Correlation
The correlation between AVDEX and LVHI is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
AVDEX vs. LVHI
Compare and contrast key facts about Avantis International Equity Fund (AVDEX) and Legg Mason International Low Volatility High Dividend ETF (LVHI).
AVDEX is managed by Avantis Investors. It was launched on Dec 4, 2019. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVDEX or LVHI.
Performance
AVDEX vs. LVHI - Performance Comparison
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Key characteristics
AVDEX:
1.03
LVHI:
1.13
AVDEX:
1.40
LVHI:
1.48
AVDEX:
1.20
LVHI:
1.23
AVDEX:
1.21
LVHI:
1.24
AVDEX:
3.80
LVHI:
6.37
AVDEX:
4.16%
LVHI:
2.34%
AVDEX:
16.26%
LVHI:
13.65%
AVDEX:
-36.28%
LVHI:
-32.31%
AVDEX:
-0.22%
LVHI:
-0.27%
Returns By Period
In the year-to-date period, AVDEX achieves a 18.38% return, which is significantly higher than LVHI's 9.05% return.
AVDEX
18.38%
5.35%
14.78%
16.56%
11.27%
12.40%
N/A
LVHI
9.05%
3.46%
8.53%
15.24%
13.74%
15.27%
N/A
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AVDEX vs. LVHI - Expense Ratio Comparison
AVDEX has a 0.23% expense ratio, which is lower than LVHI's 0.40% expense ratio.
Risk-Adjusted Performance
AVDEX vs. LVHI — Risk-Adjusted Performance Rank
AVDEX
LVHI
AVDEX vs. LVHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity Fund (AVDEX) and Legg Mason International Low Volatility High Dividend ETF (LVHI). 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.
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Dividends
AVDEX vs. LVHI - Dividend Comparison
AVDEX's dividend yield for the trailing twelve months is around 3.10%, less than LVHI's 4.83% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
AVDEX Avantis International Equity Fund | 3.10% | 3.67% | 3.17% | 2.22% | 3.46% | 1.67% | 0.11% | 0.00% | 0.00% | 0.00% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 4.83% | 4.95% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.66% | 1.97% | 1.16% |
Drawdowns
AVDEX vs. LVHI - Drawdown Comparison
The maximum AVDEX drawdown since its inception was -36.28%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for AVDEX and LVHI.
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Volatility
AVDEX vs. LVHI - Volatility Comparison
Avantis International Equity Fund (AVDEX) has a higher volatility of 2.83% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 2.42%. This indicates that AVDEX's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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