AMID vs. AVMV

The year-to-date returns for both stocks are quite close, with AMID having a -5.27% return and AVMV slightly lower at -5.35%.

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AMID has a 0.52% expense ratio, which is higher than AVMV's 0.20% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Argent Mid Cap ETF (AMID) and Avantis U.S. Mid Cap Value ETF (AVMV). 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.

The current AMID Sharpe Ratio is -0.05, which is lower than the AVMV Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of AMID and AVMV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AMID's dividend yield for the trailing twelve months is around 0.35%, less than AVMV's 1.43% yield.

The maximum AMID drawdown since its inception was -23.32%, roughly equal to the maximum AVMV drawdown of -24.24%. Use the drawdown chart below to compare losses from any high point for AMID and AVMV. For additional features, visit the drawdowns tool.

The current volatility for Argent Mid Cap ETF (AMID) is 6.47%, while Avantis U.S. Mid Cap Value ETF (AVMV) has a volatility of 7.45%. This indicates that AMID experiences smaller price fluctuations and is considered to be less risky than AVMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.