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AVGE vs. DFAW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVGE and DFAW is 0.97, 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.


-0.50.00.51.01.0

Performance

AVGE vs. DFAW - Performance Comparison

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

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.01%
5.69%
AVGE
DFAW

Key characteristics

Sharpe Ratio

AVGE:

1.23

DFAW:

1.46

Sortino Ratio

AVGE:

1.71

DFAW:

2.01

Omega Ratio

AVGE:

1.22

DFAW:

1.27

Calmar Ratio

AVGE:

1.86

DFAW:

2.21

Martin Ratio

AVGE:

7.34

DFAW:

8.96

Ulcer Index

AVGE:

2.09%

DFAW:

1.96%

Daily Std Dev

AVGE:

12.43%

DFAW:

12.02%

Max Drawdown

AVGE:

-11.12%

DFAW:

-7.94%

Current Drawdown

AVGE:

-5.31%

DFAW:

-4.86%

Returns By Period

In the year-to-date period, AVGE achieves a 13.03% return, which is significantly lower than DFAW's 15.21% return.


AVGE

YTD

13.03%

1M

-2.81%

6M

5.02%

1Y

13.80%

5Y*

N/A

10Y*

N/A

DFAW

YTD

15.21%

1M

-1.99%

6M

5.69%

1Y

15.99%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


AVGE vs. DFAW - Expense Ratio Comparison

AVGE has a 0.23% expense ratio, which is lower than DFAW's 0.25% 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%.


DFAW
Dimensional World Equity ETF
Expense ratio chart for DFAW: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for AVGE: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

AVGE vs. DFAW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis All Equity Markets ETF (AVGE) and Dimensional World Equity ETF (DFAW). 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 AVGE, currently valued at 1.23, compared to the broader market0.002.004.001.231.46
The chart of Sortino ratio for AVGE, currently valued at 1.71, compared to the broader market-2.000.002.004.006.008.0010.001.712.01
The chart of Omega ratio for AVGE, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.27
The chart of Calmar ratio for AVGE, currently valued at 1.86, compared to the broader market0.005.0010.0015.001.862.21
The chart of Martin ratio for AVGE, currently valued at 7.34, compared to the broader market0.0020.0040.0060.0080.00100.007.348.96
AVGE
DFAW

The current AVGE Sharpe Ratio is 1.23, which is comparable to the DFAW Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of AVGE and DFAW, 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 Ratio1.001.502.002.503.00Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
1.23
1.46
AVGE
DFAW

Dividends

AVGE vs. DFAW - Dividend Comparison

AVGE's dividend yield for the trailing twelve months is around 0.87%, less than DFAW's 0.99% yield.


TTM20232022
AVGE
Avantis All Equity Markets ETF
0.87%1.93%0.74%
DFAW
Dimensional World Equity ETF
0.99%0.42%0.00%

Drawdowns

AVGE vs. DFAW - Drawdown Comparison

The maximum AVGE drawdown since its inception was -11.12%, which is greater than DFAW's maximum drawdown of -7.94%. Use the drawdown chart below to compare losses from any high point for AVGE and DFAW. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.31%
-4.86%
AVGE
DFAW

Volatility

AVGE vs. DFAW - Volatility Comparison

Avantis All Equity Markets ETF (AVGE) has a higher volatility of 3.95% compared to Dimensional World Equity ETF (DFAW) at 3.76%. This indicates that AVGE's price experiences larger fluctuations and is considered to be riskier than DFAW 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%JulyAugustSeptemberOctoberNovemberDecember
3.95%
3.76%
AVGE
DFAW
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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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