AVDE vs. DCI
AVDE (Avantis International Equity ETF) is Foreign Large Cap Equities fund actively managed by Avantis, while DCI (Donaldson Company, Inc.) is a stock. Over the past 5 years, AVDE returned 9.98%/yr vs 8.47%/yr for DCI. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
AVDE vs. DCI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AVDE achieves a 10.87% return, which is significantly higher than DCI's -2.28% return.
AVDE
- 1D
- 0.59%
- 1M
- 1.98%
- YTD
- 10.87%
- 6M
- 12.42%
- 1Y
- 27.50%
- 3Y*
- 19.56%
- 5Y*
- 9.98%
- 10Y*
- —
DCI
- 1D
- 1.18%
- 1M
- 5.44%
- YTD
- -2.28%
- 6M
- -6.11%
- 1Y
- 27.67%
- 3Y*
- 13.77%
- 5Y*
- 8.47%
- 10Y*
- 11.09%
AVDE vs. DCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AVDE Avantis International Equity ETF | 10.87% | 38.05% | 4.88% | 17.18% | -13.68% | 13.62% | 8.26% | 7.95% |
DCI Donaldson Company, Inc. | -2.28% | 33.71% | 4.62% | 12.80% | 0.96% | 7.56% | -1.41% | 11.16% |
Correlation
The correlation between AVDE and DCI is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.61 |
The correlation between AVDE and DCI has been stable across timeframes, ranging from 0.56 to 0.61 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AVDE vs. DCI — Risk / Return Rank
AVDE
DCI
AVDE vs. DCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity ETF (AVDE) and Donaldson Company, Inc. (DCI). 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.
| AVDE | DCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.21 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 1.00 | +1.30 |
| Martin ratioReturn relative to average drawdown | 9.00 | 2.17 | +6.83 |
Loading charts...
Drawdowns
AVDE vs. DCI - Drawdown Comparison
The maximum AVDE drawdown since its inception was -36.99%, smaller than the maximum DCI drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for AVDE and DCI.
Loading charts...
Drawdown Indicators
| AVDE | DCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.99% | -56.90% | +19.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -26.05% | +14.57% |
Max Drawdown (3Y)Largest decline over 3 years | -13.46% | -26.05% | +12.59% |
Max Drawdown (5Y)Largest decline over 5 years | -28.73% | -32.20% | +3.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.72% | — |
Current DrawdownCurrent decline from peak | -1.09% | -21.65% | +20.56% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -11.09% | +4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 11.98% | -9.04% |
Volatility
AVDE vs. DCI - Volatility Comparison
The current volatility for Avantis International Equity ETF (AVDE) is 5.57%, while Donaldson Company, Inc. (DCI) has a volatility of 8.17%. This indicates that AVDE experiences smaller price fluctuations and is considered to be less risky than DCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AVDE | DCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 8.17% | -2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 20.95% | -8.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.06% | 26.36% | -11.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 23.53% | -7.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 25.90% | -6.97% |
Dividends
AVDE vs. DCI - Dividend Comparison
AVDE's dividend yield for the trailing twelve months is around 3.84%, more than DCI's 1.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DCI Donaldson Company, Inc. | 1.39% | 1.32% | 1.57% | 1.50% | 1.55% | 1.47% | 1.50% | 1.42% | 1.73% | 1.45% | 1.65% | 2.36% |
Frequently Asked Questions
AVDE and DCI have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCI has higher volatility (8.17%) compared to AVDE (5.57%). In terms of maximum drawdown, AVDE dropped -36.99% vs DCI's -56.90%.
AVDE currently has the higher Sharpe Ratio (1.76 vs 0.99), 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.
Find the right allocation for AVDE and DCI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer