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.
Performance
DISVX vs. AVDV - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with DISVX having a 8.63% return and AVDV slightly lower at 8.52%.
DISVX
8.63%
-4.37%
-1.45%
15.81%
6.87%
4.24%
AVDV
8.52%
-4.01%
0.04%
16.84%
7.71%
N/A
Key characteristics
| DISVX | AVDV | |
|---|---|---|
| Sharpe Ratio | 1.29 | 1.32 |
| Sortino Ratio | 1.79 | 1.83 |
| Omega Ratio | 1.23 | 1.23 |
| Calmar Ratio | 2.24 | 2.33 |
| Martin Ratio | 6.63 | 6.98 |
| Ulcer Index | 2.66% | 2.70% |
| Daily Std Dev | 13.61% | 14.18% |
| Max Drawdown | -63.79% | -43.01% |
| Current Drawdown | -6.65% | -6.37% |
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.
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.
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 3.91%, more than AVDV's 3.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 3.91% | 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 | 3.11% | 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.
Volatility
DISVX vs. AVDV - Volatility Comparison
DFA International Small Cap Value Portfolio (DISVX) has a higher volatility of 4.16% compared to Avantis International Small Cap Value ETF (AVDV) at 3.94%. 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.