DIHRX vs. VIGI
Compare and contrast key facts about DFA International High Relative Profitability Portfolio (DIHRX) and Vanguard International Dividend Appreciation ETF (VIGI).
DIHRX is managed by Dimensional Fund Advisors LP. It was launched on May 16, 2017. VIGI is a passively managed fund by Vanguard that tracks the performance of the NASDAQ International DividendAchieversSelect Index. It was launched on Feb 25, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIHRX or VIGI.
Key characteristics
| DIHRX | VIGI | |
|---|---|---|
| YTD Return | 4.33% | 8.23% |
| 1Y Return | 14.72% | 19.28% |
| 3Y Return (Ann) | 0.61% | 1.35% |
| 5Y Return (Ann) | 6.41% | 7.00% |
| Sharpe Ratio | 1.13 | 1.68 |
| Sortino Ratio | 1.67 | 2.43 |
| Omega Ratio | 1.20 | 1.29 |
| Calmar Ratio | 1.13 | 1.31 |
| Martin Ratio | 5.87 | 8.91 |
| Ulcer Index | 2.47% | 2.13% |
| Daily Std Dev | 12.85% | 11.30% |
| Max Drawdown | -33.30% | -31.01% |
| Current Drawdown | -5.98% | -4.88% |
Correlation
The correlation between DIHRX and VIGI is 0.93, 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. VIGI - Performance Comparison
In the year-to-date period, DIHRX achieves a 4.33% return, which is significantly lower than VIGI's 8.23% 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. VIGI - Expense Ratio Comparison
DIHRX has a 0.30% expense ratio, which is higher than VIGI's 0.15% expense ratio.
Risk-Adjusted Performance
DIHRX vs. VIGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International High Relative Profitability Portfolio (DIHRX) and Vanguard International Dividend Appreciation ETF (VIGI). 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. VIGI - Dividend Comparison
DIHRX's dividend yield for the trailing twelve months is around 2.40%, more than VIGI's 1.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
DIHRX DFA International High Relative Profitability Portfolio | 2.40% | 2.59% | 3.06% | 3.10% | 1.40% | 2.11% | 2.35% | 0.87% | 0.00% |
VIGI Vanguard International Dividend Appreciation ETF | 1.96% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% |
Drawdowns
DIHRX vs. VIGI - Drawdown Comparison
The maximum DIHRX drawdown since its inception was -33.30%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for DIHRX and VIGI. For additional features, visit the drawdowns tool.
Volatility
DIHRX vs. VIGI - Volatility Comparison
DFA International High Relative Profitability Portfolio (DIHRX) has a higher volatility of 3.08% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 2.74%. This indicates that DIHRX's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.