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

Correlation

The correlation between AVES and FNDE is 0.59, 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.


Performance

AVES vs. FNDE - Performance Comparison

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

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Key characteristics

Sharpe Ratio

AVES:

0.24

FNDE:

0.45

Sortino Ratio

AVES:

0.52

FNDE:

0.91

Omega Ratio

AVES:

1.07

FNDE:

1.12

Calmar Ratio

AVES:

0.28

FNDE:

0.60

Martin Ratio

AVES:

0.75

FNDE:

1.61

Ulcer Index

AVES:

6.84%

FNDE:

6.92%

Daily Std Dev

AVES:

18.17%

FNDE:

20.30%

Max Drawdown

AVES:

-27.40%

FNDE:

-43.55%

Current Drawdown

AVES:

-1.57%

FNDE:

-2.09%

Returns By Period

The year-to-date returns for both investments are quite close, with AVES having a 9.85% return and FNDE slightly higher at 10.12%.


AVES

YTD

9.85%

1M

10.25%

6M

7.39%

1Y

4.25%

3Y*

8.05%

5Y*

N/A

10Y*

N/A

FNDE

YTD

10.12%

1M

10.01%

6M

7.54%

1Y

9.12%

3Y*

11.05%

5Y*

12.25%

10Y*

5.79%

*Annualized

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AVES vs. FNDE - Expense Ratio Comparison

AVES has a 0.36% expense ratio, which is lower than FNDE's 0.39% expense ratio.


Risk-Adjusted Performance

AVES vs. FNDE — 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 2929
Overall Rank
The Sharpe Ratio Rank of AVES is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of AVES is 2929
Sortino Ratio Rank
The Omega Ratio Rank of AVES is 2828
Omega Ratio Rank
The Calmar Ratio Rank of AVES is 3434
Calmar Ratio Rank
The Martin Ratio Rank of AVES is 2727
Martin Ratio Rank

FNDE
The Risk-Adjusted Performance Rank of FNDE is 5151
Overall Rank
The Sharpe Ratio Rank of FNDE is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDE is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FNDE is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FNDE is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FNDE is 4646
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. FNDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Value ETF (AVES) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE). 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 current AVES Sharpe Ratio is 0.24, which is lower than the FNDE Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of AVES and FNDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AVES vs. FNDE - Dividend Comparison

AVES's dividend yield for the trailing twelve months is around 3.72%, less than FNDE's 4.38% yield.


TTM20242023202220212020201920182017201620152014
AVES
Avantis Emerging Markets Value ETF
3.72%4.09%3.96%3.70%0.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
4.38%4.82%4.74%5.59%4.31%2.49%3.47%3.05%2.05%1.65%2.02%1.36%

Drawdowns

AVES vs. FNDE - Drawdown Comparison

The maximum AVES drawdown since its inception was -27.40%, smaller than the maximum FNDE drawdown of -43.55%. Use the drawdown chart below to compare losses from any high point for AVES and FNDE. For additional features, visit the drawdowns tool.


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Volatility

AVES vs. FNDE - Volatility Comparison

Avantis Emerging Markets Value ETF (AVES) has a higher volatility of 4.39% compared to Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) at 3.81%. This indicates that AVES's price experiences larger fluctuations and is considered to be riskier than FNDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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