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INT'L Large Cap Blend ETF
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in INT'L Large Cap Blend ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.


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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVDE

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
INT'L Large Cap Blend ETF
-0.60%-2.49%3.68%8.63%30.11%16.54%9.20%
AVDE
Avantis International Equity ETF
-0.52%-2.40%4.22%9.40%32.64%17.80%10.09%
VEA
Vanguard FTSE Developed Markets ETF
-0.77%-2.79%3.65%8.84%30.37%16.09%8.76%9.49%
IEFA
iShares Core MSCI EAFE ETF
-0.54%-2.21%2.18%5.82%24.78%14.56%8.01%8.97%
SCHF
Schwab International Equity ETF
-0.64%-2.57%3.91%9.20%29.84%16.16%8.89%9.55%
SPDW
SPDR Portfolio World ex-US ETF
-0.80%-2.83%3.67%8.50%30.12%16.04%8.47%9.41%
DFALX
DFA Large Cap International Portfolio
1.41%-1.80%4.07%9.15%29.08%16.66%9.70%9.76%
IDMO
Invesco S&P International Developed Momentum ETF
-0.89%-1.97%1.06%6.02%29.40%22.78%14.31%11.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 27, 2019, INT'L Large Cap Blend ETF's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +14.1%, while the worst month was Mar 2020 at -15.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, INT'L Large Cap Blend ETF closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Mar 12, 2020 at -10.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.60%5.88%-8.17%0.97%3.68%
20254.34%2.51%0.39%4.01%5.25%3.23%-1.32%4.53%2.51%1.27%1.31%2.95%35.52%
2024-0.93%2.73%3.75%-3.22%4.93%-2.03%3.14%2.92%1.08%-5.03%0.43%-3.29%3.96%
20238.85%-3.14%2.23%2.66%-4.11%4.62%3.33%-3.76%-3.52%-3.31%8.38%5.56%17.80%
2022-3.46%-2.73%0.58%-6.71%2.01%-9.40%5.14%-5.65%-9.77%6.04%12.59%-1.83%-14.57%
2021-0.79%2.83%2.79%3.06%3.59%-1.14%0.68%1.35%-3.23%3.31%-4.67%4.35%12.31%

Benchmark Metrics

INT'L Large Cap Blend ETF has an annualized alpha of 0.70%, beta of 0.79, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.

  • This portfolio participated in 90.16% of S&P 500 Index downside but only 83.25% of its upside — more exposed to losses than it benefited from rallies.

Alpha
0.70%
Beta
0.79
0.73
Upside Capture
83.25%
Downside Capture
90.16%

Expense Ratio

INT'L Large Cap Blend ETF has an expense ratio of 0.12%, 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.


Return for Risk

Risk / Return Rank

INT'L Large Cap Blend ETF ranks 77 for risk / return — better than 77% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


INT'L Large Cap Blend ETF Risk / Return Rank: 7777
Overall Rank
INT'L Large Cap Blend ETF Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
INT'L Large Cap Blend ETF Sortino Ratio Rank: 8080
Sortino Ratio Rank
INT'L Large Cap Blend ETF Omega Ratio Rank: 8080
Omega Ratio Rank
INT'L Large Cap Blend ETF Calmar Ratio Rank: 7575
Calmar Ratio Rank
INT'L Large Cap Blend ETF Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.74

0.88

+0.86

Sortino ratio

Return per unit of downside risk

2.38

1.37

+1.01

Omega ratio

Gain probability vs. loss probability

1.35

1.21

+0.14

Calmar ratio

Return relative to maximum drawdown

2.66

1.39

+1.27

Martin ratio

Return relative to average drawdown

10.24

6.43

+3.80


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AVDE
Avantis International Equity ETF
871.922.571.392.8711.22
VEA
Vanguard FTSE Developed Markets ETF
831.732.361.352.6410.14
IEFA
iShares Core MSCI EAFE ETF
731.412.011.292.188.32
SCHF
Schwab International Equity ETF
821.692.321.342.6310.00
SPDW
SPDR Portfolio World ex-US ETF
821.722.361.342.6410.12
DFALX
DFA Large Cap International Portfolio
861.832.431.362.6810.34
IDMO
Invesco S&P International Developed Momentum ETF
791.542.141.322.489.91

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

INT'L Large Cap Blend ETF Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 1.74
  • 5-Year: 0.57
  • All Time: 0.57

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.67, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of INT'L Large Cap Blend ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

INT'L Large Cap Blend ETF provided a 3.03% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.03%3.13%3.30%3.04%2.83%2.93%1.87%2.10%2.13%1.62%1.87%1.70%
AVDE
Avantis International Equity ETF
2.67%2.66%3.29%3.01%2.79%2.46%1.63%0.29%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.90%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%
IEFA
iShares Core MSCI EAFE ETF
3.48%3.55%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%
SCHF
Schwab International Equity ETF
3.29%3.42%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%
SPDW
SPDR Portfolio World ex-US ETF
3.18%3.30%3.19%2.75%3.12%3.04%1.87%3.13%3.08%1.86%3.11%2.78%
DFALX
DFA Large Cap International Portfolio
2.91%2.89%3.18%3.24%2.86%3.00%1.88%2.88%3.07%2.55%2.89%2.94%
IDMO
Invesco S&P International Developed Momentum ETF
3.77%3.71%2.24%2.89%3.66%1.81%1.63%2.78%3.27%3.08%2.18%2.52%

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 INT'L Large Cap Blend ETF. 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 INT'L Large Cap Blend ETF was 35.40%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The current INT'L Large Cap Blend ETF drawdown is 7.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.4%Jan 21, 202044Mar 23, 2020163Nov 11, 2020207
-29.24%Sep 7, 2021267Sep 27, 2022352Feb 22, 2024619
-13.47%Mar 20, 202514Apr 8, 202513Apr 28, 202527
-11.45%Feb 26, 202617Mar 20, 2026
-9.54%Sep 27, 202473Jan 13, 202535Mar 5, 2025108

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 7 assets, with an effective number of assets of 4.37, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkIDMODFALXAVDEIEFASCHFVEASPDWPortfolio
Benchmark1.000.710.780.770.780.800.800.800.79
IDMO0.711.000.860.860.860.870.870.870.87
DFALX0.780.861.000.980.980.980.980.980.98
AVDE0.770.860.981.000.980.980.980.980.99
IEFA0.780.860.980.981.000.990.990.991.00
SCHF0.800.870.980.980.991.001.001.001.00
VEA0.800.870.980.980.991.001.001.001.00
SPDW0.800.870.980.980.991.001.001.001.00
Portfolio0.790.870.980.991.001.001.001.001.00
The correlation results are calculated based on daily price changes starting from Sep 27, 2019