PortfoliosLab logoPortfoliosLab logo
ISIN
US0250722321
Issuer
Avantis
Inception Date
Sep 27, 2022
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$946M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

AVGE Performance Chart

Avantis All Equity Markets ETF (AVGE) is up 16.4% since the beginning of the year. AVGE is currently trading at $99 per share.


Loading charts...

S&P 500 Index

Returns By Period

Avantis All Equity Markets ETF (AVGE) has returned 16.38% so far this year and 34.58% over the past 12 months.


Avantis All Equity Markets ETF

1D
0.98%
1M
2.50%
YTD
16.38%
6M
16.52%
1Y
34.58%
3Y*
20.67%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.34%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGE Monthly Returns History

Based on dividend-adjusted daily data since Sep 29, 2022, AVGE's average daily return is +0.09%, while the average monthly return is +1.74%. At this rate, an investment would double in approximately 3.3 years.

Historically, 63% of months were positive and 37% were negative. The best month was Oct 2022 with a return of +8.9%, while the worst month was Mar 2026 at -5.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AVGE closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.9%, while the worst single day was Apr 4, 2025 at -5.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.09%3.28%-5.43%8.60%3.62%0.76%16.38%
20253.15%-1.17%-3.51%-0.94%5.93%4.68%1.34%3.74%2.39%1.00%1.39%1.45%20.84%
2024-0.82%4.41%4.12%-4.04%4.46%-0.06%3.40%1.09%1.95%-1.71%5.44%-4.48%13.96%
20237.75%-3.03%-0.34%0.50%-2.62%7.12%4.87%-3.03%-3.64%-3.59%8.34%6.53%19.04%
2022-0.10%8.89%7.67%-4.52%11.83%

Benchmark Metrics

Avantis All Equity Markets ETF has an annualized alpha of 3.95%, beta of 0.89, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since September 29, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.30%) than losses (78.78%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 3.95% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.89 and R2 of 0.86, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.95%
Beta
0.89
0.86
Upside Capture
95.30%
Downside Capture
78.78%

Expense Ratio

AVGE has an expense ratio of 0.23%, which is considered low.


Return for Risk

Risk / Return Rank

AVGE ranks 83 for risk / return — in the top 83% 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.


AVGE Risk / Return Rank: 8383
Overall Rank
AVGE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
AVGE Sortino Ratio Rank: 8585
Sortino Ratio Rank
AVGE Omega Ratio Rank: 8383
Omega Ratio Rank
AVGE Calmar Ratio Rank: 8080
Calmar Ratio Rank
AVGE Martin Ratio Rank: 8585
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 All Equity Markets ETF (AVGE) 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.


AVGEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.48

1.35

+0.12

Calmar ratioReturn relative to maximum drawdown

3.99

2.66

+1.34

Martin ratioReturn relative to average drawdown

16.88

11.86

+5.01

Dividends

Dividend History

Avantis All Equity Markets ETF provided a 2.11% dividend yield over the last twelve months, with an annual payout of $2.09 per share. The fund has been increasing its distributions for 3 consecutive years.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%$0.00$0.50$1.00$1.502022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$2.09$1.44$1.39$1.25$0.41

Dividend yield

2.11%1.67%1.92%1.93%0.74%

Monthly Dividends

The table displays the monthly dividend distributions for Avantis All Equity Markets 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$0.16$0.00$0.00$0.49$0.66
2025$0.00$0.00$0.00$0.00$0.00$0.70$0.00$0.00$0.00$0.00$0.00$0.73$1.44
2024$0.00$0.00$0.00$0.00$0.00$0.63$0.00$0.00$0.00$0.00$0.00$0.76$1.39
2023$0.00$0.00$0.00$0.00$0.00$0.57$0.00$0.00$0.00$0.00$0.00$0.68$1.25
2022$0.41$0.41

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Avantis All Equity Markets 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 All Equity Markets ETF was 17.13%, occurring on Apr 8, 2025. Recovery took 41 trading sessions.

The current Avantis All Equity Markets ETF drawdown is 0.59%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-17.13%Apr 2025
1mo 18d1mo 29d
3mo 17dFeb 2025 - Jun 2025
2023 correction2023
-11.12%Oct 2023
2mo 27d1mo 17d
4mo 14dAug 2023 - Dec 2023
2023 pullback2023
-9.72%Mar 2023
1mo 12d3mo 26d
5mo 8dFeb 2023 - Jul 2023
2026 pullback2026
-8.60%Mar 2026
1mo 2d17d
1mo 19dFeb 2026 - Apr 2026
2024 pullback2024
-8.26%Aug 2024
19d1mo 15d
2mo 4dJul 2024 - Sep 2024

Drawdown Indicators


AVGEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-17.13%

-56.78%

+39.65%

Max Drawdown (1Y)

Largest decline over 1 year

-8.60%

-9.10%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-17.13%

-18.90%

+1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.59%

-2.49%

+1.90%

Average Drawdown

Average peak-to-trough decline

-2.40%

-10.72%

+8.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.03%

0.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with AVGE

Add Avantis All Equity Markets ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with AVGE