DISVX vs. AVDVX
Compare and contrast key facts about DFA International Small Cap Value Portfolio (DISVX) and Avantis International Small Cap Value Fund (AVDVX).
DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994. AVDVX is managed by Avantis Investors. It was launched on Dec 3, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DISVX or AVDVX.
Performance
DISVX vs. AVDVX - Performance Comparison
Returns By Period
In the year-to-date period, DISVX achieves a 8.63% return, which is significantly higher than AVDVX's 8.16% return.
DISVX
8.63%
-4.37%
-1.45%
15.81%
6.87%
4.24%
AVDVX
8.16%
-3.93%
-0.70%
16.26%
N/A
N/A
Key characteristics
| DISVX | AVDVX | |
|---|---|---|
| Sharpe Ratio | 1.29 | 1.29 |
| Sortino Ratio | 1.79 | 1.80 |
| Omega Ratio | 1.23 | 1.23 |
| Calmar Ratio | 2.24 | 2.23 |
| Martin Ratio | 6.63 | 6.81 |
| Ulcer Index | 2.66% | 2.68% |
| Daily Std Dev | 13.61% | 14.05% |
| Max Drawdown | -63.79% | -43.06% |
| Current Drawdown | -6.65% | -6.33% |
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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.
Correlation
The correlation between DISVX and AVDVX is 0.97, 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. 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.
Dividends
DISVX vs. AVDVX - Dividend Comparison
DISVX's dividend yield for the trailing twelve months is around 3.91%, more than AVDVX's 3.25% 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% |
AVDVX Avantis International Small Cap Value Fund | 3.25% | 3.52% | 3.33% | 2.46% | 1.35% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DISVX vs. AVDVX - Drawdown Comparison
The maximum DISVX drawdown since its inception was -63.79%, 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.
Volatility
DISVX vs. AVDVX - Volatility Comparison
DFA International Small Cap Value Portfolio (DISVX) and Avantis International Small Cap Value Fund (AVDVX) have volatilities of 4.16% and 3.99%, 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.