AVEM vs. VWO
Compare and contrast key facts about Avantis Emerging Markets Equity ETF (AVEM) and Vanguard FTSE Emerging Markets ETF (VWO).
AVEM and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005. Both AVEM and VWO 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 VWO.
Performance
AVEM vs. VWO - Performance Comparison
Returns By Period
In the year-to-date period, AVEM achieves a 7.91% return, which is significantly lower than VWO's 10.63% return.
AVEM
7.91%
-6.34%
-2.51%
13.37%
5.43%
N/A
VWO
10.63%
-4.81%
1.20%
15.46%
4.26%
3.58%
Key characteristics
| AVEM | VWO | |
|---|---|---|
| Sharpe Ratio | 0.81 | 0.96 |
| Sortino Ratio | 1.21 | 1.44 |
| Omega Ratio | 1.15 | 1.18 |
| Calmar Ratio | 0.71 | 0.61 |
| Martin Ratio | 4.11 | 5.01 |
| Ulcer Index | 3.12% | 2.85% |
| Daily Std Dev | 15.77% | 14.79% |
| Max Drawdown | -36.05% | -67.68% |
| Current Drawdown | -8.84% | -10.94% |
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AVEM vs. VWO - Expense Ratio Comparison
AVEM has a 0.33% expense ratio, which is higher than VWO's 0.08% expense ratio.
Correlation
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.
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.
Dividends
AVEM vs. VWO - Dividend Comparison
AVEM's dividend yield for the trailing twelve months is around 2.84%, more than VWO's 2.68% 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% |
VWO Vanguard FTSE Emerging Markets ETF | 2.68% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 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%. Use the drawdown chart below to compare losses from any high point for AVEM and VWO. For additional features, visit the drawdowns tool.
Volatility
AVEM vs. VWO - Volatility Comparison
Avantis Emerging Markets Equity ETF (AVEM) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 4.73% and 4.61%, 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.