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AVDE vs. AVDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVDE and AVDV is 0.72, 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.


Performance

AVDE vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Equity ETF (AVDE) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AVDE:

0.76

AVDV:

0.85

Sortino Ratio

AVDE:

1.21

AVDV:

1.34

Omega Ratio

AVDE:

1.17

AVDV:

1.19

Calmar Ratio

AVDE:

1.02

AVDV:

1.18

Martin Ratio

AVDE:

3.30

AVDV:

4.15

Ulcer Index

AVDE:

4.16%

AVDV:

4.05%

Daily Std Dev

AVDE:

17.19%

AVDV:

18.52%

Max Drawdown

AVDE:

-36.99%

AVDV:

-43.01%

Current Drawdown

AVDE:

0.00%

AVDV:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with AVDE having a 14.31% return and AVDV slightly lower at 13.66%.


AVDE

YTD

14.31%

1M

12.10%

6M

10.83%

1Y

12.83%

5Y*

13.30%

10Y*

N/A

AVDV

YTD

13.66%

1M

12.83%

6M

12.47%

1Y

15.74%

5Y*

15.73%

10Y*

N/A

*Annualized

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AVDE vs. AVDV - Expense Ratio Comparison

AVDE has a 0.23% expense ratio, which is lower than AVDV's 0.36% expense ratio.


Risk-Adjusted Performance

AVDE vs. AVDV — Risk-Adjusted Performance Rank

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

AVDE
The Risk-Adjusted Performance Rank of AVDE is 7777
Overall Rank
The Sharpe Ratio Rank of AVDE is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDE is 7575
Sortino Ratio Rank
The Omega Ratio Rank of AVDE is 7676
Omega Ratio Rank
The Calmar Ratio Rank of AVDE is 8383
Calmar Ratio Rank
The Martin Ratio Rank of AVDE is 7777
Martin Ratio Rank

AVDV
The Risk-Adjusted Performance Rank of AVDV is 8181
Overall Rank
The Sharpe Ratio Rank of AVDV is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDV is 7979
Sortino Ratio Rank
The Omega Ratio Rank of AVDV is 8080
Omega Ratio Rank
The Calmar Ratio Rank of AVDV is 8686
Calmar Ratio Rank
The Martin Ratio Rank of AVDV is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AVDE vs. AVDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity ETF (AVDE) 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.


The current AVDE Sharpe Ratio is 0.76, which is comparable to the AVDV Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of AVDE 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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Dividends

AVDE vs. AVDV - Dividend Comparison

AVDE's dividend yield for the trailing twelve months is around 2.88%, less than AVDV's 3.79% yield.


TTM202420232022202120202019
AVDE
Avantis International Equity ETF
2.88%3.29%3.01%2.79%2.46%1.63%0.29%
AVDV
Avantis International Small Cap Value ETF
3.79%4.31%3.29%3.17%2.39%1.67%0.36%

Drawdowns

AVDE vs. AVDV - Drawdown Comparison

The maximum AVDE drawdown since its inception was -36.99%, smaller than the maximum AVDV drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for AVDE and AVDV. For additional features, visit the drawdowns tool.


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Volatility

AVDE vs. AVDV - Volatility Comparison

The current volatility for Avantis International Equity ETF (AVDE) is 4.29%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 4.60%. This indicates that AVDE experiences smaller price fluctuations and is considered to be less risky than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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