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

Correlation

The correlation between DISVX and AVDV is 0.70, 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.


-0.50.00.51.0
Correlation: 0.7

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.

45.00%50.00%55.00%60.00%65.00%70.00%NovemberDecember2025FebruaryMarchApril
69.08%
68.54%
DISVX
AVDV

Key characteristics

Sharpe Ratio

DISVX:

1.11

AVDV:

0.86

Sortino Ratio

DISVX:

1.52

AVDV:

1.27

Omega Ratio

DISVX:

1.22

AVDV:

1.18

Calmar Ratio

DISVX:

1.38

AVDV:

1.12

Martin Ratio

DISVX:

4.54

AVDV:

3.93

Ulcer Index

DISVX:

4.17%

AVDV:

4.05%

Daily Std Dev

DISVX:

17.04%

AVDV:

18.64%

Max Drawdown

DISVX:

-60.04%

AVDV:

-43.01%

Current Drawdown

DISVX:

-0.19%

AVDV:

-0.57%

Returns By Period

In the year-to-date period, DISVX achieves a 13.82% return, which is significantly higher than AVDV's 9.94% return.


DISVX

YTD

13.82%

1M

0.49%

6M

10.83%

1Y

18.23%

5Y*

16.65%

10Y*

6.25%

AVDV

YTD

9.94%

1M

-0.01%

6M

8.42%

1Y

15.66%

5Y*

16.17%

10Y*

N/A

*Annualized

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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.


Expense ratio chart for DISVX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DISVX: 0.46%
Expense ratio chart for AVDV: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVDV: 0.36%

Risk-Adjusted Performance

DISVX vs. AVDV — Risk-Adjusted Performance Rank

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

DISVX
The Risk-Adjusted Performance Rank of DISVX is 8383
Overall Rank
The Sharpe Ratio Rank of DISVX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of DISVX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of DISVX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DISVX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of DISVX is 8484
Martin Ratio Rank

AVDV
The Risk-Adjusted Performance Rank of AVDV is 7979
Overall Rank
The Sharpe Ratio Rank of AVDV is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDV is 7676
Sortino Ratio Rank
The Omega Ratio Rank of AVDV is 7777
Omega Ratio Rank
The Calmar Ratio Rank of AVDV is 8585
Calmar Ratio Rank
The Martin Ratio Rank of AVDV is 8080
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.

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.


The chart of Sharpe ratio for DISVX, currently valued at 1.11, compared to the broader market-1.000.001.002.003.00
DISVX: 1.11
AVDV: 0.86
The chart of Sortino ratio for DISVX, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.00
DISVX: 1.52
AVDV: 1.27
The chart of Omega ratio for DISVX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.00
DISVX: 1.22
AVDV: 1.18
The chart of Calmar ratio for DISVX, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.00
DISVX: 1.38
AVDV: 1.12
The chart of Martin ratio for DISVX, currently valued at 4.54, compared to the broader market0.0010.0020.0030.0040.0050.00
DISVX: 4.54
AVDV: 3.93

The current DISVX Sharpe Ratio is 1.11, which is comparable to the AVDV Sharpe Ratio of 0.86. 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.11
0.86
DISVX
AVDV

Dividends

DISVX vs. AVDV - Dividend Comparison

DISVX's dividend yield for the trailing twelve months is around 4.06%, more than AVDV's 3.92% yield.


TTM20242023202220212020201920182017201620152014
DISVX
DFA International Small Cap Value Portfolio
4.06%4.56%3.87%2.40%3.51%1.84%3.97%5.91%5.75%5.85%3.51%3.94%
AVDV
Avantis International Small Cap Value ETF
3.92%4.31%3.29%3.17%2.39%1.67%0.36%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.19%
-0.57%
DISVX
AVDV

Volatility

DISVX vs. AVDV - Volatility Comparison

The current volatility for DFA International Small Cap Value Portfolio (DISVX) is 10.46%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 12.42%. This indicates that DISVX experiences smaller price fluctuations and is considered to be less risky than AVDV 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%NovemberDecember2025FebruaryMarchApril
10.46%
12.42%
DISVX
AVDV