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ISIN
US0250726041
CUSIP
025072604
Issuer
Avantis
Inception Date
Sep 17, 2019
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$24B

Share Price Chart


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Performance

AVEM Performance Chart

Avantis Emerging Markets Equity ETF (AVEM) is up 30.9% since the beginning of the year. AVEM is currently trading at $100 per share. Investors who bought $1,000 worth of AVEM shares 5 years ago would now be looking at an investment worth $1,678.


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S&P 500 Index

Returns By Period

Avantis Emerging Markets Equity ETF (AVEM) has returned 30.91% so far this year and 55.80% over the past 12 months.


Avantis Emerging Markets Equity ETF

1D
0.47%
1M
8.28%
YTD
30.91%
6M
32.11%
1Y
55.80%
3Y*
27.06%
5Y*
10.91%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVEM Monthly Returns History

Based on dividend-adjusted daily data since Sep 19, 2019, AVEM's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +16.4%, while the worst month was Mar 2020 at -19.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, AVEM closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +7.3%, while the worst single day was Mar 12, 2020 at -10.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.97%6.66%-9.09%12.14%7.28%3.93%30.91%
20250.71%0.08%1.54%0.57%6.28%7.74%0.92%2.78%5.65%3.22%-0.94%1.84%34.48%
2024-3.28%4.13%2.06%0.81%3.23%2.22%0.15%0.59%4.97%-3.27%-2.32%-1.61%7.49%
20239.02%-6.49%2.84%-0.21%-1.74%4.85%6.49%-5.62%-2.39%-3.33%8.11%4.34%15.30%
2022-0.54%-3.65%-2.31%-5.75%0.98%-6.85%-0.21%-0.67%-10.94%-1.52%16.38%-2.53%-18.15%
20212.63%3.00%0.63%2.66%2.23%1.51%-5.18%1.66%-3.79%0.11%-2.82%2.84%5.16%

Benchmark Metrics

Avantis Emerging Markets Equity ETF has an annualized alpha of 2.90%, beta of 0.78, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since September 19, 2019.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (80.20%) than losses (79.36%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 2.90% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.90%
Beta
0.78
0.57
Upside Capture
80.20%
Downside Capture
79.36%

Expense Ratio

AVEM has an expense ratio of 0.33%, placing it in the medium range.


Return for Risk

Risk / Return Rank

AVEM ranks 82 for risk / return — in the top 82% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


AVEM Risk / Return Rank: 8282
Overall Rank
AVEM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
AVEM Sortino Ratio Rank: 7878
Sortino Ratio Rank
AVEM Omega Ratio Rank: 8484
Omega Ratio Rank
AVEM Calmar Ratio Rank: 8383
Calmar Ratio Rank
AVEM Martin Ratio Rank: 8383
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

The table below present risk-adjusted performance metrics for Avantis Emerging Markets Equity ETF (AVEM) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AVEMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.48

1.37

+0.12

Calmar ratioReturn relative to maximum drawdown

4.27

2.78

+1.49

Martin ratioReturn relative to average drawdown

16.25

12.44

+3.81

Dividends

Dividend History

Avantis Emerging Markets Equity ETF provided a 2.47% dividend yield over the last twelve months, with an annual payout of $2.48 per share. The fund has been increasing its distributions for 3 consecutive years.


0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.50$2.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$2.48$1.89$1.87$1.72$1.40$1.65$0.99$0.19

Dividend yield

2.47%2.45%3.17%3.06%2.77%2.61%1.60%0.35%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.06$0.00$0.00$0.53$0.59
2025$0.00$0.00$0.00$0.00$0.00$0.72$0.00$0.00$0.00$0.00$0.00$1.16$1.89
2024$0.00$0.00$0.00$0.00$0.00$0.57$0.00$0.00$0.00$0.00$0.00$1.30$1.87
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$1.72
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$1.40
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$1.65

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 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.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-36.05%Mar 2020
2mo 2d7mo 18d
9mo 20dJan 2020 - Nov 2020
Bear market2022
-34.00%Oct 2022
1y 4mo1y 11mo
3y 3moJun 2021 - Sep 2024
2025 selloff2025
-18.02%Apr 2025
6mo 2d1mo 11d
7mo 13dOct 2024 - May 2025
2026 correction2026
-13.13%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 2026
2026 pullback2026
-8.39%Jun 2026
2d13d
15dJun 2026 - Jun 2026

Drawdown Indicators


AVEMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.05%

-56.78%

+20.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.13%

-9.10%

-4.03%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-18.90%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-33.88%

-25.43%

-8.45%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-10.05%

-10.71%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

2.03%

+1.41%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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