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AVDV vs. NISM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVDV vs. NISM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Small Cap Value ETF (AVDV) and NYLI International Small-Mid Cap Equity ETF (NISM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AVDV

1D
1.01%
1M
-2.23%
6M
8.28%
YTD
12.42%
1Y
32.82%
3Y*
24.57%
5Y*
13.88%
10Y*

NISM

1D
0.94%
1M
-0.24%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVDV vs. NISM - Yearly Performance Comparison


Correlation

The correlation between AVDV and NISM is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 13, 2026

0.83

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Return for Risk

AVDV vs. NISM — Risk / Return Rank

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

AVDV
AVDV Risk / Return Rank: 7272
Overall Rank
AVDV Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 7575
Sortino Ratio Rank
AVDV Omega Ratio Rank: 7676
Omega Ratio Rank
AVDV Calmar Ratio Rank: 6363
Calmar Ratio Rank
AVDV Martin Ratio Rank: 6666
Martin Ratio Rank

NISM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVDV vs. NISM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value ETF (AVDV) and NYLI International Small-Mid Cap Equity ETF (NISM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AVDVNISMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

2.50

Martin ratioReturn relative to average drawdown

9.42

AVDV vs. NISM - Sharpe Ratio Comparison


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Drawdowns

AVDV vs. NISM - Drawdown Comparison

The maximum AVDV drawdown since its inception was -43.01%, which is greater than NISM's maximum drawdown of -4.35%. Use the drawdown chart below to compare losses from any high point for AVDV and NISM.


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Drawdown Indicators


AVDVNISMDifference

Max Drawdown

Largest peak-to-trough decline

-43.01%

-4.35%

-38.66%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

Current Drawdown

Current decline from peak

-4.42%

-1.85%

-2.57%

Average Drawdown

Average peak-to-trough decline

-6.72%

-1.75%

-4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

Volatility

AVDV vs. NISM - Volatility Comparison


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Volatility by Period


AVDVNISMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.39%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

14.31%

+2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

14.31%

+3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.72%

14.31%

+5.41%

AVDV vs. NISM - Expense Ratio Comparison

AVDV has a 0.36% expense ratio, which is lower than NISM's 0.70% expense ratio.


Dividends

AVDV vs. NISM - Dividend Comparison

AVDV's dividend yield for the trailing twelve months is around 2.81%, more than NISM's 0.24% yield.


PositionTTM2025202420232022202120202019
AVDV
Avantis International Small Cap Value ETF
2.81%3.05%4.31%3.29%3.17%2.39%1.67%0.36%
NISM
NYLI International Small-Mid Cap Equity ETF
0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AVDV and NISM have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVDV is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVDV is cheaper with a 0.36% expense ratio, compared with 0.70% for NISM.

AVDV has the higher dividend yield at 2.81%, compared with 0.24% for NISM.

They also come from different issuers: Avantis and New York Life Investment Management. Their fees differ too: 0.36% for AVDV and 0.70% for NISM.

Portfolio Optimizer

Find the right allocation for AVDV and NISM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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