DISV vs. AVDVX
Compare and contrast key facts about Dimensional International Small Cap Value ETF (DISV) and Avantis International Small Cap Value Fund (AVDVX).
DISV is an actively managed fund by Dimensional Fund Advisors. It was launched on Mar 23, 2022. AVDVX is managed by Avantis Investors. It was launched on Dec 3, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DISV or AVDVX.
Key characteristics
| DISV | AVDVX | |
|---|---|---|
| YTD Return | 6.07% | 7.99% |
| 1Y Return | 16.95% | 20.21% |
| Sharpe Ratio | 1.17 | 1.41 |
| Sortino Ratio | 1.64 | 1.97 |
| Omega Ratio | 1.20 | 1.25 |
| Calmar Ratio | 2.11 | 2.24 |
| Martin Ratio | 6.48 | 8.03 |
| Ulcer Index | 2.68% | 2.53% |
| Daily Std Dev | 14.79% | 14.43% |
| Max Drawdown | -26.77% | -43.06% |
| Current Drawdown | -8.22% | -6.48% |
Correlation
The correlation between DISV and AVDVX is 0.97, 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
DISV vs. AVDVX - Performance Comparison
In the year-to-date period, DISV achieves a 6.07% return, which is significantly lower than AVDVX's 7.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DISV vs. AVDVX - Expense Ratio Comparison
DISV has a 0.42% expense ratio, which is higher than AVDVX's 0.36% expense ratio.
Risk-Adjusted Performance
DISV vs. AVDVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Small Cap Value ETF (DISV) and Avantis International Small Cap Value Fund (AVDVX). 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
DISV vs. AVDVX - Dividend Comparison
DISV's dividend yield for the trailing twelve months is around 2.80%, less than AVDVX's 3.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
DISV Dimensional International Small Cap Value ETF | 2.80% | 2.73% | 1.23% | 0.00% | 0.00% | 0.00% |
AVDVX Avantis International Small Cap Value Fund | 3.26% | 3.52% | 3.33% | 2.46% | 1.35% | 0.39% |
Drawdowns
DISV vs. AVDVX - Drawdown Comparison
The maximum DISV drawdown since its inception was -26.77%, smaller than the maximum AVDVX drawdown of -43.06%. Use the drawdown chart below to compare losses from any high point for DISV and AVDVX. For additional features, visit the drawdowns tool.
Volatility
DISV vs. AVDVX - Volatility Comparison
Dimensional International Small Cap Value ETF (DISV) has a higher volatility of 4.27% compared to Avantis International Small Cap Value Fund (AVDVX) at 3.97%. This indicates that DISV's price experiences larger fluctuations and is considered to be riskier than AVDVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.