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

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.


-0.50.00.51.00.9

Performance

DIHRX vs. VIGI - Performance Comparison

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

-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-7.17%
-5.33%
DIHRX
VIGI

Key characteristics

Sharpe Ratio

DIHRX:

0.05

VIGI:

0.16

Sortino Ratio

DIHRX:

0.15

VIGI:

0.30

Omega Ratio

DIHRX:

1.02

VIGI:

1.04

Calmar Ratio

DIHRX:

0.06

VIGI:

0.17

Martin Ratio

DIHRX:

0.14

VIGI:

0.47

Ulcer Index

DIHRX:

4.25%

VIGI:

3.86%

Daily Std Dev

DIHRX:

12.96%

VIGI:

11.50%

Max Drawdown

DIHRX:

-33.30%

VIGI:

-31.01%

Current Drawdown

DIHRX:

-10.56%

VIGI:

-10.86%

Returns By Period

In the year-to-date period, DIHRX achieves a -0.72% return, which is significantly higher than VIGI's -1.26% return.


DIHRX

YTD

-0.72%

1M

-4.03%

6M

-7.17%

1Y

0.11%

5Y*

4.25%

10Y*

N/A

VIGI

YTD

-1.26%

1M

-4.57%

6M

-5.32%

1Y

1.09%

5Y*

4.52%

10Y*

N/A

*Annualized

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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.


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 VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

DIHRX vs. VIGI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DIHRX
The Risk-Adjusted Performance Rank of DIHRX is 1515
Overall Rank
The Sharpe Ratio Rank of DIHRX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of DIHRX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of DIHRX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of DIHRX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of DIHRX is 1414
Martin Ratio Rank

VIGI
The Risk-Adjusted Performance Rank of VIGI is 1616
Overall Rank
The Sharpe Ratio Rank of VIGI is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 1515
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 1515
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 1919
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for DIHRX, currently valued at 0.05, compared to the broader market-1.000.001.002.003.004.000.050.16
The chart of Sortino ratio for DIHRX, currently valued at 0.15, compared to the broader market-2.000.002.004.006.008.0010.000.150.30
The chart of Omega ratio for DIHRX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.003.501.021.04
The chart of Calmar ratio for DIHRX, currently valued at 0.06, compared to the broader market0.005.0010.0015.000.060.17
The chart of Martin ratio for DIHRX, currently valued at 0.14, compared to the broader market0.0020.0040.0060.000.140.47
DIHRX
VIGI

The current DIHRX Sharpe Ratio is 0.05, which is lower than the VIGI Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of DIHRX and VIGI, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.05
0.16
DIHRX
VIGI

Dividends

DIHRX vs. VIGI - Dividend Comparison

DIHRX's dividend yield for the trailing twelve months is around 2.35%, more than VIGI's 1.95% yield.


TTM202420232022202120202019201820172016
DIHRX
DFA International High Relative Profitability Portfolio
2.35%2.33%2.59%3.06%2.32%1.39%2.11%2.36%0.86%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
1.95%1.93%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.56%
-10.86%
DIHRX
VIGI

Volatility

DIHRX vs. VIGI - Volatility Comparison

DFA International High Relative Profitability Portfolio (DIHRX) and Vanguard International Dividend Appreciation ETF (VIGI) have volatilities of 3.30% and 3.37%, 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.30%
3.37%
DIHRX
VIGI