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AVDS vs. IDMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVDS and IDMO is 0.65, 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.


Performance

AVDS vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Small Cap Equity ETF (AVDS) and Invesco S&P International Developed Momentum ETF (IDMO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AVDS:

0.67

IDMO:

0.93

Sortino Ratio

AVDS:

1.09

IDMO:

1.34

Omega Ratio

AVDS:

1.15

IDMO:

1.19

Calmar Ratio

AVDS:

0.92

IDMO:

1.50

Martin Ratio

AVDS:

2.93

IDMO:

5.69

Ulcer Index

AVDS:

4.25%

IDMO:

3.33%

Daily Std Dev

AVDS:

17.42%

IDMO:

20.76%

Max Drawdown

AVDS:

-13.51%

IDMO:

-39.36%

Current Drawdown

AVDS:

0.00%

IDMO:

-0.27%

Returns By Period

In the year-to-date period, AVDS achieves a 11.44% return, which is significantly lower than IDMO's 18.03% return.


AVDS

YTD

11.44%

1M

12.35%

6M

9.56%

1Y

11.59%

5Y*

N/A

10Y*

N/A

IDMO

YTD

18.03%

1M

13.21%

6M

14.92%

1Y

19.60%

5Y*

16.49%

10Y*

8.59%

*Annualized

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AVDS vs. IDMO - Expense Ratio Comparison

AVDS has a 0.30% expense ratio, which is higher than IDMO's 0.25% expense ratio.


Risk-Adjusted Performance

AVDS vs. IDMO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVDS
The Risk-Adjusted Performance Rank of AVDS is 7474
Overall Rank
The Sharpe Ratio Rank of AVDS is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDS is 7171
Sortino Ratio Rank
The Omega Ratio Rank of AVDS is 7272
Omega Ratio Rank
The Calmar Ratio Rank of AVDS is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AVDS is 7575
Martin Ratio Rank

IDMO
The Risk-Adjusted Performance Rank of IDMO is 8383
Overall Rank
The Sharpe Ratio Rank of IDMO is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of IDMO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of IDMO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of IDMO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of IDMO is 8787
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.

AVDS vs. IDMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Equity ETF (AVDS) and Invesco S&P International Developed Momentum ETF (IDMO). 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 current AVDS Sharpe Ratio is 0.67, which is comparable to the IDMO Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of AVDS and IDMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AVDS vs. IDMO - Dividend Comparison

AVDS's dividend yield for the trailing twelve months is around 2.76%, more than IDMO's 1.74% yield.


TTM20242023202220212020201920182017201620152014
AVDS
Avantis International Small Cap Equity ETF
2.76%3.07%0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDMO
Invesco S&P International Developed Momentum ETF
1.74%2.24%2.89%3.66%1.81%1.63%2.10%3.27%3.08%2.18%2.52%2.19%

Drawdowns

AVDS vs. IDMO - Drawdown Comparison

The maximum AVDS drawdown since its inception was -13.51%, smaller than the maximum IDMO drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for AVDS and IDMO. For additional features, visit the drawdowns tool.


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Volatility

AVDS vs. IDMO - Volatility Comparison

The current volatility for Avantis International Small Cap Equity ETF (AVDS) is 4.19%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 4.85%. This indicates that AVDS experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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