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Avantis Emerging Markets Equity ETF (AVEM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS0250726041
CUSIP025072604
IssuerAmerican Century Investments
Inception DateSep 17, 2019
RegionGlobal (Broad)
CategoryForeign Large Cap Equities
Index TrackedMSCI Emerging Markets Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Avantis Emerging Markets Equity ETF has a high expense ratio of 0.33%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.33%

Share Price Chart


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Compare to other instruments

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


Avantis Emerging Markets Equity ETF

Popular comparisons: AVEM vs. AVES, AVEM vs. VWO, AVEM vs. FNDE, AVEM vs. EIMI.L, AVEM vs. AVDE, AVEM vs. DEM, AVEM vs. SCHE, AVEM vs. DGS, AVEM vs. VXUS, AVEM vs. fpadx

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Avantis Emerging Markets Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
8.67%
15.51%
AVEM (Avantis Emerging Markets Equity ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Avantis Emerging Markets Equity ETF had a return of 0.05% year-to-date (YTD) and 8.37% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.05%5.90%
1 month-1.88%-1.28%
6 months8.67%15.51%
1 year8.37%21.68%
5 years (annualized)N/A11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.28%4.13%2.06%
2023-2.39%-3.33%8.11%4.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AVEM is 41, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of AVEM is 4141
Avantis Emerging Markets Equity ETF(AVEM)
The Sharpe Ratio Rank of AVEM is 4141Sharpe Ratio Rank
The Sortino Ratio Rank of AVEM is 4141Sortino Ratio Rank
The Omega Ratio Rank of AVEM is 4040Omega Ratio Rank
The Calmar Ratio Rank of AVEM is 4242Calmar Ratio Rank
The Martin Ratio Rank of AVEM is 4343Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Avantis Emerging Markets Equity ETF (AVEM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AVEM
Sharpe ratio
The chart of Sharpe ratio for AVEM, currently valued at 0.60, compared to the broader market-1.000.001.002.003.004.005.000.60
Sortino ratio
The chart of Sortino ratio for AVEM, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.0010.000.95
Omega ratio
The chart of Omega ratio for AVEM, currently valued at 1.11, compared to the broader market1.001.502.002.501.11
Calmar ratio
The chart of Calmar ratio for AVEM, currently valued at 0.38, compared to the broader market0.002.004.006.008.0010.0012.000.38
Martin ratio
The chart of Martin ratio for AVEM, currently valued at 1.94, compared to the broader market0.0020.0040.0060.0080.001.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Avantis Emerging Markets Equity ETF Sharpe ratio is 0.60. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.60
1.89
AVEM (Avantis Emerging Markets Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Avantis Emerging Markets Equity ETF granted a 3.05% dividend yield in the last twelve months. The annual payout for that period amounted to $1.72 per share.


PeriodTTM20232022202120202019
Dividend$1.72$1.72$1.40$1.65$0.99$0.19

Dividend yield

3.05%3.06%2.77%2.61%1.60%0.34%

Monthly Dividends

The table displays the monthly dividend distributions for Avantis Emerging Markets Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.58$0.00$0.00$0.00$0.00$0.00$1.14
2022$0.00$0.00$0.00$0.00$0.00$0.52$0.00$0.00$0.00$0.00$0.00$0.87
2021$0.00$0.00$0.00$0.00$0.00$0.44$0.00$0.00$0.00$0.00$0.00$1.21
2020$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.64
2019$0.19

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-12.92%
-3.86%
AVEM (Avantis Emerging Markets Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Avantis Emerging Markets Equity 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 Avantis Emerging Markets Equity ETF was 36.05%, occurring on Mar 23, 2020. Recovery took 160 trading sessions.

The current Avantis Emerging Markets Equity ETF drawdown is 12.92%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.05%Jan 21, 202044Mar 23, 2020160Nov 6, 2020204
-34.01%Jun 7, 2021350Oct 24, 2022
-8.21%Feb 18, 202125Mar 24, 202147Jun 1, 202172
-5.39%Jan 22, 20216Jan 29, 20216Feb 8, 202112
-4.05%Nov 8, 201917Dec 3, 20197Dec 12, 201924

Volatility

Volatility Chart

The current Avantis Emerging Markets Equity ETF volatility is 3.92%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.92%
3.39%
AVEM (Avantis Emerging Markets Equity ETF)
Benchmark (^GSPC)