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DINT vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DINT and ^GSPC is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

DINT vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Select International ETF (DINT) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
17.09%
9.05%
DINT
^GSPC

Key characteristics

Sharpe Ratio

DINT:

1.64

^GSPC:

1.77

Sortino Ratio

DINT:

2.29

^GSPC:

2.39

Omega Ratio

DINT:

1.29

^GSPC:

1.32

Calmar Ratio

DINT:

1.28

^GSPC:

2.66

Martin Ratio

DINT:

4.68

^GSPC:

10.85

Ulcer Index

DINT:

7.39%

^GSPC:

2.08%

Daily Std Dev

DINT:

21.17%

^GSPC:

12.79%

Max Drawdown

DINT:

-45.12%

^GSPC:

-56.78%

Current Drawdown

DINT:

-5.81%

^GSPC:

0.00%

Returns By Period

In the year-to-date period, DINT achieves a 8.33% return, which is significantly higher than ^GSPC's 4.22% return.


DINT

YTD

8.33%

1M

8.61%

6M

17.78%

1Y

32.33%

5Y*

5.48%

10Y*

N/A

^GSPC

YTD

4.22%

1M

2.22%

6M

9.51%

1Y

22.46%

5Y*

12.74%

10Y*

11.29%

*Annualized

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Risk-Adjusted Performance

DINT vs. ^GSPC — Risk-Adjusted Performance Rank

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

DINT
The Risk-Adjusted Performance Rank of DINT is 5757
Overall Rank
The Sharpe Ratio Rank of DINT is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of DINT is 6565
Sortino Ratio Rank
The Omega Ratio Rank of DINT is 6464
Omega Ratio Rank
The Calmar Ratio Rank of DINT is 4646
Calmar Ratio Rank
The Martin Ratio Rank of DINT is 4545
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8484
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8989
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.

DINT vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Select International ETF (DINT) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for DINT, currently valued at 1.64, compared to the broader market0.002.004.001.641.77
The chart of Sortino ratio for DINT, currently valued at 2.29, compared to the broader market0.005.0010.002.292.39
The chart of Omega ratio for DINT, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.32
The chart of Calmar ratio for DINT, currently valued at 1.28, compared to the broader market0.005.0010.0015.0020.001.282.66
The chart of Martin ratio for DINT, currently valued at 4.68, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.6810.85
DINT
^GSPC

The current DINT Sharpe Ratio is 1.64, which is comparable to the ^GSPC Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of DINT and ^GSPC, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.64
1.77
DINT
^GSPC

Drawdowns

DINT vs. ^GSPC - Drawdown Comparison

The maximum DINT drawdown since its inception was -45.12%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DINT and ^GSPC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.81%
0
DINT
^GSPC

Volatility

DINT vs. ^GSPC - Volatility Comparison

Davis Select International ETF (DINT) has a higher volatility of 5.14% compared to S&P 500 (^GSPC) at 3.19%. This indicates that DINT's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
5.14%
3.19%
DINT
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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