PortfoliosLab logo
AVDV vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVDV and VXUS is 0.72, 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

AVDV vs. VXUS - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

AVDV:

0.89

VXUS:

0.65

Sortino Ratio

AVDV:

1.32

VXUS:

1.06

Omega Ratio

AVDV:

1.19

VXUS:

1.14

Calmar Ratio

AVDV:

1.16

VXUS:

0.84

Martin Ratio

AVDV:

4.07

VXUS:

2.65

Ulcer Index

AVDV:

4.05%

VXUS:

4.29%

Daily Std Dev

AVDV:

18.51%

VXUS:

16.95%

Max Drawdown

AVDV:

-43.01%

VXUS:

-35.97%

Current Drawdown

AVDV:

0.00%

VXUS:

0.00%

Returns By Period

In the year-to-date period, AVDV achieves a 14.46% return, which is significantly higher than VXUS's 11.89% return.


AVDV

YTD

14.46%

1M

10.16%

6M

15.41%

1Y

16.44%

5Y*

16.93%

10Y*

N/A

VXUS

YTD

11.89%

1M

9.51%

6M

10.03%

1Y

11.02%

5Y*

11.58%

10Y*

5.10%

*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. VXUS - Expense Ratio Comparison

AVDV has a 0.36% expense ratio, which is higher than VXUS's 0.07% expense ratio.


Risk-Adjusted Performance

AVDV vs. VXUS — 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 7878
Overall Rank
The Sharpe Ratio Rank of AVDV is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDV is 7575
Sortino Ratio Rank
The Omega Ratio Rank of AVDV is 7676
Omega Ratio Rank
The Calmar Ratio Rank of AVDV is 8383
Calmar Ratio Rank
The Martin Ratio Rank of AVDV is 8080
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6565
Overall Rank
The Sharpe Ratio Rank of VXUS is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 6666
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. VXUS - Risk-Adjusted Performance Comparison

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


The current AVDV Sharpe Ratio is 0.89, which is higher than the VXUS Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of AVDV and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

AVDV vs. VXUS - Dividend Comparison

AVDV's dividend yield for the trailing twelve months is around 3.77%, more than VXUS's 2.97% yield.


TTM20242023202220212020201920182017201620152014
AVDV
Avantis International Small Cap Value ETF
3.77%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.97%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%

Drawdowns

AVDV vs. VXUS - Drawdown Comparison

The maximum AVDV drawdown since its inception was -43.01%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for AVDV and VXUS. For additional features, visit the drawdowns tool.


Loading data...

Volatility

AVDV vs. VXUS - Volatility Comparison

The current volatility for Avantis International Small Cap Value ETF (AVDV) is 3.12%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.37%. This indicates that AVDV 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.


Loading data...