AVGB vs. AVGE

Last updated Apr 2, 2026

Compare and contrast key facts about Avantis Credit ETF (AVGB) and Avantis All Equity Markets ETF (AVGE).

AVGB and AVGE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVGB is an actively managed fund by Avantis. It was launched on Apr 15, 2025. AVGE is a passively managed fund by Avantis that tracks the performance of the MSCI AC World IMI. It was launched on Sep 27, 2022.

Performance

AVGB vs. AVGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Credit ETF (AVGB) and Avantis All Equity Markets ETF (AVGE). The values are adjusted to include any dividend payments, if applicable.

AVGB vs. AVGE - Yearly Performance Comparison

	2026 (YTD)	2025
AVGB Avantis Credit ETF	-0.10%	4.89%
AVGE Avantis All Equity Markets ETF	3.32%	28.99%

Returns By Period

In the year-to-date period, AVGB achieves a -0.10% return, which is significantly lower than AVGE's 3.32% return.

AVGB

• 1D: 0.21%
• 1M: -1.00%
• YTD: -0.10%
• 6M: 0.89%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AVGE

• 1D: 0.66%
• 1M: -4.42%
• YTD: 3.32%
• 6M: 7.02%
• 1Y: 26.34%
• 3Y*: 17.60%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGB vs. AVGE - Expense Ratio Comparison

AVGB has a 0.19% expense ratio, which is lower than AVGE's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

AVGE

Avantis All Equity Markets ETF

AVGB

Avantis Credit ETF

Return for Risk

AVGB vs. AVGE — Risk / Return Rank

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

AVGE

AVGE Risk / Return Rank: 81
AVGE Sharpe Ratio Rank: 79
AVGE Sortino Ratio Rank: 81
AVGE Omega Ratio Rank: 82
AVGE Calmar Ratio Rank: 77
AVGE Martin Ratio Rank: 85

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVGB vs. AVGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Credit ETF (AVGB) and Avantis All Equity Markets ETF (AVGE). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	AVGB	AVGE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.14	1.30	+0.84

Correlation

The correlation between AVGB and AVGE is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

AVGB vs. AVGE - Dividend Comparison

AVGB's dividend yield for the trailing twelve months is around 3.49%, more than AVGE's 1.80% yield.

	TTM	2025	2024	2023	2022
AVGB Avantis Credit ETF	3.49%	3.49%	0.00%	0.00%	0.00%
AVGE Avantis All Equity Markets ETF	1.80%	1.67%	1.92%	1.93%	0.74%

Drawdowns

AVGB vs. AVGE - Drawdown Comparison

The maximum AVGB drawdown since its inception was -2.12%, smaller than the maximum AVGE drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for AVGB and AVGE.

Drawdown Indicators

	AVGB	AVGE	Difference
Max Drawdown Largest peak-to-trough decline	-2.12%	-17.13%	+15.01%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.63%	—
Current Drawdown Current decline from peak	-1.29%	-5.36%	+4.07%
Average Drawdown Average peak-to-trough decline	-0.25%	-2.49%	+2.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.65%	—

Volatility

Volatility by Period

	AVGB	AVGE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.73%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.86%	—
Volatility (1Y) Calculated over the trailing 1-year period	2.36%	17.22%	-14.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.36%	15.29%	-12.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.36%	15.29%	-12.93%