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

Correlation

The correlation between AVES and VWO is 0.93, 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.


-0.50.00.51.00.9

Performance

AVES vs. VWO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
2.07%
-0.20%
AVES
VWO

Key characteristics

Sharpe Ratio

AVES:

0.45

VWO:

1.05

Sortino Ratio

AVES:

0.72

VWO:

1.54

Omega Ratio

AVES:

1.09

VWO:

1.19

Calmar Ratio

AVES:

0.56

VWO:

0.66

Martin Ratio

AVES:

1.83

VWO:

4.30

Ulcer Index

AVES:

3.89%

VWO:

3.64%

Daily Std Dev

AVES:

15.67%

VWO:

14.94%

Max Drawdown

AVES:

-27.40%

VWO:

-67.68%

Current Drawdown

AVES:

-11.92%

VWO:

-10.25%

Returns By Period

In the year-to-date period, AVES achieves a 2.71% return, which is significantly lower than VWO's 11.50% return.


AVES

YTD

2.71%

1M

-4.18%

6M

-4.05%

1Y

4.81%

5Y*

N/A

10Y*

N/A

VWO

YTD

11.50%

1M

0.16%

6M

3.77%

1Y

13.82%

5Y*

3.23%

10Y*

4.14%

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AVES vs. VWO - Expense Ratio Comparison

AVES has a 0.36% expense ratio, which is higher than VWO's 0.08% expense ratio.


AVES
Avantis Emerging Markets Value ETF
Expense ratio chart for AVES: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

AVES vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Value ETF (AVES) 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 ratio
The chart of Sharpe ratio for AVES, currently valued at 0.45, compared to the broader market0.002.004.000.451.05
The chart of Sortino ratio for AVES, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.0010.000.721.54
The chart of Omega ratio for AVES, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.19
The chart of Calmar ratio for AVES, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.560.83
The chart of Martin ratio for AVES, currently valued at 1.83, compared to the broader market0.0020.0040.0060.0080.00100.001.834.30
AVES
VWO

The current AVES Sharpe Ratio is 0.45, which is lower than the VWO Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of AVES and VWO, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.45
1.05
AVES
VWO

Dividends

AVES vs. VWO - Dividend Comparison

AVES's dividend yield for the trailing twelve months is around 1.02%, less than VWO's 3.17% yield.


TTM20232022202120202019201820172016201520142013
AVES
Avantis Emerging Markets Value ETF
1.02%3.96%3.70%0.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.17%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

AVES vs. VWO - Drawdown Comparison

The maximum AVES drawdown since its inception was -27.40%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for AVES and VWO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.92%
-8.12%
AVES
VWO

Volatility

AVES vs. VWO - Volatility Comparison

Avantis Emerging Markets Value ETF (AVES) has a higher volatility of 4.69% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 4.30%. This indicates that AVES'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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.69%
4.30%
AVES
VWO
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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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