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

Correlation

The correlation between AVDE and VXUS 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.


-0.50.00.51.0
Correlation: 0.8

Performance

AVDE vs. VXUS - Performance Comparison

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

25.00%30.00%35.00%40.00%45.00%50.00%55.00%60.00%NovemberDecember2025FebruaryMarchApril
56.64%
44.49%
AVDE
VXUS

Key characteristics

Sharpe Ratio

AVDE:

0.79

VXUS:

0.69

Sortino Ratio

AVDE:

1.19

VXUS:

1.09

Omega Ratio

AVDE:

1.16

VXUS:

1.15

Calmar Ratio

AVDE:

1.01

VXUS:

0.87

Martin Ratio

AVDE:

3.28

VXUS:

2.74

Ulcer Index

AVDE:

4.16%

VXUS:

4.29%

Daily Std Dev

AVDE:

17.25%

VXUS:

16.97%

Max Drawdown

AVDE:

-36.99%

VXUS:

-35.97%

Current Drawdown

AVDE:

-0.63%

VXUS:

-1.49%

Returns By Period

In the year-to-date period, AVDE achieves a 11.00% return, which is significantly higher than VXUS's 7.75% return.


AVDE

YTD

11.00%

1M

-0.06%

6M

7.01%

1Y

12.94%

5Y*

13.49%

10Y*

N/A

VXUS

YTD

7.75%

1M

-0.72%

6M

3.25%

1Y

10.87%

5Y*

10.94%

10Y*

4.76%

*Annualized

Compare stocks, funds, or ETFs

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AVDE vs. VXUS - Expense Ratio Comparison

AVDE has a 0.23% expense ratio, which is higher than VXUS'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%.


Expense ratio chart for AVDE: current value is 0.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVDE: 0.23%
Expense ratio chart for VXUS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXUS: 0.07%

Risk-Adjusted Performance

AVDE vs. VXUS — 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 7676
Overall Rank
The Sharpe Ratio Rank of AVDE is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDE is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AVDE is 7474
Omega Ratio Rank
The Calmar Ratio Rank of AVDE is 8383
Calmar Ratio Rank
The Martin Ratio Rank of AVDE is 7676
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 7272
Overall Rank
The Sharpe Ratio Rank of VXUS is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 7272
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. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity ETF (AVDE) and Vanguard Total International Stock ETF (VXUS). 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 chart of Sharpe ratio for AVDE, currently valued at 0.79, compared to the broader market-1.000.001.002.003.004.00
AVDE: 0.79
VXUS: 0.69
The chart of Sortino ratio for AVDE, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.00
AVDE: 1.19
VXUS: 1.09
The chart of Omega ratio for AVDE, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
AVDE: 1.16
VXUS: 1.15
The chart of Calmar ratio for AVDE, currently valued at 1.01, compared to the broader market0.002.004.006.008.0010.0012.00
AVDE: 1.01
VXUS: 0.87
The chart of Martin ratio for AVDE, currently valued at 3.28, compared to the broader market0.0020.0040.0060.00
AVDE: 3.28
VXUS: 2.74

The current AVDE Sharpe Ratio is 0.79, which is comparable to the VXUS Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of AVDE and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.79
0.69
AVDE
VXUS

Dividends

AVDE vs. VXUS - Dividend Comparison

AVDE's dividend yield for the trailing twelve months is around 2.97%, less than VXUS's 3.08% yield.


TTM20242023202220212020201920182017201620152014
AVDE
Avantis International Equity ETF
2.97%3.29%3.01%2.79%2.46%1.63%0.29%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
3.08%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%

Drawdowns

AVDE vs. VXUS - Drawdown Comparison

The maximum AVDE drawdown since its inception was -36.99%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for AVDE and VXUS. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.63%
-1.49%
AVDE
VXUS

Volatility

AVDE vs. VXUS - Volatility Comparison

Avantis International Equity ETF (AVDE) and Vanguard Total International Stock ETF (VXUS) have volatilities of 11.51% and 11.27%, 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%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.51%
11.27%
AVDE
VXUS