DMDV vs. VEA
Compare and contrast key facts about AAM S&P Developed Markets High Dividend Value ETF (DMDV) and Vanguard FTSE Developed Markets ETF (VEA).
DMDV and VEA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DMDV is a passively managed fund by Advisors Asset Management that tracks the performance of the S&P Developed Ex-U.S. Dividend and Free Cash Flow Yield. It was launched on Nov 27, 2018. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007. Both DMDV and VEA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DMDV or VEA.
Key characteristics
| DMDV | VEA | |
|---|---|---|
| YTD Return | 7.82% | 5.01% |
| 1Y Return | 21.76% | 16.10% |
| 3Y Return (Ann) | 5.69% | 1.05% |
| 5Y Return (Ann) | 4.00% | 5.95% |
| Sharpe Ratio | 1.88 | 1.24 |
| Sortino Ratio | 2.76 | 1.78 |
| Omega Ratio | 1.34 | 1.22 |
| Calmar Ratio | 1.25 | 1.35 |
| Martin Ratio | 11.24 | 6.72 |
| Ulcer Index | 2.02% | 2.42% |
| Daily Std Dev | 12.05% | 13.09% |
| Max Drawdown | -47.18% | -60.70% |
| Current Drawdown | -2.36% | -7.32% |
Correlation
The correlation between DMDV and VEA is 0.88, 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
DMDV vs. VEA - Performance Comparison
In the year-to-date period, DMDV achieves a 7.82% return, which is significantly higher than VEA's 5.01% 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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DMDV vs. VEA - Expense Ratio Comparison
DMDV has a 0.39% expense ratio, which is higher than VEA's 0.05% expense ratio.
Risk-Adjusted Performance
DMDV vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AAM S&P Developed Markets High Dividend Value ETF (DMDV) and Vanguard FTSE Developed Markets ETF (VEA). 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
DMDV vs. VEA - Dividend Comparison
DMDV's dividend yield for the trailing twelve months is around 5.57%, more than VEA's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMDV AAM S&P Developed Markets High Dividend Value ETF | 5.57% | 6.98% | 0.44% | 4.45% | 3.13% | 5.35% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 3.04% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
DMDV vs. VEA - Drawdown Comparison
The maximum DMDV drawdown since its inception was -47.18%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for DMDV and VEA. For additional features, visit the drawdowns tool.
Volatility
DMDV vs. VEA - Volatility Comparison
The current volatility for AAM S&P Developed Markets High Dividend Value ETF (DMDV) is 0.04%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 3.95%. This indicates that DMDV experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.