AVEM vs. DGS
Compare and contrast key facts about Avantis Emerging Markets Equity ETF (AVEM) and WisdomTree Emerging Markets SmallCap Divdend Fund (DGS).
AVEM and DGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVEM is a passively managed fund by American Century Investments that tracks the performance of the MSCI Emerging Markets Index. It was launched on Sep 17, 2019. DGS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets SmallCap Dividend Index. It was launched on Oct 30, 2007. Both AVEM and DGS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVEM or DGS.
Performance
AVEM vs. DGS - Performance Comparison
Returns By Period
In the year-to-date period, AVEM achieves a 7.91% return, which is significantly higher than DGS's 1.63% return.
AVEM
7.91%
-6.34%
-2.51%
13.37%
5.43%
N/A
DGS
1.63%
-5.79%
-4.47%
8.54%
6.11%
5.04%
Key characteristics
| AVEM | DGS | |
|---|---|---|
| Sharpe Ratio | 0.81 | 0.65 |
| Sortino Ratio | 1.21 | 0.97 |
| Omega Ratio | 1.15 | 1.12 |
| Calmar Ratio | 0.71 | 0.93 |
| Martin Ratio | 4.11 | 3.04 |
| Ulcer Index | 3.12% | 2.79% |
| Daily Std Dev | 15.77% | 12.98% |
| Max Drawdown | -36.05% | -61.83% |
| Current Drawdown | -8.84% | -8.61% |
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AVEM vs. DGS - Expense Ratio Comparison
AVEM has a 0.33% expense ratio, which is lower than DGS's 0.63% expense ratio.
Correlation
The correlation between AVEM and DGS is 0.92, 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
AVEM vs. DGS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Equity ETF (AVEM) and WisdomTree Emerging Markets SmallCap Divdend Fund (DGS). 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
AVEM vs. DGS - Dividend Comparison
AVEM's dividend yield for the trailing twelve months is around 2.84%, less than DGS's 3.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVEM Avantis Emerging Markets Equity ETF | 2.84% | 3.06% | 2.77% | 2.61% | 1.60% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 3.62% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% | 3.20% | 3.45% |
Drawdowns
AVEM vs. DGS - Drawdown Comparison
The maximum AVEM drawdown since its inception was -36.05%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for AVEM and DGS. For additional features, visit the drawdowns tool.
Volatility
AVEM vs. DGS - Volatility Comparison
Avantis Emerging Markets Equity ETF (AVEM) has a higher volatility of 4.73% compared to WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) at 3.50%. This indicates that AVEM's price experiences larger fluctuations and is considered to be riskier than DGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.