DIHRX vs. AVDE
Compare and contrast key facts about DFA International High Relative Profitability Portfolio (DIHRX) and Avantis International Equity ETF (AVDE).
DIHRX is managed by Dimensional Fund Advisors LP. It was launched on May 16, 2017. AVDE is a passively managed fund by American Century Investments that tracks the performance of the MSCI World ex-USA IMI Index. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIHRX or AVDE.
Key characteristics
| DIHRX | AVDE | |
|---|---|---|
| YTD Return | 4.33% | 7.86% |
| 1Y Return | 14.72% | 19.76% |
| 3Y Return (Ann) | 0.61% | 2.31% |
| 5Y Return (Ann) | 6.41% | 6.71% |
| Sharpe Ratio | 1.13 | 1.45 |
| Sortino Ratio | 1.67 | 2.06 |
| Omega Ratio | 1.20 | 1.25 |
| Calmar Ratio | 1.13 | 1.68 |
| Martin Ratio | 5.87 | 8.54 |
| Ulcer Index | 2.47% | 2.20% |
| Daily Std Dev | 12.85% | 12.92% |
| Max Drawdown | -33.30% | -36.99% |
| Current Drawdown | -5.98% | -5.45% |
Correlation
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.
Performance
DIHRX vs. AVDE - Performance Comparison
In the year-to-date period, DIHRX achieves a 4.33% return, which is significantly lower than AVDE's 7.86% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DIHRX vs. AVDE - Expense Ratio Comparison
DIHRX has a 0.30% expense ratio, which is higher than AVDE's 0.23% expense ratio.
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.
Dividends
DIHRX vs. AVDE - Dividend Comparison
DIHRX's dividend yield for the trailing twelve months is around 2.40%, less than AVDE's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
DIHRX DFA International High Relative Profitability Portfolio | 2.40% | 2.59% | 3.06% | 3.10% | 1.40% | 2.11% | 2.35% | 0.87% |
AVDE Avantis International Equity ETF | 3.04% | 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.
Volatility
DIHRX vs. AVDE - Volatility Comparison
DFA International High Relative Profitability Portfolio (DIHRX) and Avantis International Equity ETF (AVDE) have volatilities of 3.09% and 3.07%, 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.