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AVES vs. DFEV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVES and DFEV is 0.61, 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: 0.6

Performance

AVES vs. DFEV - Performance Comparison

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

5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
16.10%
18.47%
AVES
DFEV

Key characteristics

Sharpe Ratio

AVES:

0.11

DFEV:

0.21

Sortino Ratio

AVES:

0.28

DFEV:

0.40

Omega Ratio

AVES:

1.04

DFEV:

1.05

Calmar Ratio

AVES:

0.11

DFEV:

0.20

Martin Ratio

AVES:

0.29

DFEV:

0.60

Ulcer Index

AVES:

6.78%

DFEV:

6.06%

Daily Std Dev

AVES:

17.87%

DFEV:

17.59%

Max Drawdown

AVES:

-27.40%

DFEV:

-18.49%

Current Drawdown

AVES:

-7.81%

DFEV:

-7.01%

Returns By Period

In the year-to-date period, AVES achieves a 2.88% return, which is significantly higher than DFEV's 2.49% return.


AVES

YTD

2.88%

1M

0.05%

6M

-1.92%

1Y

3.11%

5Y*

N/A

10Y*

N/A

DFEV

YTD

2.49%

1M

-1.39%

6M

-1.32%

1Y

4.78%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AVES vs. DFEV - Expense Ratio Comparison

AVES has a 0.36% expense ratio, which is lower than DFEV's 0.43% expense ratio.


Expense ratio chart for DFEV: current value is 0.43%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFEV: 0.43%
Expense ratio chart for AVES: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVES: 0.36%

Risk-Adjusted Performance

AVES vs. DFEV — Risk-Adjusted Performance Rank

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

AVES
The Risk-Adjusted Performance Rank of AVES is 2626
Overall Rank
The Sharpe Ratio Rank of AVES is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of AVES is 2626
Sortino Ratio Rank
The Omega Ratio Rank of AVES is 2525
Omega Ratio Rank
The Calmar Ratio Rank of AVES is 2828
Calmar Ratio Rank
The Martin Ratio Rank of AVES is 2525
Martin Ratio Rank

DFEV
The Risk-Adjusted Performance Rank of DFEV is 3333
Overall Rank
The Sharpe Ratio Rank of DFEV is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of DFEV is 3232
Sortino Ratio Rank
The Omega Ratio Rank of DFEV is 3232
Omega Ratio Rank
The Calmar Ratio Rank of DFEV is 3737
Calmar Ratio Rank
The Martin Ratio Rank of DFEV is 3232
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.

AVES vs. DFEV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Value ETF (AVES) and Dimensional Emerging Markets Value ETF (DFEV). 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 AVES, currently valued at 0.11, compared to the broader market-1.000.001.002.003.004.00
AVES: 0.11
DFEV: 0.21
The chart of Sortino ratio for AVES, currently valued at 0.28, compared to the broader market-2.000.002.004.006.008.00
AVES: 0.28
DFEV: 0.40
The chart of Omega ratio for AVES, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
AVES: 1.04
DFEV: 1.05
The chart of Calmar ratio for AVES, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.00
AVES: 0.11
DFEV: 0.20
The chart of Martin ratio for AVES, currently valued at 0.29, compared to the broader market0.0020.0040.0060.00
AVES: 0.29
DFEV: 0.60

The current AVES Sharpe Ratio is 0.11, which is lower than the DFEV Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of AVES and DFEV, 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 Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.11
0.21
AVES
DFEV

Dividends

AVES vs. DFEV - Dividend Comparison

AVES's dividend yield for the trailing twelve months is around 3.97%, more than DFEV's 3.21% yield.


TTM2024202320222021
AVES
Avantis Emerging Markets Value ETF
3.97%4.09%3.96%3.70%0.62%
DFEV
Dimensional Emerging Markets Value ETF
3.21%3.17%3.47%3.35%0.00%

Drawdowns

AVES vs. DFEV - Drawdown Comparison

The maximum AVES drawdown since its inception was -27.40%, which is greater than DFEV's maximum drawdown of -18.49%. Use the drawdown chart below to compare losses from any high point for AVES and DFEV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-7.81%
-7.01%
AVES
DFEV

Volatility

AVES vs. DFEV - Volatility Comparison

Avantis Emerging Markets Value ETF (AVES) and Dimensional Emerging Markets Value ETF (DFEV) have volatilities of 10.14% and 10.13%, 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%December2025FebruaryMarchAprilMay
10.14%
10.13%
AVES
DFEV