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ATSX.TO vs. AVDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ATSX.TO vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Accelerate Enhanced Canadian Benchmark Alternative Fund (ATSX.TO) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

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ATSX.TO vs. AVDV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ATSX.TO
Accelerate Enhanced Canadian Benchmark Alternative Fund
8.16%41.34%21.66%6.63%2.11%20.33%2.68%0.97%
AVDV
Avantis International Small Cap Value ETF
7.83%42.52%18.00%14.27%-5.16%14.75%3.23%9.58%
Different Trading Currencies

ATSX.TO is traded in CAD, while AVDV is traded in USD. To make them comparable, the AVDV values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with ATSX.TO having a 8.16% return and AVDV slightly lower at 7.83%.


ATSX.TO

1D
3.41%
1M
-3.96%
YTD
8.16%
6M
20.08%
1Y
54.83%
3Y*
26.18%
5Y*
18.17%
10Y*

AVDV

1D
3.26%
1M
-7.39%
YTD
7.83%
6M
13.92%
1Y
43.36%
3Y*
25.26%
5Y*
15.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ATSX.TO vs. AVDV - Expense Ratio Comparison


Return for Risk

ATSX.TO vs. AVDV — Risk / Return Rank

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

ATSX.TO
ATSX.TO Risk / Return Rank: 9797
Overall Rank
ATSX.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ATSX.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
ATSX.TO Omega Ratio Rank: 9696
Omega Ratio Rank
ATSX.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
ATSX.TO Martin Ratio Rank: 9898
Martin Ratio Rank

AVDV
AVDV Risk / Return Rank: 9696
Overall Rank
AVDV Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 9696
Sortino Ratio Rank
AVDV Omega Ratio Rank: 9797
Omega Ratio Rank
AVDV Calmar Ratio Rank: 9494
Calmar Ratio Rank
AVDV Martin Ratio Rank: 9595
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.

ATSX.TO vs. AVDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Accelerate Enhanced Canadian Benchmark Alternative Fund (ATSX.TO) and Avantis International Small Cap Value ETF (AVDV). 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.


ATSX.TOAVDVDifference

Sharpe ratio

Return per unit of total volatility

2.78

2.61

+0.17

Sortino ratio

Return per unit of downside risk

3.51

3.22

+0.29

Omega ratio

Gain probability vs. loss probability

1.53

1.54

-0.02

Calmar ratio

Return relative to maximum drawdown

5.12

3.36

+1.77

Martin ratio

Return relative to average drawdown

22.02

13.79

+8.22

ATSX.TO vs. AVDV - Sharpe Ratio Comparison

The current ATSX.TO Sharpe Ratio is 2.78, which is comparable to the AVDV Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of ATSX.TO and AVDV, 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


ATSX.TOAVDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.78

2.61

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

1.15

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.96

-0.22

Correlation

The correlation between ATSX.TO and AVDV is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ATSX.TO vs. AVDV - Dividend Comparison

ATSX.TO has not paid dividends to shareholders, while AVDV's dividend yield for the trailing twelve months is around 2.99%.


TTM2025202420232022202120202019
ATSX.TO
Accelerate Enhanced Canadian Benchmark Alternative Fund
0.00%0.00%1.56%7.45%7.37%4.33%1.92%0.97%
AVDV
Avantis International Small Cap Value ETF
2.99%3.05%4.31%3.29%3.17%2.39%1.67%0.36%

Drawdowns

ATSX.TO vs. AVDV - Drawdown Comparison

The maximum ATSX.TO drawdown since its inception was -25.95%, smaller than the maximum AVDV drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for ATSX.TO and AVDV.


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Drawdown Indicators


ATSX.TOAVDVDifference

Max Drawdown

Largest peak-to-trough decline

-25.95%

-43.01%

+17.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.66%

-13.19%

+2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-14.45%

-28.08%

+13.63%

Current Drawdown

Current decline from peak

-3.96%

-9.19%

+5.23%

Average Drawdown

Average peak-to-trough decline

-5.34%

-6.88%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

3.14%

-0.66%

Volatility

ATSX.TO vs. AVDV - Volatility Comparison

Accelerate Enhanced Canadian Benchmark Alternative Fund (ATSX.TO) and Avantis International Small Cap Value ETF (AVDV) have volatilities of 7.53% and 7.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATSX.TOAVDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

7.71%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

15.55%

11.28%

+4.27%

Volatility (1Y)

Calculated over the trailing 1-year period

19.81%

16.68%

+3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

13.80%

+2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.54%

16.14%

+4.40%