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

Correlation

The correlation between AVES and EMGF is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

AVES vs. EMGF - Performance Comparison

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

0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
5.29%
3.96%
AVES
EMGF

Key characteristics

Sharpe Ratio

AVES:

0.14

EMGF:

0.41

Sortino Ratio

AVES:

0.30

EMGF:

0.69

Omega Ratio

AVES:

1.04

EMGF:

1.08

Calmar Ratio

AVES:

0.17

EMGF:

0.54

Martin Ratio

AVES:

0.37

EMGF:

1.16

Ulcer Index

AVES:

6.06%

EMGF:

5.62%

Daily Std Dev

AVES:

15.45%

EMGF:

15.80%

Max Drawdown

AVES:

-27.40%

EMGF:

-40.23%

Current Drawdown

AVES:

-9.15%

EMGF:

-8.08%

Returns By Period

In the year-to-date period, AVES achieves a 1.39% return, which is significantly lower than EMGF's 2.11% return.


AVES

YTD

1.39%

1M

0.93%

6M

-7.49%

1Y

1.79%

5Y*

N/A

10Y*

N/A

EMGF

YTD

2.11%

1M

0.35%

6M

-6.20%

1Y

6.18%

5Y*

10.53%

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. EMGF - Expense Ratio Comparison

AVES has a 0.36% expense ratio, which is lower than EMGF's 0.45% expense ratio.


EMGF
iShares Edge MSCI Multifactor Emerging Markets ETF
Expense ratio chart for EMGF: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMGF: 0.45%
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. EMGF — 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 3535
Overall Rank
The Sharpe Ratio Rank of AVES is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of AVES is 3535
Sortino Ratio Rank
The Omega Ratio Rank of AVES is 3434
Omega Ratio Rank
The Calmar Ratio Rank of AVES is 3939
Calmar Ratio Rank
The Martin Ratio Rank of AVES is 3333
Martin Ratio Rank

EMGF
The Risk-Adjusted Performance Rank of EMGF is 4444
Overall Rank
The Sharpe Ratio Rank of EMGF is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of EMGF is 4343
Sortino Ratio Rank
The Omega Ratio Rank of EMGF is 4242
Omega Ratio Rank
The Calmar Ratio Rank of EMGF is 5353
Calmar Ratio Rank
The Martin Ratio Rank of EMGF is 3737
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. EMGF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Value ETF (AVES) and iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF). 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 ratio
The chart of Sharpe ratio for AVES, currently valued at 0.14, compared to the broader market0.002.004.00
AVES: 0.14
EMGF: 0.41
The chart of Sortino ratio for AVES, currently valued at 0.30, compared to the broader market-2.000.002.004.006.008.0010.0012.00
AVES: 0.30
EMGF: 0.69
The chart of Omega ratio for AVES, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.00
AVES: 1.04
EMGF: 1.08
The chart of Calmar ratio for AVES, currently valued at 0.17, compared to the broader market0.005.0010.0015.00
AVES: 0.17
EMGF: 0.54
The chart of Martin ratio for AVES, currently valued at 0.37, compared to the broader market0.0020.0040.0060.0080.00100.00
AVES: 0.37
EMGF: 1.16

The current AVES Sharpe Ratio is 0.14, which is lower than the EMGF Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of AVES and EMGF, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.14
0.41
AVES
EMGF

Dividends

AVES vs. EMGF - Dividend Comparison

AVES's dividend yield for the trailing twelve months is around 4.03%, more than EMGF's 3.35% yield.


TTM202420232022202120202019201820172016
AVES
Avantis Emerging Markets Value ETF
4.03%4.09%3.96%3.70%0.62%0.00%0.00%0.00%0.00%0.00%
EMGF
iShares Edge MSCI Multifactor Emerging Markets ETF
3.35%3.42%5.94%4.04%2.48%1.95%2.63%2.73%1.95%2.04%

Drawdowns

AVES vs. EMGF - Drawdown Comparison

The maximum AVES drawdown since its inception was -27.40%, smaller than the maximum EMGF drawdown of -40.23%. Use the drawdown chart below to compare losses from any high point for AVES and EMGF. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.15%
-8.08%
AVES
EMGF

Volatility

AVES vs. EMGF - Volatility Comparison

Avantis Emerging Markets Value ETF (AVES) and iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF) have volatilities of 4.28% and 4.41%, 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.


3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
4.28%
4.41%
AVES
EMGF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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