AVGE vs. VG

Last updated Jul 10, 2026

AVGE (Avantis All Equity Markets ETF) is Global Equities fund actively managed by Avantis, while VG (Venture Global, Inc) is a stock. Over the past year, AVGE returned 27.60% vs -23.17% for VG. At a 0.07 correlation, their price movements are largely independent.

Performance

AVGE vs. VG - Performance Comparison

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

Returns By Period

In the year-to-date period, AVGE achieves a 15.76% return, which is significantly lower than VG's 84.23% return.

AVGE

• 1D: 0.69%
• 1M: 1.73%
• 6M: 12.75%
• YTD: 15.76%
• 1Y: 27.60%
• 3Y*: 20.46%
• 5Y*: —
• 10Y*: —

VG

• 1D: 1.21%
• 1M: 0.62%
• 6M: 67.08%
• YTD: 84.23%
• 1Y: -23.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AVGE vs. VG - Yearly Performance Comparison

	2026 (YTD)	2025
AVGE Avantis All Equity Markets ETF	15.76%	16.30%
VG Venture Global, Inc	84.23%	-71.45%

Correlation

The correlation between AVGE and VG is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.08
Correlation (All Time) Calculated using the full available price history since Jan 24, 2025	0.07

The correlation between AVGE and VG shifts across timeframes, from -0.08 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

Return for Risk

AVGE vs. VG — Risk / Return Rank

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

AVGE

AVGE Risk / Return Rank: 83
AVGE Sharpe Ratio Rank: 84
AVGE Sortino Ratio Rank: 83
AVGE Omega Ratio Rank: 82
AVGE Calmar Ratio Rank: 79
AVGE Martin Ratio Rank: 85

VG

VG Risk / Return Rank: 34
VG Sharpe Ratio Rank: 32
VG Sortino Ratio Rank: 36
VG Omega Ratio Rank: 35
VG Calmar Ratio Rank: 33
VG Martin Ratio Rank: 34

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.

AVGE vs. VG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis All Equity Markets ETF (AVGE) and Venture Global, Inc (VG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AVGE	VG	Difference
Sharpe ratio: Return per unit of total volatility	2.12	-0.30	+2.42
Sortino ratio: Return per unit of downside risk	2.94	0.07	+2.87
Omega ratio: Gain probability vs. loss probability	1.39	1.01	+0.38
Calmar ratio: Return relative to maximum drawdown	3.23	-0.35	+3.57
Martin ratio: Return relative to average drawdown	13.47	-0.59	+14.06

AVGE vs. VG - Sharpe Ratio Comparison

The current AVGE Sharpe Ratio is 2.12, which is higher than the VG Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of AVGE and VG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AVGE vs. VG - Drawdown Comparison

The maximum AVGE drawdown since its inception was -17.13%, smaller than the maximum VG drawdown of -75.22%. Use the drawdown chart below to compare losses from any high point for AVGE and VG.

Drawdown Indicators

	AVGE	VG	Difference
Max Drawdown Largest peak-to-trough decline	-17.13%	-75.22%	+58.09%
Max Drawdown (1Y) Largest decline over 1 year	-8.60%	-66.76%	+58.16%
Max Drawdown (3Y) Largest decline over 3 years	-17.13%	—	—
Current Drawdown Current decline from peak	-1.12%	-47.40%	+46.28%
Average Drawdown Average peak-to-trough decline	-2.38%	-50.33%	+47.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	39.52%	-37.47%

Volatility

AVGE vs. VG - Volatility Comparison

The current volatility for Avantis All Equity Markets ETF (AVGE) is 4.22%, while Venture Global, Inc (VG) has a volatility of 19.96%. This indicates that AVGE experiences smaller price fluctuations and is considered to be less risky than VG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVGE	VG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.22%	19.96%	-15.74%
Volatility (6M) Calculated over the trailing 6-month period	10.56%	59.17%	-48.61%
Volatility (1Y) Calculated over the trailing 1-year period	13.09%	77.51%	-64.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.22%	86.81%	-71.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.22%	86.81%	-71.59%

Dividends

AVGE vs. VG - Dividend Comparison

AVGE's dividend yield for the trailing twelve months is around 1.41%, more than VG's 0.56% yield.

Position	TTM	2025	2024	2023	2022
AVGE Avantis All Equity Markets ETF	1.41%	1.67%	1.92%	1.93%	0.74%
VG Venture Global, Inc	0.56%	0.98%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AVGE and VG in my portfolio?

AVGE and VG have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVGE or VG?

VG has higher volatility (19.96%) compared to AVGE (4.22%). In terms of maximum drawdown, AVGE dropped -17.13% vs VG's -75.22%.

Which has better risk-adjusted returns?

AVGE currently has the higher Sharpe Ratio (2.12 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.