AVGE vs. DFAW

As of year-to-date, both investments have demonstrated similar returns, with AVGE at 3.47% and DFAW at 3.47%.

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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%.

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.

The current AVGE Sharpe Ratio is 0.46, which is comparable to the DFAW Sharpe Ratio of 0.54. 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.

AVGE's dividend yield for the trailing twelve months is around 1.85%, more than DFAW's 1.50% yield.

The maximum AVGE drawdown since its inception was -17.13%, roughly equal to the maximum DFAW drawdown of -16.94%. Use the drawdown chart below to compare losses from any high point for AVGE and DFAW. For additional features, visit the drawdowns tool.

Avantis All Equity Markets ETF (AVGE) and Dimensional World Equity ETF (DFAW) have volatilities of 4.80% and 4.79%, 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.