AVDVX vs. ADVLX
AVDVX (Avantis International Small Cap Value Fund Institutional Class) and ADVLX (Vaughan Nelson International Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 5 years, AVDVX returned 13.92%/yr vs 5.09%/yr for ADVLX. Their correlation of 0.85 means they have usually moved in the same direction. AVDVX charges 0.36%/yr vs 0.99%/yr for ADVLX.
Performance
AVDVX vs. ADVLX - Performance Comparison
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Returns By Period
In the year-to-date period, AVDVX achieves a 13.88% return, which is significantly higher than ADVLX's 8.15% return.
AVDVX
- 1D
- -1.11%
- 1M
- 0.81%
- 6M
- 5.79%
- YTD
- 13.88%
- 1Y
- 35.11%
- 3Y*
- 24.46%
- 5Y*
- 13.92%
- 10Y*
- —
- ALL TIME*
- 14.43%
ADVLX
- 1D
- 1.09%
- 1M
- -2.15%
- 6M
- -3.35%
- YTD
- 8.15%
- 1Y
- 27.27%
- 3Y*
- 19.64%
- 5Y*
- 5.09%
- 10Y*
- 9.07%
- ALL TIME*
- 7.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
AVDVX vs. ADVLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AVDVX Avantis International Small Cap Value Fund Institutional Class | 13.88% | 48.24% | 8.41% | 16.75% | -10.88% | 15.46% | 5.65% | 5.61% |
ADVLX Vaughan Nelson International Fund | 8.15% | 49.91% | 4.50% | 2.73% | -26.24% | 12.89% | 15.65% | 5.25% |
Correlation
The correlation between AVDVX and ADVLX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2019 | 0.85 |
The correlation between AVDVX and ADVLX shifts across timeframes, from 0.75 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AVDVX vs. ADVLX — Risk / Return Rank
AVDVX
ADVLX
AVDVX vs. ADVLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value Fund Institutional Class (AVDVX) and Vaughan Nelson International Fund (ADVLX). 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.
| AVDVX | ADVLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.25 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 2.23 | +0.56 |
| Martin ratioReturn relative to average drawdown | 10.00 | 7.04 | +2.96 |
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Drawdowns
AVDVX vs. ADVLX - Drawdown Comparison
The maximum AVDVX drawdown since its inception was -43.06%, which is greater than ADVLX's maximum drawdown of -38.90%. Use the drawdown chart below to compare losses from any high point for AVDVX and ADVLX.
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Drawdown Indicators
| AVDVX | ADVLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.06% | -38.90% | -4.16% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -12.60% | -0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -13.84% | -13.50% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -27.37% | -38.90% | +11.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.90% | — |
Current DrawdownCurrent decline from peak | -3.57% | -6.89% | +3.32% |
Average DrawdownAverage peak-to-trough decline | -6.64% | -11.99% | +5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.97% | -0.37% |
Volatility
AVDVX vs. ADVLX - Volatility Comparison
The current volatility for Avantis International Small Cap Value Fund Institutional Class (AVDVX) is 5.59%, while Vaughan Nelson International Fund (ADVLX) has a volatility of 7.70%. This indicates that AVDVX experiences smaller price fluctuations and is considered to be less risky than ADVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVDVX | ADVLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 7.70% | -2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 16.33% | -2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.62% | 20.07% | -3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 19.03% | -2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.42% | 17.45% | +1.97% |
AVDVX vs. ADVLX - Expense Ratio Comparison
AVDVX has a 0.36% expense ratio, which is lower than ADVLX's 0.99% expense ratio.
Dividends
AVDVX vs. ADVLX - Dividend Comparison
AVDVX's dividend yield for the trailing twelve months is around 9.20%, more than ADVLX's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADVLX Vaughan Nelson International Fund | 0.80% | 0.87% | 1.59% | 1.59% | 1.38% | 0.96% | 0.83% | 1.71% | 2.15% | 5.97% | 1.30% | 2.67% |
AVDVX Avantis International Small Cap Value Fund Institutional Class | 9.20% | 10.48% | 4.35% | 3.52% | 3.33% | 4.23% | 1.35% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AVDVX and ADVLX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADVLX has higher volatility (7.70%) compared to AVDVX (5.59%). In terms of maximum drawdown, AVDVX dropped -43.06% vs ADVLX's -38.90%.
AVDVX currently has the higher Sharpe Ratio (2.17 vs 1.40), 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.
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