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

Key characteristics


AVEMAVDE
YTD Return2.78%5.48%
1Y Return14.16%17.21%
3Y Return (Ann)-1.00%4.54%
Sharpe Ratio1.021.49
Daily Std Dev14.32%12.51%
Max Drawdown-36.05%-36.99%
Current Drawdown-10.54%-0.14%

Correlation

0.79
-1.001.00

The correlation between AVEM and AVDE is 0.79, 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

AVEM vs. AVDE - Performance Comparison

In the year-to-date period, AVEM achieves a 2.78% return, which is significantly lower than AVDE's 5.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%OctoberNovemberDecember2024FebruaryMarch
30.57%
41.92%
AVEM
AVDE

Compare stocks, funds, or ETFs


Avantis Emerging Markets Equity ETF

Avantis International Equity ETF

AVEM vs. AVDE - Expense Ratio Comparison

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

AVEM
Avantis Emerging Markets Equity ETF
0.50%1.00%1.50%2.00%0.33%
0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AVEM
Avantis Emerging Markets Equity ETF
1.02
AVDE
Avantis International Equity ETF
1.49

AVEM vs. AVDE - Sharpe Ratio Comparison

The current AVEM Sharpe Ratio is 1.02, which is lower than the AVDE Sharpe Ratio of 1.49. The chart below compares the 12-month rolling Sharpe Ratio of AVEM and AVDE.


Rolling 12-month Sharpe Ratio0.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.02
1.49
AVEM
AVDE

Dividends

AVEM vs. AVDE - Dividend Comparison

AVEM's dividend yield for the trailing twelve months is around 2.97%, more than AVDE's 2.85% yield.


TTM20232022202120202019
AVEM
Avantis Emerging Markets Equity ETF
2.97%3.06%2.77%2.61%1.60%0.34%
AVDE
Avantis International Equity ETF
2.85%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%. The drawdown chart below compares losses from any high point along the way for AVEM and AVDE


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-10.54%
-0.14%
AVEM
AVDE

Volatility

AVEM vs. AVDE - Volatility Comparison

Avantis Emerging Markets Equity ETF (AVEM) has a higher volatility of 3.23% compared to Avantis International Equity ETF (AVDE) at 2.58%. This indicates that AVEM's price experiences larger fluctuations and is considered to be riskier than AVDE 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%OctoberNovemberDecember2024FebruaryMarch
3.23%
2.58%
AVEM
AVDE