IDVO vs. DFIVX
Compare and contrast key facts about Amplify International Enhanced Dividend Income ETF (IDVO) and DFA International Value Portfolio (DFIVX).
IDVO is an actively managed fund by Amplify Investments. It was launched on Sep 8, 2022. DFIVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 14, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDVO or DFIVX.
Performance
IDVO vs. DFIVX - Performance Comparison
Returns By Period
In the year-to-date period, IDVO achieves a 11.80% return, which is significantly higher than DFIVX's 8.57% return.
IDVO
11.80%
-1.37%
0.22%
15.71%
N/A
N/A
DFIVX
8.57%
-2.27%
-0.49%
15.03%
8.13%
5.35%
Key characteristics
| IDVO | DFIVX | |
|---|---|---|
| Sharpe Ratio | 1.07 | 1.16 |
| Sortino Ratio | 1.49 | 1.58 |
| Omega Ratio | 1.19 | 1.20 |
| Calmar Ratio | 1.54 | 1.97 |
| Martin Ratio | 5.92 | 6.01 |
| Ulcer Index | 2.40% | 2.39% |
| Daily Std Dev | 13.28% | 12.44% |
| Max Drawdown | -11.00% | -65.67% |
| Current Drawdown | -1.92% | -5.26% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IDVO vs. DFIVX - Expense Ratio Comparison
IDVO has a 0.65% expense ratio, which is higher than DFIVX's 0.30% expense ratio.
Correlation
The correlation between IDVO and DFIVX is 0.87, 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
IDVO vs. DFIVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify International Enhanced Dividend Income ETF (IDVO) and DFA International Value Portfolio (DFIVX). 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
IDVO vs. DFIVX - Dividend Comparison
IDVO's dividend yield for the trailing twelve months is around 5.92%, more than DFIVX's 4.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDVO Amplify International Enhanced Dividend Income ETF | 5.92% | 5.71% | 1.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIVX DFA International Value Portfolio | 4.24% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% | 2.71% |
Drawdowns
IDVO vs. DFIVX - Drawdown Comparison
The maximum IDVO drawdown since its inception was -11.00%, smaller than the maximum DFIVX drawdown of -65.67%. Use the drawdown chart below to compare losses from any high point for IDVO and DFIVX. For additional features, visit the drawdowns tool.
Volatility
IDVO vs. DFIVX - Volatility Comparison
Amplify International Enhanced Dividend Income ETF (IDVO) and DFA International Value Portfolio (DFIVX) have volatilities of 3.70% and 3.73%, 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.