Correlation
The correlation between GSID 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.
GSID vs. DFIV
Compare and contrast key facts about Goldman Sachs MarketBeta International Equity ETF (GSID) and Dimensional International Value ETF (DFIV).
GSID and DFIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSID is a passively managed fund by Goldman Sachs that tracks the performance of the Solactive GBS Developed Markets ex North America Large & Mid Cap Index. It was launched on May 12, 2020. 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: GSID or DFIV.
Performance
GSID vs. DFIV - Performance Comparison
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Key characteristics
GSID:
0.80
DFIV:
0.99
GSID:
1.15
DFIV:
1.36
GSID:
1.15
DFIV:
1.19
GSID:
0.93
DFIV:
1.11
GSID:
2.77
DFIV:
4.31
GSID:
4.70%
DFIV:
3.78%
GSID:
17.31%
DFIV:
17.31%
GSID:
-29.89%
DFIV:
-25.42%
GSID:
-0.61%
DFIV:
-0.31%
Returns By Period
In the year-to-date period, GSID achieves a 17.09% return, which is significantly lower than DFIV's 19.59% return.
GSID
17.09%
4.73%
13.45%
13.83%
11.10%
11.07%
N/A
DFIV
19.59%
5.25%
16.64%
17.03%
12.86%
N/A
N/A
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GSID vs. DFIV - Expense Ratio Comparison
GSID has a 0.20% expense ratio, which is lower than DFIV's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
GSID vs. DFIV — Risk-Adjusted Performance Rank
GSID
DFIV
GSID vs. DFIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta International Equity ETF (GSID) 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
GSID vs. DFIV - Dividend Comparison
GSID's dividend yield for the trailing twelve months is around 2.49%, less than DFIV's 3.39% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|
GSID Goldman Sachs MarketBeta International Equity ETF | 2.49% | 2.90% | 2.59% | 2.57% | 2.93% | 1.02% |
DFIV Dimensional International Value ETF | 3.39% | 3.88% | 3.93% | 3.84% | 2.31% | 0.00% |
Drawdowns
GSID vs. DFIV - Drawdown Comparison
The maximum GSID drawdown since its inception was -29.89%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for GSID and DFIV.
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Volatility
GSID vs. DFIV - Volatility Comparison
Goldman Sachs MarketBeta International Equity ETF (GSID) has a higher volatility of 2.99% compared to Dimensional International Value ETF (DFIV) at 2.71%. This indicates that GSID's price experiences larger fluctuations and is considered to be riskier than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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