

6M

-2.95%

1Y

7.16%

5Y (annualized)

5.83%

10Y (annualized)

N/A

AVDE

YTD

6.23%

1M

-2.96%

6M

0.00%

1Y

13.19%

5Y (annualized)

6.52%

10Y (annualized)

N/A

Key characteristics


DIHRXAVDE
Sharpe Ratio0.571.04
Sortino Ratio0.881.49
Omega Ratio1.101.18
Calmar Ratio0.771.80
Martin Ratio2.415.18
Ulcer Index3.05%2.58%
Daily Std Dev12.91%12.84%
Max Drawdown-33.30%-36.99%
Current Drawdown-9.01%-6.89%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DIHRX vs. AVDE - Expense Ratio Comparison

DIHRX has a 0.30% expense ratio, which is higher than AVDE's 0.23% expense ratio.


DIHRX
DFA International High Relative Profitability Portfolio
Expense ratio chart for DIHRX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for AVDE: 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%

Correlation

-0.50.00.51.01.0

The correlation between DIHRX and AVDE is 0.95, 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

DIHRX vs. AVDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International High Relative Profitability Portfolio (DIHRX) and Avantis International Equity ETF (AVDE). 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 DIHRX, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.005.000.571.04
The chart of Sortino ratio for DIHRX, currently valued at 0.88, compared to the broader market0.005.0010.000.881.49
The chart of Omega ratio for DIHRX, currently valued at 1.10, compared to the broader market1.002.003.004.001.101.18
The chart of Calmar ratio for DIHRX, currently valued at 0.77, compared to the broader market0.005.0010.0015.0020.000.771.80
The chart of Martin ratio for DIHRX, currently valued at 2.41, compared to the broader market0.0020.0040.0060.0080.00100.002.415.18
DIHRX
AVDE

The current DIHRX Sharpe Ratio is 0.57, which is lower than the AVDE Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of DIHRX and AVDE, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.57
1.04
DIHRX
AVDE

Dividends

DIHRX vs. AVDE - Dividend Comparison

DIHRX's dividend yield for the trailing twelve months is around 2.48%, less than AVDE's 3.09% yield.


TTM2023202220212020201920182017
DIHRX
DFA International High Relative Profitability Portfolio
2.48%2.59%3.06%2.32%1.39%2.11%2.36%0.86%
AVDE
Avantis International Equity ETF
3.09%3.01%2.79%2.46%1.63%0.29%0.00%0.00%

Drawdowns

DIHRX vs. AVDE - Drawdown Comparison

The maximum DIHRX drawdown since its inception was -33.30%, smaller than the maximum AVDE drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for DIHRX and AVDE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.01%
-6.89%
DIHRX
AVDE

Volatility

DIHRX vs. AVDE - Volatility Comparison

DFA International High Relative Profitability Portfolio (DIHRX) and Avantis International Equity ETF (AVDE) have volatilities of 3.55% and 3.65%, 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%JuneJulyAugustSeptemberOctoberNovember
3.55%
3.65%
DIHRX
AVDE