AVDEX vs. VIGI
Compare and contrast key facts about Avantis International Equity Fund (AVDEX) and Vanguard International Dividend Appreciation ETF (VIGI).
AVDEX is managed by Avantis Investors. It was launched on Dec 4, 2019. VIGI is a passively managed fund by Vanguard that tracks the performance of the NASDAQ International DividendAchieversSelect Index. It was launched on Feb 25, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVDEX or VIGI.
Key characteristics
| AVDEX | VIGI | |
|---|---|---|
| YTD Return | 5.83% | 5.45% |
| 1Y Return | 13.83% | 13.94% |
| 3Y Return (Ann) | 1.59% | 0.51% |
| Sharpe Ratio | 1.33 | 1.40 |
| Sortino Ratio | 1.89 | 2.04 |
| Omega Ratio | 1.23 | 1.24 |
| Calmar Ratio | 1.91 | 1.28 |
| Martin Ratio | 7.36 | 6.98 |
| Ulcer Index | 2.31% | 2.31% |
| Daily Std Dev | 12.82% | 11.56% |
| Max Drawdown | -36.28% | -31.01% |
| Current Drawdown | -7.32% | -7.32% |
Correlation
The correlation between AVDEX and VIGI is 0.92, 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
AVDEX vs. VIGI - Performance Comparison
In the year-to-date period, AVDEX achieves a 5.83% return, which is significantly higher than VIGI's 5.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AVDEX vs. VIGI - Expense Ratio Comparison
AVDEX has a 0.23% expense ratio, which is higher than VIGI's 0.15% 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
AVDEX vs. VIGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity Fund (AVDEX) and Vanguard International Dividend Appreciation ETF (VIGI). 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.
Dividends
AVDEX vs. VIGI - Dividend Comparison
AVDEX's dividend yield for the trailing twelve months is around 2.99%, more than VIGI's 2.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
AVDEX Avantis International Equity Fund | 2.99% | 3.17% | 2.22% | 2.46% | 1.67% | 0.11% | 0.00% | 0.00% | 0.00% |
VIGI Vanguard International Dividend Appreciation ETF | 2.01% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% |
Drawdowns
AVDEX vs. VIGI - Drawdown Comparison
The maximum AVDEX drawdown since its inception was -36.28%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for AVDEX and VIGI. For additional features, visit the drawdowns tool.
Volatility
AVDEX vs. VIGI - Volatility Comparison
Avantis International Equity Fund (AVDEX) has a higher volatility of 3.64% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.37%. This indicates that AVDEX's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.