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AVDV vs. TIMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVDV vs. TIMB - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with AVDV having a 14.99% return and TIMB slightly higher at 15.30%.


AVDV

1D
0.89%
1M
0.12%
YTD
14.99%
6M
17.18%
1Y
41.91%
3Y*
26.72%
5Y*
13.63%
10Y*

TIMB

1D
0.54%
1M
1.69%
YTD
15.30%
6M
11.44%
1Y
31.26%
3Y*
22.01%
5Y*
19.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVDV vs. TIMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AVDV
Avantis International Small Cap Value ETF
14.99%49.37%8.67%16.85%-11.47%15.80%19.79%
TIMB
TIM S.A.
15.30%86.96%-33.24%68.57%4.05%-13.46%23.03%

Correlation

The correlation between AVDV and TIMB is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2020

0.35

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Return for Risk

AVDV vs. TIMB — Risk / Return Rank

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

AVDV
AVDV Risk / Return Rank: 8181
Overall Rank
AVDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8686
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8686
Omega Ratio Rank
AVDV Calmar Ratio Rank: 7171
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7676
Martin Ratio Rank

TIMB
TIMB Risk / Return Rank: 6868
Overall Rank
TIMB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TIMB Sortino Ratio Rank: 6565
Sortino Ratio Rank
TIMB Omega Ratio Rank: 6464
Omega Ratio Rank
TIMB Calmar Ratio Rank: 6767
Calmar Ratio Rank
TIMB Martin Ratio Rank: 7070
Martin Ratio Rank
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. TIMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value ETF (AVDV) and TIM S.A. (TIMB). 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.


AVDVTIMBDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+1.95

Omega ratioGain probability vs. loss probability

1.46

1.17

+0.28

Calmar ratioReturn relative to maximum drawdown

3.12

1.22

+1.89

Martin ratioReturn relative to average drawdown

12.44

3.35

+9.09

AVDV vs. TIMB - Sharpe Ratio Comparison

The current AVDV Sharpe Ratio is 2.53, which is higher than the TIMB Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of AVDV and TIMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVDV vs. TIMB - Drawdown Comparison

The maximum AVDV drawdown since its inception was -43.01%, which is greater than TIMB's maximum drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for AVDV and TIMB.


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Drawdown Indicators


AVDVTIMBDifference

Max Drawdown

Largest peak-to-trough decline

-43.01%

-37.08%

-5.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-23.82%

+10.63%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

-37.08%

+22.91%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-37.08%

+9.00%

Current Drawdown

Current decline from peak

-2.24%

-20.28%

+18.04%

Average Drawdown

Average peak-to-trough decline

-6.76%

-12.14%

+5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

8.68%

-5.38%

Volatility

AVDV vs. TIMB - Volatility Comparison

Avantis International Small Cap Value ETF (AVDV) and TIM S.A. (TIMB) have volatilities of 6.26% and 6.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVDVTIMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

6.33%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

25.37%

-11.49%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

31.42%

-15.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

31.55%

-14.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.77%

32.10%

-12.33%

Dividends

AVDV vs. TIMB - Dividend Comparison

AVDV's dividend yield for the trailing twelve months is around 4.11%, less than TIMB's 8.17% yield.


PositionTTM2025202420232022202120202019
AVDV
Avantis International Small Cap Value ETF
4.11%3.05%4.31%3.29%3.17%2.39%1.67%0.36%
TIMB
TIM S.A.
8.17%11.67%6.03%4.98%4.05%3.43%3.05%0.00%

Frequently Asked Questions


AVDV and TIMB have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TIMB has higher volatility (6.33%) compared to AVDV (6.26%). In terms of maximum drawdown, AVDV dropped -43.01% vs TIMB's -37.08%.

AVDV currently has the higher Sharpe Ratio (2.53 vs 0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AVDV and TIMB

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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