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AMID vs. AVMV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMID vs. AVMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Argent Mid Cap ETF (AMID) and Avantis U.S. Mid Cap Value ETF (AVMV). The values are adjusted to include any dividend payments, if applicable.

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AMID vs. AVMV - Yearly Performance Comparison


2026 (YTD)202520242023
AMID
Argent Mid Cap ETF
-4.14%-1.39%13.06%18.01%
AVMV
Avantis U.S. Mid Cap Value ETF
4.44%10.46%18.43%15.56%

Returns By Period

In the year-to-date period, AMID achieves a -4.14% return, which is significantly lower than AVMV's 4.44% return.


AMID

1D
2.78%
1M
-6.40%
YTD
-4.14%
6M
-5.13%
1Y
2.43%
3Y*
9.79%
5Y*
10Y*

AVMV

1D
2.06%
1M
-3.81%
YTD
4.44%
6M
8.31%
1Y
22.14%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMID vs. AVMV - Expense Ratio Comparison

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


Return for Risk

AMID vs. AVMV — Risk / Return Rank

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

AMID
AMID Risk / Return Rank: 1616
Overall Rank
AMID Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
AMID Sortino Ratio Rank: 1515
Sortino Ratio Rank
AMID Omega Ratio Rank: 1515
Omega Ratio Rank
AMID Calmar Ratio Rank: 1717
Calmar Ratio Rank
AMID Martin Ratio Rank: 1717
Martin Ratio Rank

AVMV
AVMV Risk / Return Rank: 6666
Overall Rank
AVMV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
AVMV Sortino Ratio Rank: 6666
Sortino Ratio Rank
AVMV Omega Ratio Rank: 6565
Omega Ratio Rank
AVMV Calmar Ratio Rank: 6565
Calmar Ratio Rank
AVMV Martin Ratio Rank: 7070
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.

AMID vs. AVMV - Risk-Adjusted Trends Comparison

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.


AMIDAVMVDifference

Sharpe ratio

Return per unit of total volatility

0.12

1.08

-0.95

Sortino ratio

Return per unit of downside risk

0.33

1.61

-1.28

Omega ratio

Gain probability vs. loss probability

1.04

1.23

-0.19

Calmar ratio

Return relative to maximum drawdown

0.24

1.58

-1.34

Martin ratio

Return relative to average drawdown

0.79

6.84

-6.05

AMID vs. AVMV - Sharpe Ratio Comparison

The current AMID Sharpe Ratio is 0.12, which is lower than the AVMV Sharpe Ratio of 1.08. 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.


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Sharpe Ratios by Period


AMIDAVMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

1.08

-0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.16

-0.74

Correlation

The correlation between AMID and AVMV is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AMID vs. AVMV - Dividend Comparison

AMID's dividend yield for the trailing twelve months is around 0.37%, less than AVMV's 1.09% yield.


TTM2025202420232022
AMID
Argent Mid Cap ETF
0.37%0.36%0.33%0.43%0.25%
AVMV
Avantis U.S. Mid Cap Value ETF
1.09%1.20%1.30%0.25%0.00%

Drawdowns

AMID vs. AVMV - Drawdown Comparison

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.


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Drawdown Indicators


AMIDAVMVDifference

Max Drawdown

Largest peak-to-trough decline

-23.32%

-24.24%

+0.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-14.47%

+2.16%

Current Drawdown

Current decline from peak

-13.93%

-5.08%

-8.85%

Average Drawdown

Average peak-to-trough decline

-6.15%

-4.08%

-2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

3.34%

+0.38%

Volatility

AMID vs. AVMV - Volatility Comparison

Argent Mid Cap ETF (AMID) has a higher volatility of 6.22% compared to Avantis U.S. Mid Cap Value ETF (AVMV) at 4.83%. This indicates that AMID's price experiences larger fluctuations and is considered to be riskier than AVMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMIDAVMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.22%

4.83%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

10.77%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

19.90%

20.68%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.19%

18.39%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.19%

18.39%

+0.80%