DIHRX vs. VEA
Compare and contrast key facts about DFA International High Relative Profitability Portfolio (DIHRX) and Vanguard FTSE Developed Markets ETF (VEA).
DIHRX is managed by Dimensional Fund Advisors LP. It was launched on May 16, 2017. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIHRX or VEA.
Key characteristics
| DIHRX | VEA | |
|---|---|---|
| YTD Return | 3.53% | 6.79% |
| 1Y Return | 14.73% | 18.86% |
| 3Y Return (Ann) | 0.31% | 1.54% |
| 5Y Return (Ann) | 6.28% | 6.20% |
| Sharpe Ratio | 1.12 | 1.45 |
| Sortino Ratio | 1.66 | 2.05 |
| Omega Ratio | 1.20 | 1.26 |
| Calmar Ratio | 1.14 | 1.49 |
| Martin Ratio | 5.69 | 8.01 |
| Ulcer Index | 2.57% | 2.35% |
| Daily Std Dev | 13.03% | 12.99% |
| Max Drawdown | -33.30% | -60.70% |
| Current Drawdown | -6.70% | -5.74% |
Correlation
The correlation between DIHRX and VEA is 0.96, 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. VEA - Performance Comparison
In the year-to-date period, DIHRX achieves a 3.53% return, which is significantly lower than VEA's 6.79% 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. VEA - Expense Ratio Comparison
DIHRX has a 0.30% expense ratio, which is higher than VEA's 0.05% expense ratio.
Risk-Adjusted Performance
DIHRX vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International High Relative Profitability Portfolio (DIHRX) and Vanguard FTSE Developed Markets ETF (VEA). 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. VEA - Dividend Comparison
DIHRX's dividend yield for the trailing twelve months is around 2.42%, less than VEA's 2.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIHRX DFA International High Relative Profitability Portfolio | 2.42% | 2.59% | 3.06% | 2.32% | 1.39% | 2.11% | 2.36% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.99% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
DIHRX vs. VEA - Drawdown Comparison
The maximum DIHRX drawdown since its inception was -33.30%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for DIHRX and VEA. For additional features, visit the drawdowns tool.
Volatility
DIHRX vs. VEA - Volatility Comparison
DFA International High Relative Profitability Portfolio (DIHRX) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 3.81% and 3.75%, 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.