PortfoliosLab logo
AVDE vs. VSS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVDE and VSS is 0.78, 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. VSS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Equity ETF (AVDE) and Vanguard FTSE All-World ex-US Small-Cap ETF (VSS). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

AVDE:

0.76

VSS:

0.46

Sortino Ratio

AVDE:

1.21

VSS:

0.81

Omega Ratio

AVDE:

1.17

VSS:

1.11

Calmar Ratio

AVDE:

1.02

VSS:

0.47

Martin Ratio

AVDE:

3.30

VSS:

1.71

Ulcer Index

AVDE:

4.16%

VSS:

4.89%

Daily Std Dev

AVDE:

17.19%

VSS:

16.61%

Max Drawdown

AVDE:

-36.99%

VSS:

-43.51%

Current Drawdown

AVDE:

0.00%

VSS:

-2.92%

Returns By Period

In the year-to-date period, AVDE achieves a 14.31% return, which is significantly higher than VSS's 7.61% return.


AVDE

YTD

14.31%

1M

12.10%

6M

10.83%

1Y

12.83%

5Y*

13.30%

10Y*

N/A

VSS

YTD

7.61%

1M

11.98%

6M

4.62%

1Y

7.77%

5Y*

9.83%

10Y*

4.36%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AVDE vs. VSS - Expense Ratio Comparison

AVDE has a 0.23% expense ratio, which is higher than VSS's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

AVDE vs. VSS — 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

VSS
The Risk-Adjusted Performance Rank of VSS is 5757
Overall Rank
The Sharpe Ratio Rank of VSS is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VSS is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VSS is 5656
Omega Ratio Rank
The Calmar Ratio Rank of VSS is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VSS is 5656
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. VSS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity ETF (AVDE) and Vanguard FTSE All-World ex-US Small-Cap ETF (VSS). 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 higher than the VSS Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of AVDE and VSS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

AVDE vs. VSS - Dividend Comparison

AVDE's dividend yield for the trailing twelve months is around 2.88%, less than VSS's 3.20% yield.


TTM20242023202220212020201920182017201620152014
AVDE
Avantis International Equity ETF
2.88%3.29%3.01%2.79%2.46%1.63%0.29%0.00%0.00%0.00%0.00%0.00%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
3.20%3.44%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%2.67%

Drawdowns

AVDE vs. VSS - Drawdown Comparison

The maximum AVDE drawdown since its inception was -36.99%, smaller than the maximum VSS drawdown of -43.51%. Use the drawdown chart below to compare losses from any high point for AVDE and VSS. For additional features, visit the drawdowns tool.


Loading data...

Volatility

AVDE vs. VSS - Volatility Comparison

Avantis International Equity ETF (AVDE) and Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) have volatilities of 4.29% and 4.13%, 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.


Loading data...