PortfoliosLab logo
OSEA vs. DFAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OSEA and DFAX is 0.73, 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

OSEA vs. DFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor International Compounders ETF (OSEA) and Dimensional World ex US Core Equity 2 ETF (DFAX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

OSEA:

0.15

DFAX:

0.65

Sortino Ratio

OSEA:

0.36

DFAX:

1.04

Omega Ratio

OSEA:

1.04

DFAX:

1.14

Calmar Ratio

OSEA:

0.16

DFAX:

0.80

Martin Ratio

OSEA:

0.44

DFAX:

2.62

Ulcer Index

OSEA:

6.59%

DFAX:

4.26%

Daily Std Dev

OSEA:

17.83%

DFAX:

16.66%

Max Drawdown

OSEA:

-18.14%

DFAX:

-28.15%

Current Drawdown

OSEA:

-3.47%

DFAX:

0.00%

Returns By Period

In the year-to-date period, OSEA achieves a 8.94% return, which is significantly lower than DFAX's 12.28% return.


OSEA

YTD

8.94%

1M

9.23%

6M

6.14%

1Y

2.59%

5Y*

N/A

10Y*

N/A

DFAX

YTD

12.28%

1M

10.08%

6M

10.81%

1Y

10.84%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OSEA vs. DFAX - Expense Ratio Comparison

OSEA has a 0.55% expense ratio, which is higher than DFAX's 0.30% expense ratio.


Risk-Adjusted Performance

OSEA vs. DFAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OSEA
The Risk-Adjusted Performance Rank of OSEA is 2222
Overall Rank
The Sharpe Ratio Rank of OSEA is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of OSEA is 2121
Sortino Ratio Rank
The Omega Ratio Rank of OSEA is 2020
Omega Ratio Rank
The Calmar Ratio Rank of OSEA is 2424
Calmar Ratio Rank
The Martin Ratio Rank of OSEA is 2121
Martin Ratio Rank

DFAX
The Risk-Adjusted Performance Rank of DFAX is 6464
Overall Rank
The Sharpe Ratio Rank of DFAX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of DFAX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of DFAX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of DFAX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OSEA vs. DFAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor International Compounders ETF (OSEA) and Dimensional World ex US Core Equity 2 ETF (DFAX). 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.


The current OSEA Sharpe Ratio is 0.15, which is lower than the DFAX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of OSEA and DFAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

OSEA vs. DFAX - Dividend Comparison

OSEA's dividend yield for the trailing twelve months is around 0.47%, less than DFAX's 2.81% yield.


TTM2024202320222021
OSEA
Harbor International Compounders ETF
0.47%0.51%0.65%0.11%0.00%
DFAX
Dimensional World ex US Core Equity 2 ETF
2.81%2.98%3.01%3.30%1.40%

Drawdowns

OSEA vs. DFAX - Drawdown Comparison

The maximum OSEA drawdown since its inception was -18.14%, smaller than the maximum DFAX drawdown of -28.15%. Use the drawdown chart below to compare losses from any high point for OSEA and DFAX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

OSEA vs. DFAX - Volatility Comparison

Harbor International Compounders ETF (OSEA) has a higher volatility of 3.90% compared to Dimensional World ex US Core Equity 2 ETF (DFAX) at 3.10%. This indicates that OSEA's price experiences larger fluctuations and is considered to be riskier than DFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...