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

Key characteristics


AVDVXAVDV
YTD Return7.99%7.77%
1Y Return20.21%20.13%
3Y Return (Ann)3.36%3.11%
Sharpe Ratio1.411.40
Sortino Ratio1.971.95
Omega Ratio1.251.24
Calmar Ratio2.242.05
Martin Ratio8.038.01
Ulcer Index2.53%2.55%
Daily Std Dev14.43%14.59%
Max Drawdown-43.06%-43.01%
Current Drawdown-6.48%-7.02%

Correlation

-0.50.00.51.01.0

The correlation between AVDVX and AVDV is 0.97, 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

AVDVX vs. AVDV - Performance Comparison

The year-to-date returns for both stocks are quite close, with AVDVX having a 7.99% return and AVDV slightly lower at 7.77%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
0.08%
0.18%
AVDVX
AVDV

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AVDVX vs. AVDV - Expense Ratio Comparison

Both AVDVX and AVDV have an expense ratio of 0.36%.


AVDVX
Avantis International Small Cap Value Fund
Expense ratio chart for AVDVX: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for AVDV: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Risk-Adjusted Performance

AVDVX vs. AVDV - Risk-Adjusted Performance Comparison

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


AVDVX
Sharpe ratio
The chart of Sharpe ratio for AVDVX, currently valued at 1.41, compared to the broader market0.002.004.001.41
Sortino ratio
The chart of Sortino ratio for AVDVX, currently valued at 1.97, compared to the broader market0.005.0010.001.97
Omega ratio
The chart of Omega ratio for AVDVX, currently valued at 1.25, compared to the broader market1.002.003.004.001.25
Calmar ratio
The chart of Calmar ratio for AVDVX, currently valued at 2.24, compared to the broader market0.005.0010.0015.0020.002.24
Martin ratio
The chart of Martin ratio for AVDVX, currently valued at 8.03, compared to the broader market0.0020.0040.0060.0080.00100.008.03
AVDV
Sharpe ratio
The chart of Sharpe ratio for AVDV, currently valued at 1.40, compared to the broader market0.002.004.001.40
Sortino ratio
The chart of Sortino ratio for AVDV, currently valued at 1.95, compared to the broader market0.005.0010.001.95
Omega ratio
The chart of Omega ratio for AVDV, currently valued at 1.24, compared to the broader market1.002.003.004.001.24
Calmar ratio
The chart of Calmar ratio for AVDV, currently valued at 2.05, compared to the broader market0.005.0010.0015.0020.002.05
Martin ratio
The chart of Martin ratio for AVDV, currently valued at 8.01, compared to the broader market0.0020.0040.0060.0080.00100.008.01

AVDVX vs. AVDV - Sharpe Ratio Comparison

The current AVDVX Sharpe Ratio is 1.41, which is comparable to the AVDV Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of AVDVX and AVDV, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.41
1.40
AVDVX
AVDV

Dividends

AVDVX vs. AVDV - Dividend Comparison

AVDVX's dividend yield for the trailing twelve months is around 3.26%, more than AVDV's 3.13% yield.


TTM20232022202120202019
AVDVX
Avantis International Small Cap Value Fund
3.26%3.52%3.33%2.46%1.35%0.39%
AVDV
Avantis International Small Cap Value ETF
3.13%3.29%3.17%2.39%1.67%0.36%

Drawdowns

AVDVX vs. AVDV - Drawdown Comparison

The maximum AVDVX drawdown since its inception was -43.06%, roughly equal to the maximum AVDV drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for AVDVX and AVDV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.48%
-7.02%
AVDVX
AVDV

Volatility

AVDVX vs. AVDV - Volatility Comparison

Avantis International Small Cap Value Fund (AVDVX) and Avantis International Small Cap Value ETF (AVDV) have volatilities of 3.97% and 3.98%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.97%
3.98%
AVDVX
AVDV