DISVX vs. AVDV
Compare and contrast key facts about DFA International Small Cap Value Portfolio (DISVX) and Avantis International Small Cap Value ETF (AVDV).
DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994. AVDV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DISVX or AVDV.
Key characteristics
| DISVX | AVDV | |
|---|---|---|
| YTD Return | 9.94% | 8.21% |
| 1Y Return | 20.14% | 19.53% |
| 3Y Return (Ann) | 5.18% | 3.76% |
| Sharpe Ratio | 1.55 | 1.40 |
| Daily Std Dev | 12.76% | 13.76% |
| Max Drawdown | -60.04% | -43.01% |
| Current Drawdown | 0.00% | -0.12% |
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.
Performance
DISVX vs. AVDV - Performance Comparison
In the year-to-date period, DISVX achieves a 9.94% return, which is significantly higher than AVDV's 8.21% 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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DISVX vs. AVDV - Expense Ratio Comparison
DISVX has a 0.46% expense ratio, which is higher than AVDV's 0.36% expense ratio.
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.
Dividends
DISVX vs. AVDV - Dividend Comparison
DISVX's dividend yield for the trailing twelve months is around 3.53%, more than AVDV's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 3.53% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 5.75% | 5.85% | 3.51% | 3.94% | 3.60% |
AVDV Avantis International Small Cap Value ETF | 3.04% | 3.29% | 3.17% | 2.39% | 1.67% | 0.37% | 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 -60.04%, 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.
Volatility
DISVX vs. AVDV - Volatility Comparison
DFA International Small Cap Value Portfolio (DISVX) and Avantis International Small Cap Value ETF (AVDV) have volatilities of 3.45% and 3.58%, 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.