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

Key characteristics


AVEMVWO
YTD Return2.54%1.38%
1Y Return14.32%7.90%
3Y Return (Ann)-1.20%-3.92%
Sharpe Ratio1.100.67
Daily Std Dev14.38%13.78%
Max Drawdown-36.05%-67.68%
Current Drawdown-10.75%-18.39%

Correlation

0.97
-1.001.00

The correlation between AVEM and VWO is 0.97, 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. VWO - Performance Comparison

In the year-to-date period, AVEM achieves a 2.54% return, which is significantly higher than VWO's 1.38% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5.00%10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
29.40%
16.63%
AVEM
VWO

Compare stocks, funds, or ETFs


Avantis Emerging Markets Equity ETF

Vanguard FTSE Emerging Markets ETF

AVEM vs. VWO - Expense Ratio Comparison

AVEM has a 0.33% expense ratio, which is higher than VWO's 0.08% 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%0.08%

Risk-Adjusted Performance

AVEM vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Equity ETF (AVEM) and Vanguard FTSE Emerging Markets ETF (VWO). 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
1.10
VWO
Vanguard FTSE Emerging Markets ETF
0.67

AVEM vs. VWO - Sharpe Ratio Comparison

The current AVEM Sharpe Ratio is 1.10, which is higher than the VWO Sharpe Ratio of 0.67. The chart below compares the 12-month rolling Sharpe Ratio of AVEM and VWO.


Rolling 12-month Sharpe Ratio0.000.501.00OctoberNovemberDecember2024FebruaryMarch
1.10
0.67
AVEM
VWO

Dividends

AVEM vs. VWO - Dividend Comparison

AVEM's dividend yield for the trailing twelve months is around 2.98%, less than VWO's 3.50% yield.


TTM20232022202120202019201820172016201520142013
AVEM
Avantis Emerging Markets Equity ETF
2.98%3.06%2.77%2.61%1.60%0.34%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.50%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

AVEM vs. VWO - Drawdown Comparison

The maximum AVEM drawdown since its inception was -36.05%, smaller than the maximum VWO drawdown of -67.68%. The drawdown chart below compares losses from any high point along the way for AVEM and VWO


-25.00%-20.00%-15.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-10.75%
-18.39%
AVEM
VWO

Volatility

AVEM vs. VWO - Volatility Comparison

Avantis Emerging Markets Equity ETF (AVEM) has a higher volatility of 3.50% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 3.16%. This indicates that AVEM's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%5.50%OctoberNovemberDecember2024FebruaryMarch
3.50%
3.16%
AVEM
VWO