LAIDX vs. DFIV
LAIDX (Lord Abbett International Value Fund) and DFIV (Dimensional International Value ETF) are both Foreign Large Cap Equities funds. Over the past 3 years, LAIDX returned 21.61%/yr vs 23.93%/yr for DFIV. Their 0.95 correlation means they have historically moved very closely together. LAIDX charges 0.82%/yr vs 0.27%/yr for DFIV.
Performance
LAIDX vs. DFIV - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with LAIDX having a 16.26% return and DFIV slightly higher at 17.05%.
LAIDX
- 1D
- 0.33%
- 1M
- 3.21%
- 6M
- 8.51%
- YTD
- 16.26%
- 1Y
- 32.36%
- 3Y*
- 21.61%
- 5Y*
- 12.31%
- 10Y*
- 9.53%
- ALL TIME*
- 5.22%
DFIV
- 1D
- 0.35%
- 1M
- 4.70%
- 6M
- 8.52%
- YTD
- 17.05%
- 1Y
- 36.22%
- 3Y*
- 23.93%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $82.28M | $69.93M | $68.43M | |
| $0.00 | $0.00 | $0.00 |
LAIDX vs. DFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LAIDX Lord Abbett International Value Fund | 16.26% | 38.19% | 8.03% | 15.65% | -10.62% | -0.29% |
DFIV Dimensional International Value ETF | 17.05% | 45.36% | 7.26% | 17.75% | -3.70% | 0.50% |
Correlation
The correlation between LAIDX and DFIV is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2021 | 0.95 |
The correlation between LAIDX and DFIV has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
LAIDX vs. DFIV — Risk / Return Rank
LAIDX
DFIV
LAIDX vs. DFIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett International Value Fund (LAIDX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LAIDX | DFIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.47 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 3.77 | -0.96 |
| Martin ratioReturn relative to average drawdown | 10.15 | 14.60 | -4.45 |
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Drawdowns
LAIDX vs. DFIV - Drawdown Comparison
The maximum LAIDX drawdown since its inception was -52.40%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for LAIDX and DFIV.
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Drawdown Indicators
| LAIDX | DFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.40% | -25.42% | -26.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -9.66% | -2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -13.02% | -14.72% | +1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -28.31% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.34% | — | — |
Current DrawdownCurrent decline from peak | -0.16% | -0.16% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -4.36% | -6.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.49% | +0.86% |
Volatility
LAIDX vs. DFIV - Volatility Comparison
Lord Abbett International Value Fund (LAIDX) has a higher volatility of 4.21% compared to Dimensional International Value ETF (DFIV) at 3.52%. This indicates that LAIDX'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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Volatility by Period
| LAIDX | DFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 3.52% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 12.90% | 11.52% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.12% | 13.88% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 16.54% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 16.54% | +0.15% |
LAIDX vs. DFIV - Expense Ratio Comparison
LAIDX has a 0.82% expense ratio, which is higher than DFIV's 0.27% expense ratio.
Dividends
LAIDX vs. DFIV - Dividend Comparison
LAIDX's dividend yield for the trailing twelve months is around 1.92%, less than DFIV's 2.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIV Dimensional International Value ETF | 2.57% | 2.92% | 3.88% | 3.93% | 3.84% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LAIDX Lord Abbett International Value Fund | 1.92% | 2.75% | 3.55% | 3.31% | 4.00% | 3.49% | 2.31% | 3.25% | 3.67% | 3.04% | 3.94% | 3.82% |
Frequently Asked Questions
With a correlation of 0.93, LAIDX and DFIV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
LAIDX has higher volatility (4.21%) compared to DFIV (3.52%). In terms of maximum drawdown, LAIDX dropped -52.40% vs DFIV's -25.42%.
DFIV currently has the higher Sharpe Ratio (2.63 vs 2.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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