AVDVX vs. VIGI
Compare and contrast key facts about Avantis International Small Cap Value Fund (AVDVX) and Vanguard International Dividend Appreciation ETF (VIGI).
AVDVX is managed by Avantis Investors. It was launched on Dec 3, 2019. VIGI is a passively managed fund by Vanguard that tracks the performance of the NASDAQ International DividendAchieversSelect Index. It was launched on Feb 25, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVDVX or VIGI.
Key characteristics
| AVDVX | VIGI | |
|---|---|---|
| YTD Return | 7.99% | 6.13% |
| 1Y Return | 20.21% | 16.89% |
| 3Y Return (Ann) | 3.36% | 0.72% |
| Sharpe Ratio | 1.41 | 1.48 |
| Sortino Ratio | 1.97 | 2.14 |
| Omega Ratio | 1.25 | 1.26 |
| Calmar Ratio | 2.24 | 1.21 |
| Martin Ratio | 8.03 | 7.52 |
| Ulcer Index | 2.53% | 2.26% |
| Daily Std Dev | 14.43% | 11.54% |
| Max Drawdown | -43.06% | -31.01% |
| Current Drawdown | -6.48% | -6.73% |
Correlation
The correlation between AVDVX and VIGI is 0.85, 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. VIGI - Performance Comparison
In the year-to-date period, AVDVX achieves a 7.99% return, which is significantly higher than VIGI's 6.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AVDVX vs. VIGI - Expense Ratio Comparison
AVDVX has a 0.36% expense ratio, which is higher than VIGI's 0.15% expense ratio.
Risk-Adjusted Performance
AVDVX vs. VIGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value Fund (AVDVX) and Vanguard International Dividend Appreciation ETF (VIGI). 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.
Dividends
AVDVX vs. VIGI - Dividend Comparison
AVDVX's dividend yield for the trailing twelve months is around 3.26%, more than VIGI's 2.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
AVDVX Avantis International Small Cap Value Fund | 3.26% | 3.52% | 3.33% | 2.46% | 1.35% | 0.39% | 0.00% | 0.00% | 0.00% |
VIGI Vanguard International Dividend Appreciation ETF | 2.00% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% |
Drawdowns
AVDVX vs. VIGI - Drawdown Comparison
The maximum AVDVX drawdown since its inception was -43.06%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for AVDVX and VIGI. For additional features, visit the drawdowns tool.
Volatility
AVDVX vs. VIGI - Volatility Comparison
Avantis International Small Cap Value Fund (AVDVX) has a higher volatility of 3.97% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.46%. This indicates that AVDVX's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.