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AVDVX vs. AVDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

The year-to-date returns for both stocks are quite close, with AVDVX having a 15.65% return and AVDV slightly lower at 15.21%.


AVDVX

1D
0.16%
1M
0.05%
YTD
15.65%
6M
17.22%
1Y
43.90%
3Y*
26.32%
5Y*
14.80%
10Y*

AVDV

1D
-0.21%
1M
-0.22%
YTD
15.21%
6M
16.63%
1Y
43.93%
3Y*
26.56%
5Y*
14.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVDVX vs. AVDV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AVDVX
Avantis International Small Cap Value Fund
15.65%48.24%8.41%16.75%-10.88%15.46%5.65%5.61%
AVDV
Avantis International Small Cap Value ETF
15.21%49.37%8.67%16.85%-11.47%15.80%5.01%5.74%

Correlation

The correlation between AVDVX and AVDV is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2019

0.97

The correlation between AVDVX and AVDV has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

AVDVX vs. AVDV — Risk / Return Rank

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

AVDVX
AVDVX Risk / Return Rank: 8383
Overall Rank
AVDVX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AVDVX Sortino Ratio Rank: 8484
Sortino Ratio Rank
AVDVX Omega Ratio Rank: 8282
Omega Ratio Rank
AVDVX Calmar Ratio Rank: 8080
Calmar Ratio Rank
AVDVX Martin Ratio Rank: 7777
Martin Ratio Rank

AVDV
AVDV Risk / Return Rank: 7979
Overall Rank
AVDV Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8383
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8484
Omega Ratio Rank
AVDV Calmar Ratio Rank: 6868
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVDVX vs. AVDV - Risk-Adjusted Trends 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.

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.


AVDVXAVDVDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.48

1.47

+0.01

Calmar ratioReturn relative to maximum drawdown

3.34

3.26

+0.07

Martin ratioReturn relative to average drawdown

13.00

13.01

-0.01

AVDVX vs. AVDV - Sharpe Ratio Comparison

The current AVDVX Sharpe Ratio is 2.71, which is comparable to the AVDV Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of AVDVX and AVDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


AVDVXAVDVDifference

Max Drawdown

Largest peak-to-trough decline

-43.06%

-43.01%

-0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-13.19%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-13.84%

-14.17%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-27.37%

-28.08%

+0.71%

Current Drawdown

Current decline from peak

-2.07%

-2.05%

-0.02%

Average Drawdown

Average peak-to-trough decline

-6.68%

-6.75%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

3.30%

+0.01%

Volatility

AVDVX vs. AVDV - Volatility Comparison

Avantis International Small Cap Value Fund (AVDVX) and Avantis International Small Cap Value ETF (AVDV) have volatilities of 5.78% and 5.89%, 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.


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Volatility by Period


AVDVXAVDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

5.89%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

13.94%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

16.26%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

17.39%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.43%

19.75%

-0.32%

AVDVX vs. AVDV - Expense Ratio Comparison

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


Dividends

AVDVX vs. AVDV - Dividend Comparison

AVDVX's dividend yield for the trailing twelve months is around 9.06%, more than AVDV's 4.10% yield.


PositionTTM2025202420232022202120202019
AVDV
Avantis International Small Cap Value ETF
4.10%3.05%4.31%3.29%3.17%2.39%1.67%0.36%
AVDVX
Avantis International Small Cap Value Fund
9.06%10.48%4.35%3.52%3.33%4.23%1.35%0.39%

Frequently Asked Questions


With a correlation of 0.96, AVDVX and AVDV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

AVDV has higher volatility (5.89%) compared to AVDVX (5.78%). In terms of maximum drawdown, AVDVX dropped -43.06% vs AVDV's -43.01%.

AVDVX currently has the higher Sharpe Ratio (2.71 vs 2.65), 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.

Portfolio Optimizer

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