All World minus Small Cap Growth
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Sep 30, 2021, corresponding to the inception date of AVES
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| All World minus Small Cap Growth | 1.04% | 9.93% | -2.13% | 7.19% | N/A | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -3.41% | 7.59% | -5.06% | 9.79% | 15.86% | 12.42% |
VEA Vanguard FTSE Developed Markets ETF | 12.77% | 11.62% | 8.93% | 10.01% | 11.74% | 5.66% |
AVDV Avantis International Small Cap Value ETF | 13.66% | 12.83% | 12.47% | 15.74% | 15.73% | N/A |
AVUV Avantis U.S. Small Cap Value ETF | -10.04% | 11.04% | -15.40% | -4.81% | 20.92% | N/A |
AVES Avantis Emerging Markets Value ETF | 6.17% | 11.02% | 1.24% | 3.66% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of All World minus Small Cap Growth, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.55% | -1.01% | -2.74% | -0.05% | 2.39% | 1.04% | |||||||
| 2024 | -0.62% | 3.69% | 3.86% | -3.54% | 4.83% | 0.20% | 3.85% | 0.95% | 1.90% | -2.60% | 4.70% | -3.76% | 13.71% |
| 2023 | 7.99% | -2.71% | 0.47% | 1.16% | -2.14% | 6.67% | 4.88% | -3.00% | -3.71% | -3.28% | 8.64% | 6.49% | 22.17% |
| 2022 | -3.87% | -1.50% | 1.90% | -7.12% | 1.56% | -9.60% | 7.50% | -3.82% | -9.85% | 8.17% | 8.48% | -4.47% | -14.03% |
| 2021 | 4.49% | -2.51% | 4.52% | 6.48% |
Expense Ratio
All World minus Small Cap Growth has an expense ratio of 0.14%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of All World minus Small Cap Growth is 31, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.52 | 0.89 | 1.13 | 0.57 | 2.18 |
VEA Vanguard FTSE Developed Markets ETF | 0.59 | 1.00 | 1.13 | 0.80 | 2.42 |
AVDV Avantis International Small Cap Value ETF | 0.85 | 1.34 | 1.19 | 1.18 | 4.15 |
AVUV Avantis U.S. Small Cap Value ETF | -0.21 | -0.05 | 0.99 | -0.14 | -0.38 |
AVES Avantis Emerging Markets Value ETF | 0.24 | 0.48 | 1.06 | 0.25 | 0.67 |
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Dividends
Dividend yield
All World minus Small Cap Growth provided a 2.25% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.25% | 2.33% | 2.27% | 2.29% | 1.69% | 1.43% | 1.47% | 1.50% | 1.27% | 1.42% | 1.42% | 1.48% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VEA Vanguard FTSE Developed Markets ETF | 2.91% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
AVDV Avantis International Small Cap Value ETF | 3.79% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis U.S. Small Cap Value ETF | 1.84% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVES Avantis Emerging Markets Value ETF | 3.85% | 4.09% | 3.96% | 3.70% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the All World minus Small Cap Growth. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the All World minus Small Cap Growth was 24.24%, occurring on Sep 30, 2022. Recovery took 302 trading sessions.
The current All World minus Small Cap Growth drawdown is 3.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.24% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -16.45% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -8.37% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -5.99% | Nov 9, 2021 | 16 | Dec 1, 2021 | 23 | Jan 4, 2022 | 39 |
| -5.53% | Dec 5, 2024 | 24 | Jan 10, 2025 | 25 | Feb 18, 2025 | 49 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 3.85, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | AVES | AVUV | AVDV | VOO | VEA | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.62 | 0.75 | 0.69 | 1.00 | 0.78 | 0.92 |
| AVES | 0.62 | 1.00 | 0.60 | 0.78 | 0.62 | 0.81 | 0.77 |
| AVUV | 0.75 | 0.60 | 1.00 | 0.74 | 0.76 | 0.73 | 0.89 |
| AVDV | 0.69 | 0.78 | 0.74 | 1.00 | 0.69 | 0.94 | 0.87 |
| VOO | 1.00 | 0.62 | 0.76 | 0.69 | 1.00 | 0.78 | 0.92 |
| VEA | 0.78 | 0.81 | 0.73 | 0.94 | 0.78 | 1.00 | 0.92 |
| Portfolio | 0.92 | 0.77 | 0.89 | 0.87 | 0.92 | 0.92 | 1.00 |