Asset Comparison and Correlation

Assuming 30 trading days horizon, GMO Intl is expected to generate 1.36 times less return on investment than DFA Internat. But when comparing it to its historical volatility, GMO Intl Intrinsic Value IV is 1.04 times less risky than DFA Internat. It trades about 0.32 of its potential returns per unit of risk. DFA International Value I is currently generating about 0.42 of returns per unit of risk over similar time horizon. If you would invest  1,722  in DFA International Value I on April 23, 2013 and sell it today you would earn a total of  93.00  from holding DFA International Value I or generate 5.4% return on investment over 30 days.