Correlation
The correlation between FMNEX and DFIV is 0.67, 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.
FMNEX vs. DFIV
Compare and contrast key facts about RBB Free Market International Equity Fund (FMNEX) and Dimensional International Value ETF (DFIV).
FMNEX is managed by RBB Funds. It was launched on Dec 30, 2007. DFIV is an actively managed fund by Dimensional. It was launched on Apr 16, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FMNEX or DFIV.
Performance
FMNEX vs. DFIV - Performance Comparison
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Key characteristics
FMNEX:
1.02
DFIV:
0.99
FMNEX:
1.35
DFIV:
1.36
FMNEX:
1.20
DFIV:
1.19
FMNEX:
1.15
DFIV:
1.11
FMNEX:
3.78
DFIV:
4.31
FMNEX:
4.07%
DFIV:
3.78%
FMNEX:
16.02%
DFIV:
17.31%
FMNEX:
-59.01%
DFIV:
-25.42%
FMNEX:
-0.22%
DFIV:
-0.31%
Returns By Period
In the year-to-date period, FMNEX achieves a 18.26% return, which is significantly lower than DFIV's 19.59% return.
FMNEX
18.26%
6.23%
15.60%
15.22%
11.16%
13.88%
4.87%
DFIV
19.59%
5.67%
16.64%
15.76%
12.86%
N/A
N/A
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FMNEX vs. DFIV - Expense Ratio Comparison
FMNEX has a 0.56% expense ratio, which is higher than DFIV's 0.27% expense ratio.
Risk-Adjusted Performance
FMNEX vs. DFIV — Risk-Adjusted Performance Rank
FMNEX
DFIV
FMNEX vs. DFIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RBB Free Market International Equity Fund (FMNEX) and Dimensional International Value ETF (DFIV). 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.
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Dividends
FMNEX vs. DFIV - Dividend Comparison
FMNEX's dividend yield for the trailing twelve months is around 3.11%, less than DFIV's 3.39% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMNEX RBB Free Market International Equity Fund | 3.11% | 3.68% | 2.49% | 3.47% | 1.31% | 3.03% | 2.56% | 4.12% | 3.30% | 3.17% | 3.61% | 4.44% |
DFIV Dimensional International Value ETF | 3.39% | 3.88% | 3.93% | 3.84% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FMNEX vs. DFIV - Drawdown Comparison
The maximum FMNEX drawdown since its inception was -59.01%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for FMNEX and DFIV.
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Volatility
FMNEX vs. DFIV - Volatility Comparison
The current volatility for RBB Free Market International Equity Fund (FMNEX) is 2.42%, while Dimensional International Value ETF (DFIV) has a volatility of 2.71%. This indicates that FMNEX experiences smaller price fluctuations and is considered to be less risky than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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