AVDEX vs. VXUS
Compare and contrast key facts about Avantis International Equity Fund (AVDEX) and Vanguard Total International Stock ETF (VXUS).
AVDEX is managed by Avantis Investors. It was launched on Dec 4, 2019. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVDEX or VXUS.
Key characteristics
| AVDEX | VXUS | |
|---|---|---|
| YTD Return | 8.18% | 8.78% |
| 1Y Return | 20.50% | 19.96% |
| 3Y Return (Ann) | 2.26% | 1.20% |
| Sharpe Ratio | 1.61 | 1.53 |
| Sortino Ratio | 2.26 | 2.18 |
| Omega Ratio | 1.28 | 1.27 |
| Calmar Ratio | 1.78 | 1.35 |
| Martin Ratio | 9.32 | 9.08 |
| Ulcer Index | 2.20% | 2.17% |
| Daily Std Dev | 12.72% | 12.84% |
| Max Drawdown | -36.28% | -35.97% |
| Current Drawdown | -5.26% | -5.08% |
Correlation
The correlation between AVDEX and VXUS is 0.96, 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. VXUS - Performance Comparison
In the year-to-date period, AVDEX achieves a 8.18% return, which is significantly lower than VXUS's 8.78% 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. VXUS - Expense Ratio Comparison
AVDEX 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%.
Risk-Adjusted Performance
AVDEX vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity Fund (AVDEX) 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.
Dividends
AVDEX vs. VXUS - Dividend Comparison
AVDEX's dividend yield for the trailing twelve months is around 2.93%, which matches VXUS's 2.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVDEX Avantis International Equity Fund | 2.93% | 3.17% | 2.22% | 2.46% | 1.67% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.94% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
AVDEX vs. VXUS - Drawdown Comparison
The maximum AVDEX drawdown since its inception was -36.28%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for AVDEX and VXUS. For additional features, visit the drawdowns tool.
Volatility
AVDEX vs. VXUS - Volatility Comparison
The current volatility for Avantis International Equity Fund (AVDEX) is 3.63%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 4.01%. This indicates that AVDEX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.