DIHRX vs. AVDE

In the year-to-date period, DIHRX achieves a 15.40% return, which is significantly lower than AVDE's 18.74% return.

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

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.

The current DIHRX Sharpe Ratio is 0.69, which is comparable to the AVDE Sharpe Ratio of 0.98. 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.

DIHRX's dividend yield for the trailing twelve months is around 1.91%, less than AVDE's 2.77% yield.

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.

DFA International High Relative Profitability Portfolio (DIHRX) and Avantis International Equity ETF (AVDE) have volatilities of 3.02% and 2.88%, 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.