PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AVDVX vs. AVDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

AVDVX vs. AVDV - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
1.36%
1.77%
AVDVX
AVDV

Returns By Period

The year-to-date returns for both investments are quite close, with AVDVX having a 8.25% return and AVDV slightly higher at 8.37%.


AVDVX

YTD

8.25%

1M

-2.45%

6M

1.35%

1Y

16.36%

5Y (annualized)

N/A

10Y (annualized)

N/A

AVDV

YTD

8.37%

1M

-2.78%

6M

1.78%

1Y

16.78%

5Y (annualized)

7.66%

10Y (annualized)

N/A

Key characteristics


AVDVXAVDV
Sharpe Ratio1.201.21
Sortino Ratio1.671.68
Omega Ratio1.211.21
Calmar Ratio2.052.11
Martin Ratio6.066.11
Ulcer Index2.77%2.79%
Daily Std Dev14.01%14.14%
Max Drawdown-43.06%-43.01%
Current Drawdown-6.26%-6.50%

Compare stocks, funds, or ETFs

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


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%

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.

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.


Sharpe ratio
The chart of Sharpe ratio for AVDVX, currently valued at 1.20, compared to the broader market-1.000.001.002.003.004.005.001.201.21
The chart of Sortino ratio for AVDVX, currently valued at 1.67, compared to the broader market0.005.0010.001.671.68
The chart of Omega ratio for AVDVX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.21
The chart of Calmar ratio for AVDVX, currently valued at 2.05, compared to the broader market0.005.0010.0015.0020.0025.002.052.11
The chart of Martin ratio for AVDVX, currently valued at 6.06, compared to the broader market0.0020.0040.0060.0080.00100.006.066.11
AVDVX
AVDV

The current AVDVX Sharpe Ratio is 1.20, which is comparable to the AVDV Sharpe Ratio of 1.21. 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
1.20
1.21
AVDVX
AVDV

Dividends

AVDVX vs. AVDV - Dividend Comparison

AVDVX's dividend yield for the trailing twelve months is around 3.25%, more than AVDV's 3.12% yield.


TTM20232022202120202019
AVDVX
Avantis International Small Cap Value Fund
3.25%3.52%3.33%2.46%1.35%0.39%
AVDV
Avantis International Small Cap Value ETF
3.12%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
-6.26%
-6.50%
AVDVX
AVDV

Volatility

AVDVX vs. AVDV - Volatility Comparison

Avantis International Small Cap Value Fund (AVDVX) has a higher volatility of 3.70% compared to Avantis International Small Cap Value ETF (AVDV) at 3.52%. This indicates that AVDVX's price experiences larger fluctuations and is considered to be riskier than AVDV based on this measure. 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
3.70%
3.52%
AVDVX
AVDV