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

Performance

AVDVX vs. VBR - Performance Comparison

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.71%
10.38%
AVDVX
VBR

Returns By Period

In the year-to-date period, AVDVX achieves a 8.16% return, which is significantly lower than VBR's 17.04% return.


AVDVX

YTD

8.16%

1M

-3.93%

6M

-0.70%

1Y

16.26%

5Y (annualized)

N/A

10Y (annualized)

N/A

VBR

YTD

17.04%

1M

1.19%

6M

10.39%

1Y

29.74%

5Y (annualized)

11.65%

10Y (annualized)

9.32%

Key characteristics


AVDVXVBR
Sharpe Ratio1.291.87
Sortino Ratio1.802.66
Omega Ratio1.231.33
Calmar Ratio2.233.57
Martin Ratio6.8110.48
Ulcer Index2.68%2.97%
Daily Std Dev14.05%16.63%
Max Drawdown-43.06%-62.01%
Current Drawdown-6.33%-2.98%

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AVDVX vs. VBR - Expense Ratio Comparison

AVDVX has a 0.36% expense ratio, which is higher than VBR's 0.07% expense ratio.


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 VBR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Correlation

-0.50.00.51.00.8

The correlation between AVDVX and VBR is 0.75, 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. VBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value Fund (AVDVX) and Vanguard Small-Cap Value ETF (VBR). 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 1.29, compared to the broader market0.002.004.001.291.87
The chart of Sortino ratio for AVDVX, currently valued at 1.80, compared to the broader market0.005.0010.001.802.66
The chart of Omega ratio for AVDVX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.33
The chart of Calmar ratio for AVDVX, currently valued at 2.23, compared to the broader market0.005.0010.0015.0020.0025.002.233.57
The chart of Martin ratio for AVDVX, currently valued at 6.81, compared to the broader market0.0020.0040.0060.0080.00100.006.8110.48
AVDVX
VBR

The current AVDVX Sharpe Ratio is 1.29, which is lower than the VBR Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of AVDVX and VBR, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.29
1.87
AVDVX
VBR

Dividends

AVDVX vs. VBR - Dividend Comparison

AVDVX's dividend yield for the trailing twelve months is around 3.25%, more than VBR's 1.92% yield.


TTM20232022202120202019201820172016201520142013
AVDVX
Avantis International Small Cap Value Fund
3.25%3.52%3.33%2.46%1.35%0.39%0.00%0.00%0.00%0.00%0.00%0.00%
VBR
Vanguard Small-Cap Value ETF
1.92%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%

Drawdowns

AVDVX vs. VBR - Drawdown Comparison

The maximum AVDVX drawdown since its inception was -43.06%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for AVDVX and VBR. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.33%
-2.98%
AVDVX
VBR

Volatility

AVDVX vs. VBR - Volatility Comparison

The current volatility for Avantis International Small Cap Value Fund (AVDVX) is 3.99%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 5.86%. This indicates that AVDVX experiences smaller price fluctuations and is considered to be less risky than VBR 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%8.00%JuneJulyAugustSeptemberOctoberNovember
3.99%
5.86%
AVDVX
VBR