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DISVX vs. AVDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DISVX and AVDV 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.


-0.50.00.51.01.0

Performance

DISVX vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Small Cap Value Portfolio (DISVX) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

40.00%45.00%50.00%55.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
40.59%
50.66%
DISVX
AVDV

Key characteristics

Sharpe Ratio

DISVX:

0.55

AVDV:

0.69

Sortino Ratio

DISVX:

0.81

AVDV:

1.00

Omega Ratio

DISVX:

1.10

AVDV:

1.13

Calmar Ratio

DISVX:

0.71

AVDV:

1.19

Martin Ratio

DISVX:

2.21

AVDV:

3.05

Ulcer Index

DISVX:

3.40%

AVDV:

3.18%

Daily Std Dev

DISVX:

13.78%

AVDV:

14.08%

Max Drawdown

DISVX:

-63.79%

AVDV:

-43.01%

Current Drawdown

DISVX:

-10.13%

AVDV:

-7.85%

Returns By Period

In the year-to-date period, DISVX achieves a 4.58% return, which is significantly lower than AVDV's 6.80% return.


DISVX

YTD

4.58%

1M

-3.17%

6M

-1.45%

1Y

5.98%

5Y*

5.42%

10Y*

4.15%

AVDV

YTD

6.80%

1M

-1.20%

6M

1.80%

1Y

7.92%

5Y*

6.39%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DISVX vs. AVDV - Expense Ratio Comparison

DISVX has a 0.46% expense ratio, which is higher than AVDV's 0.36% expense ratio.


DISVX
DFA International Small Cap Value Portfolio
Expense ratio chart for DISVX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for AVDV: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Risk-Adjusted Performance

DISVX vs. AVDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Value Portfolio (DISVX) and Avantis International Small Cap Value ETF (AVDV). 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 DISVX, currently valued at 0.55, compared to the broader market-1.000.001.002.003.004.000.550.69
The chart of Sortino ratio for DISVX, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.0010.000.811.00
The chart of Omega ratio for DISVX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.13
The chart of Calmar ratio for DISVX, currently valued at 0.70, compared to the broader market0.002.004.006.008.0010.0012.0014.000.711.19
The chart of Martin ratio for DISVX, currently valued at 2.21, compared to the broader market0.0020.0040.0060.002.213.05
DISVX
AVDV

The current DISVX Sharpe Ratio is 0.55, which is comparable to the AVDV Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of DISVX and AVDV, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.55
0.69
DISVX
AVDV

Dividends

DISVX vs. AVDV - Dividend Comparison

DISVX's dividend yield for the trailing twelve months is around 2.35%, less than AVDV's 4.38% yield.


TTM20232022202120202019201820172016201520142013
DISVX
DFA International Small Cap Value Portfolio
2.35%3.75%2.40%2.76%1.85%2.47%2.20%2.54%2.60%2.01%2.09%2.12%
AVDV
Avantis International Small Cap Value ETF
4.38%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DISVX vs. AVDV - Drawdown Comparison

The maximum DISVX drawdown since its inception was -63.79%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for DISVX and AVDV. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.13%
-7.85%
DISVX
AVDV

Volatility

DISVX vs. AVDV - Volatility Comparison

DFA International Small Cap Value Portfolio (DISVX) has a higher volatility of 4.23% compared to Avantis International Small Cap Value ETF (AVDV) at 3.60%. This indicates that DISVX's price experiences larger fluctuations and is considered to be riskier than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.23%
3.60%
DISVX
AVDV
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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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