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AVEM vs. AVDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVEM and AVDE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

AVEM vs. AVDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Emerging Markets Equity ETF (AVEM) and Avantis International Equity ETF (AVDE). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
40.34%
56.64%
AVEM
AVDE

Key characteristics

Sharpe Ratio

AVEM:

0.48

AVDE:

0.79

Sortino Ratio

AVEM:

0.79

AVDE:

1.19

Omega Ratio

AVEM:

1.10

AVDE:

1.16

Calmar Ratio

AVEM:

0.51

AVDE:

1.01

Martin Ratio

AVEM:

1.54

AVDE:

3.28

Ulcer Index

AVEM:

6.00%

AVDE:

4.16%

Daily Std Dev

AVEM:

19.35%

AVDE:

17.25%

Max Drawdown

AVEM:

-36.05%

AVDE:

-36.99%

Current Drawdown

AVEM:

-6.68%

AVDE:

-0.63%

Returns By Period

In the year-to-date period, AVEM achieves a 2.77% return, which is significantly lower than AVDE's 11.00% return.


AVEM

YTD

2.77%

1M

-2.11%

6M

-2.62%

1Y

7.83%

5Y*

10.42%

10Y*

N/A

AVDE

YTD

11.00%

1M

-0.06%

6M

7.01%

1Y

12.94%

5Y*

13.49%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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AVEM vs. AVDE - Expense Ratio Comparison

AVEM has a 0.33% expense ratio, which is higher than AVDE's 0.23% expense ratio.


Expense ratio chart for AVEM: current value is 0.33%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVEM: 0.33%
Expense ratio chart for AVDE: current value is 0.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVDE: 0.23%

Risk-Adjusted Performance

AVEM vs. AVDE — Risk-Adjusted Performance Rank

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

AVEM
The Risk-Adjusted Performance Rank of AVEM is 5858
Overall Rank
The Sharpe Ratio Rank of AVEM is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of AVEM is 5858
Sortino Ratio Rank
The Omega Ratio Rank of AVEM is 5555
Omega Ratio Rank
The Calmar Ratio Rank of AVEM is 6565
Calmar Ratio Rank
The Martin Ratio Rank of AVEM is 5454
Martin Ratio Rank

AVDE
The Risk-Adjusted Performance Rank of AVDE is 7676
Overall Rank
The Sharpe Ratio Rank of AVDE is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDE is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AVDE is 7474
Omega Ratio Rank
The Calmar Ratio Rank of AVDE is 8383
Calmar Ratio Rank
The Martin Ratio Rank of AVDE is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AVEM vs. AVDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Equity ETF (AVEM) and Avantis International Equity ETF (AVDE). 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.


The chart of Sharpe ratio for AVEM, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.00
AVEM: 0.48
AVDE: 0.79
The chart of Sortino ratio for AVEM, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.00
AVEM: 0.79
AVDE: 1.19
The chart of Omega ratio for AVEM, currently valued at 1.10, compared to the broader market0.501.001.502.00
AVEM: 1.10
AVDE: 1.16
The chart of Calmar ratio for AVEM, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.00
AVEM: 0.51
AVDE: 1.01
The chart of Martin ratio for AVEM, currently valued at 1.54, compared to the broader market0.0020.0040.0060.00
AVEM: 1.54
AVDE: 3.28

The current AVEM Sharpe Ratio is 0.48, which is lower than the AVDE Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of AVEM and AVDE, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.48
0.79
AVEM
AVDE

Dividends

AVEM vs. AVDE - Dividend Comparison

AVEM's dividend yield for the trailing twelve months is around 3.09%, more than AVDE's 2.97% yield.


TTM202420232022202120202019
AVEM
Avantis Emerging Markets Equity ETF
3.09%3.17%3.06%2.77%2.61%1.60%0.35%
AVDE
Avantis International Equity ETF
2.97%3.29%3.01%2.79%2.46%1.63%0.29%

Drawdowns

AVEM vs. AVDE - Drawdown Comparison

The maximum AVEM drawdown since its inception was -36.05%, roughly equal to the maximum AVDE drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for AVEM and AVDE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.68%
-0.63%
AVEM
AVDE

Volatility

AVEM vs. AVDE - Volatility Comparison

Avantis Emerging Markets Equity ETF (AVEM) and Avantis International Equity ETF (AVDE) have volatilities of 11.41% and 11.51%, 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%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.41%
11.51%
AVEM
AVDE