AJG vs. AVDE
AJG (Arthur J. Gallagher & Co.) is a stock, while AVDE (Avantis International Equity ETF) is Foreign Large Cap Equities fund actively managed by Avantis. Over the past 5 years, AJG returned 9.77%/yr vs 9.98%/yr for AVDE. At a 0.37 correlation, their price movements are largely independent.
Performance
AJG vs. AVDE - Performance Comparison
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Returns By Period
In the year-to-date period, AJG achieves a -14.95% return, which is significantly lower than AVDE's 10.87% return.
AJG
- 1D
- -1.00%
- 1M
- 9.74%
- YTD
- -14.95%
- 6M
- -13.82%
- 1Y
- -30.16%
- 3Y*
- 2.53%
- 5Y*
- 9.77%
- 10Y*
- 18.56%
AVDE
- 1D
- 0.59%
- 1M
- 1.98%
- YTD
- 10.87%
- 6M
- 12.42%
- 1Y
- 27.50%
- 3Y*
- 19.56%
- 5Y*
- 9.98%
- 10Y*
- —
AJG vs. AVDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | -14.95% | -8.03% | 27.34% | 20.51% | 12.44% | 39.02% | 32.12% | 7.57% |
AVDE Avantis International Equity ETF | 10.87% | 38.05% | 4.88% | 17.18% | -13.68% | 13.62% | 8.26% | 7.95% |
Correlation
The correlation between AJG and AVDE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.37 |
Over the past year, the correlation between AJG and AVDE has dropped to 0.04 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
AJG vs. AVDE — Risk / Return Rank
AJG
AVDE
AJG vs. AVDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arthur J. Gallagher & Co. (AJG) 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.
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.
| AJG | AVDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.88 | ||
| Sortino ratioReturn per unit of downside risk | -3.96 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.32 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 2.30 | -3.07 |
| Martin ratioReturn relative to average drawdown | -1.30 | 9.00 | -10.29 |
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Drawdowns
AJG vs. AVDE - Drawdown Comparison
The maximum AJG drawdown since its inception was -57.49%, which is greater than AVDE's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for AJG and AVDE.
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Drawdown Indicators
| AJG | AVDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.49% | -36.99% | -20.50% |
Max Drawdown (1Y)Largest decline over 1 year | -40.64% | -11.48% | -29.16% |
Max Drawdown (3Y)Largest decline over 3 years | -44.40% | -13.46% | -30.94% |
Max Drawdown (5Y)Largest decline over 5 years | -44.40% | -28.73% | -15.67% |
Max Drawdown (10Y)Largest decline over 10 years | -44.40% | — | — |
Current DrawdownCurrent decline from peak | -36.46% | -1.09% | -35.37% |
Average DrawdownAverage peak-to-trough decline | -12.83% | -6.15% | -6.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.87% | 2.94% | +20.93% |
Volatility
AJG vs. AVDE - Volatility Comparison
Arthur J. Gallagher & Co. (AJG) has a higher volatility of 8.37% compared to Avantis International Equity ETF (AVDE) at 5.57%. This indicates that AJG's price experiences larger fluctuations and is considered to be riskier than AVDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AJG | AVDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 5.57% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 22.48% | 12.80% | +9.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.85% | 15.06% | +12.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.98% | 16.39% | +6.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.08% | 18.93% | +4.15% |
Dividends
AJG vs. AVDE - Dividend Comparison
AJG's dividend yield for the trailing twelve months is around 1.23%, less than AVDE's 3.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 1.23% | 1.00% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% |
AVDE Avantis International Equity ETF | 3.84% | 2.66% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AJG and AVDE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AJG has higher volatility (8.37%) compared to AVDE (5.57%). In terms of maximum drawdown, AJG dropped -57.49% vs AVDE's -36.99%.
AVDE currently has the higher Sharpe Ratio (1.76 vs -1.12), 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.
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