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

Key characteristics


AVDEVT
YTD Return5.48%7.82%
1Y Return17.21%25.00%
3Y Return (Ann)4.54%6.66%
Sharpe Ratio1.492.31
Daily Std Dev12.51%11.47%
Max Drawdown-36.99%-50.27%
Current Drawdown-0.14%0.00%

Correlation

0.91
-1.001.00

The correlation between AVDE and VT is 0.91, 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. VT - Performance Comparison

In the year-to-date period, AVDE achieves a 5.48% return, which is significantly lower than VT's 7.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%30.00%40.00%50.00%60.00%OctoberNovemberDecember2024FebruaryMarch
41.92%
61.80%
AVDE
VT

Compare stocks, funds, or ETFs


Avantis International Equity ETF

Vanguard Total World Stock ETF

AVDE vs. VT - Expense Ratio Comparison

AVDE has a 0.23% expense ratio, which is higher than VT's 0.07% expense ratio.

AVDE
Avantis International Equity ETF
0.50%1.00%1.50%2.00%0.23%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

AVDE vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity ETF (AVDE) and Vanguard Total World Stock ETF (VT). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AVDE
Avantis International Equity ETF
1.49
VT
Vanguard Total World Stock ETF
2.31

AVDE vs. VT - Sharpe Ratio Comparison

The current AVDE Sharpe Ratio is 1.49, which is lower than the VT Sharpe Ratio of 2.31. The chart below compares the 12-month rolling Sharpe Ratio of AVDE and VT.


Rolling 12-month Sharpe Ratio0.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.49
2.31
AVDE
VT

Dividends

AVDE vs. VT - Dividend Comparison

AVDE's dividend yield for the trailing twelve months is around 2.85%, more than VT's 2.06% yield.


TTM20232022202120202019201820172016201520142013
AVDE
Avantis International Equity ETF
2.85%3.01%2.79%2.46%1.63%0.29%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
2.06%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

AVDE vs. VT - Drawdown Comparison

The maximum AVDE drawdown since its inception was -36.99%, smaller than the maximum VT drawdown of -50.27%. The drawdown chart below compares losses from any high point along the way for AVDE and VT


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.14%
0
AVDE
VT

Volatility

AVDE vs. VT - Volatility Comparison

Avantis International Equity ETF (AVDE) and Vanguard Total World Stock ETF (VT) have volatilities of 2.58% and 2.57%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.58%
2.57%
AVDE
VT