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AVDV vs. VSGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVDV and VSGX is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

AVDV vs. VSGX - Performance Comparison

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

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
64.44%
38.18%
AVDV
VSGX

Key characteristics

Sharpe Ratio

AVDV:

0.77

VSGX:

0.48

Sortino Ratio

AVDV:

1.14

VSGX:

0.77

Omega Ratio

AVDV:

1.14

VSGX:

1.09

Calmar Ratio

AVDV:

1.37

VSGX:

0.66

Martin Ratio

AVDV:

3.04

VSGX:

1.68

Ulcer Index

AVDV:

3.69%

VSGX:

3.97%

Daily Std Dev

AVDV:

14.55%

VSGX:

13.75%

Max Drawdown

AVDV:

-43.01%

VSGX:

-33.10%

Current Drawdown

AVDV:

-2.99%

VSGX:

-3.32%

Returns By Period

In the year-to-date period, AVDV achieves a 7.27% return, which is significantly higher than VSGX's 5.22% return.


AVDV

YTD

7.27%

1M

2.56%

6M

2.11%

1Y

11.64%

5Y*

18.49%

10Y*

N/A

VSGX

YTD

5.22%

1M

0.03%

6M

-2.35%

1Y

7.35%

5Y*

11.45%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AVDV vs. VSGX - Expense Ratio Comparison

AVDV has a 0.36% expense ratio, which is higher than VSGX's 0.12% expense ratio.


AVDV
Avantis International Small Cap Value ETF
Expense ratio chart for AVDV: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVDV: 0.36%
Expense ratio chart for VSGX: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSGX: 0.12%

Risk-Adjusted Performance

AVDV vs. VSGX — Risk-Adjusted Performance Rank

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

AVDV
The Risk-Adjusted Performance Rank of AVDV is 6969
Overall Rank
The Sharpe Ratio Rank of AVDV is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDV is 6666
Sortino Ratio Rank
The Omega Ratio Rank of AVDV is 6565
Omega Ratio Rank
The Calmar Ratio Rank of AVDV is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AVDV is 6666
Martin Ratio Rank

VSGX
The Risk-Adjusted Performance Rank of VSGX is 4848
Overall Rank
The Sharpe Ratio Rank of VSGX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of VSGX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VSGX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of VSGX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VSGX is 4545
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.

AVDV vs. VSGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value ETF (AVDV) and Vanguard ESG International Stock ETF (VSGX). 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.


Sharpe ratio
The chart of Sharpe ratio for AVDV, currently valued at 0.77, compared to the broader market0.002.004.00
AVDV: 0.77
VSGX: 0.48
The chart of Sortino ratio for AVDV, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.0010.0012.00
AVDV: 1.14
VSGX: 0.77
The chart of Omega ratio for AVDV, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
AVDV: 1.14
VSGX: 1.09
The chart of Calmar ratio for AVDV, currently valued at 1.37, compared to the broader market0.005.0010.0015.00
AVDV: 1.37
VSGX: 0.66
The chart of Martin ratio for AVDV, currently valued at 3.04, compared to the broader market0.0020.0040.0060.0080.00100.00
AVDV: 3.04
VSGX: 1.68

The current AVDV Sharpe Ratio is 0.77, which is higher than the VSGX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of AVDV and VSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.77
0.48
AVDV
VSGX

Dividends

AVDV vs. VSGX - Dividend Comparison

AVDV's dividend yield for the trailing twelve months is around 4.02%, more than VSGX's 3.09% yield.


TTM2024202320222021202020192018
AVDV
Avantis International Small Cap Value ETF
4.02%4.31%3.29%3.17%2.39%1.67%0.36%0.00%
VSGX
Vanguard ESG International Stock ETF
3.09%3.10%2.77%2.61%2.50%1.67%2.28%0.38%

Drawdowns

AVDV vs. VSGX - Drawdown Comparison

The maximum AVDV drawdown since its inception was -43.01%, which is greater than VSGX's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for AVDV and VSGX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.99%
-3.32%
AVDV
VSGX

Volatility

AVDV vs. VSGX - Volatility Comparison

Avantis International Small Cap Value ETF (AVDV) has a higher volatility of 5.21% compared to Vanguard ESG International Stock ETF (VSGX) at 4.62%. This indicates that AVDV's price experiences larger fluctuations and is considered to be riskier than VSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2025FebruaryMarchApril
5.21%
4.62%
AVDV
VSGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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