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

Correlation

The correlation between DISVX and AVDVX 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. AVDVX - 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 Fund (AVDVX). The values are adjusted to include any dividend payments, if applicable.

35.00%40.00%45.00%50.00%55.00%60.00%NovemberDecember2025FebruaryMarchApril
58.87%
57.28%
DISVX
AVDVX

Key characteristics

Sharpe Ratio

DISVX:

1.11

AVDVX:

0.89

Sortino Ratio

DISVX:

1.52

AVDVX:

1.27

Omega Ratio

DISVX:

1.22

AVDVX:

1.18

Calmar Ratio

DISVX:

1.38

AVDVX:

1.12

Martin Ratio

DISVX:

4.54

AVDVX:

3.96

Ulcer Index

DISVX:

4.17%

AVDVX:

3.91%

Daily Std Dev

DISVX:

17.04%

AVDVX:

17.35%

Max Drawdown

DISVX:

-60.04%

AVDVX:

-43.06%

Current Drawdown

DISVX:

-0.19%

AVDVX:

-0.15%

Returns By Period

In the year-to-date period, DISVX achieves a 13.82% return, which is significantly higher than AVDVX's 10.30% return.


DISVX

YTD

13.82%

1M

0.49%

6M

10.83%

1Y

18.23%

5Y*

16.65%

10Y*

6.25%

AVDVX

YTD

10.30%

1M

0.45%

6M

8.94%

1Y

15.19%

5Y*

16.15%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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DISVX vs. AVDVX - Expense Ratio Comparison

DISVX has a 0.46% expense ratio, which is higher than AVDVX'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 AVDVX: 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%
AVDVX: 0.36%

Risk-Adjusted Performance

DISVX vs. AVDVX — 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

AVDVX
The Risk-Adjusted Performance Rank of AVDVX is 7878
Overall Rank
The Sharpe Ratio Rank of AVDVX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDVX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AVDVX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AVDVX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AVDVX is 8181
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. AVDVX - 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 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.


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
AVDVX: 0.89
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
AVDVX: 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
AVDVX: 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
AVDVX: 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
AVDVX: 3.96

The current DISVX Sharpe Ratio is 1.11, which is comparable to the AVDVX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of DISVX and AVDVX, 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
0.89
DISVX
AVDVX

Dividends

DISVX vs. AVDVX - Dividend Comparison

DISVX's dividend yield for the trailing twelve months is around 4.06%, more than AVDVX's 3.88% 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%
AVDVX
Avantis International Small Cap Value Fund
3.88%4.28%3.52%3.33%2.46%1.35%0.39%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DISVX vs. AVDVX - Drawdown Comparison

The maximum DISVX drawdown since its inception was -60.04%, which is greater than AVDVX's maximum drawdown of -43.06%. Use the drawdown chart below to compare losses from any high point for DISVX and AVDVX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.19%
-0.15%
DISVX
AVDVX

Volatility

DISVX vs. AVDVX - Volatility Comparison

DFA International Small Cap Value Portfolio (DISVX) and Avantis International Small Cap Value Fund (AVDVX) have volatilities of 10.46% and 10.63%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.46%
10.63%
DISVX
AVDVX