AGNCP vs. AVDE

Last updated Jun 5, 2026

AGNCP (AGNC Investment Corp. Series F Preferred Stock) is a stock, while AVDE (Avantis International Equity ETF) is Foreign Large Cap Equities fund actively managed by Avantis. Over the past 5 years, AGNCP returned 7.49%/yr vs 10.06%/yr for AVDE. At a 0.30 correlation, their price movements are largely independent.

Performance

AGNCP vs. AVDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGNC Investment Corp. Series F Preferred Stock (AGNCP) and Avantis International Equity ETF (AVDE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AGNCP achieves a 4.63% return, which is significantly lower than AVDE's 11.25% return.

AGNCP

• 1D: 0.02%
• 1M: 0.54%
• YTD: 4.63%
• 6M: 5.34%
• 1Y: 10.98%
• 3Y*: 14.87%
• 5Y*: 7.49%
• 10Y*: —

AVDE

• 1D: 0.64%
• 1M: 2.52%
• YTD: 11.25%
• 6M: 13.95%
• 1Y: 28.13%
• 3Y*: 20.66%
• 5Y*: 10.06%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AGNCP vs. AVDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
AGNCP AGNC Investment Corp. Series F Preferred Stock	4.63%	8.44%	20.65%	21.41%	-17.79%	12.49%	2.16%
AVDE Avantis International Equity ETF	11.25%	38.05%	4.88%	17.18%	-13.68%	13.62%	8.33%

Correlation

The correlation between AGNCP and AVDE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (All Time) Calculated using the full available price history since Feb 6, 2020	0.30

Return for Risk

AGNCP vs. AVDE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGNCP

AGNCP Risk / Return Rank: 91
AGNCP Sharpe Ratio Rank: 92
AGNCP Sortino Ratio Rank: 94
AGNCP Omega Ratio Rank: 94
AGNCP Calmar Ratio Rank: 83
AGNCP Martin Ratio Rank: 92

AVDE

AVDE Risk / Return Rank: 57
AVDE Sharpe Ratio Rank: 59
AVDE Sortino Ratio Rank: 59
AVDE Omega Ratio Rank: 59
AVDE Calmar Ratio Rank: 51
AVDE Martin Ratio Rank: 56

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.

AGNCP vs. AVDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGNC Investment Corp. Series F Preferred Stock (AGNCP) and Avantis International Equity ETF (AVDE). 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.

	AGNCP	AVDE	Difference
Sharpe ratio: Return per unit of total volatility	2.45	1.95	+0.50
Sortino ratio: Return per unit of downside risk	3.82	2.73	+1.10
Omega ratio: Gain probability vs. loss probability	1.53	1.35	+0.17
Calmar ratio: Return relative to maximum drawdown	3.04	2.46	+0.58
Martin ratio: Return relative to average drawdown	14.24	9.71	+4.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AGNCP vs. AVDE - Sharpe Ratio Comparison

The current AGNCP Sharpe Ratio is 2.45, which is comparable to the AVDE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of AGNCP and AVDE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AGNCP	AVDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	1.95	+0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.62	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.65	-0.42

Drawdowns

AGNCP vs. AVDE - Drawdown Comparison

The maximum AGNCP drawdown since its inception was -60.54%, which is greater than AVDE's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for AGNCP and AVDE.

Drawdown Indicators

	AGNCP	AVDE	Difference
Max Drawdown Largest peak-to-trough decline	-60.54%	-36.99%	-23.55%
Max Drawdown (1Y) Largest decline over 1 year	-3.62%	-11.48%	+7.86%
Max Drawdown (3Y) Largest decline over 3 years	-10.40%	-13.46%	+3.06%
Max Drawdown (5Y) Largest decline over 5 years	-28.96%	-28.73%	-0.23%
Current Drawdown Current decline from peak	-0.54%	-0.76%	+0.22%
Average Drawdown Average peak-to-trough decline	-5.15%	-6.17%	+1.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.77%	2.90%	-2.13%

Volatility

AGNCP vs. AVDE - Volatility Comparison

The current volatility for AGNC Investment Corp. Series F Preferred Stock (AGNCP) is 1.19%, while Avantis International Equity ETF (AVDE) has a volatility of 4.61%. This indicates that AGNCP experiences smaller price fluctuations and is considered to be less risky than AVDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGNCP	AVDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.19%	4.61%	-3.42%
Volatility (6M) Calculated over the trailing 6-month period	2.99%	12.12%	-9.13%
Volatility (1Y) Calculated over the trailing 1-year period	4.50%	14.46%	-9.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.21%	16.29%	-4.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.86%	18.90%	+12.96%

Dividends

AGNCP vs. AVDE - Dividend Comparison

AGNCP's dividend yield for the trailing twelve months is around 9.08%, more than AVDE's 2.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AGNCP AGNC Investment Corp. Series F Preferred Stock	9.08%	8.65%	6.21%	7.04%	7.94%	6.06%	5.95%	0.00%
AVDE Avantis International Equity ETF	2.50%	2.66%	3.29%	3.01%	2.79%	2.46%	1.63%	0.29%

Frequently Asked Questions

Can I hold both AGNCP and AVDE in my portfolio?

AGNCP and AVDE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AGNCP or AVDE?

AVDE has higher volatility (4.61%) compared to AGNCP (1.19%). In terms of maximum drawdown, AGNCP dropped -60.54% vs AVDE's -36.99%.

Which has better risk-adjusted returns?

AGNCP currently has the higher Sharpe Ratio (2.45 vs 1.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.