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AVGE vs. VG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, AVGE achieves a 13.09% return, which is significantly lower than VG's 93.23% return.


AVGE

1D
-2.63%
1M
-0.61%
YTD
13.09%
6M
13.81%
1Y
31.15%
3Y*
20.53%
5Y*
10Y*

VG

1D
5.11%
1M
1.08%
YTD
93.23%
6M
88.24%
1Y
-11.17%
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
13.09%16.36%
VG
Venture Global, Inc
93.23%-71.39%

Correlation

The correlation between AVGE and VG is -0.07, 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

-0.07

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2025

0.09

The correlation between AVGE and VG shifts across timeframes, from -0.07 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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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: 7777
Overall Rank
AVGE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AVGE Sortino Ratio Rank: 7777
Sortino Ratio Rank
AVGE Omega Ratio Rank: 7777
Omega Ratio Rank
AVGE Calmar Ratio Rank: 7474
Calmar Ratio Rank
AVGE Martin Ratio Rank: 8080
Martin Ratio Rank

VG
VG Risk / Return Rank: 3737
Overall Rank
VG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VG Sortino Ratio Rank: 3939
Sortino Ratio Rank
VG Omega Ratio Rank: 3838
Omega Ratio Rank
VG Calmar Ratio Rank: 3636
Calmar Ratio Rank
VG Martin Ratio Rank: 3737
Martin Ratio Rank
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.


AVGEVGDifference
Sharpe ratioReturn per unit of total volatility

+2.60

Sortino ratioReturn per unit of downside risk

+2.99

Omega ratioGain probability vs. loss probability

1.45

1.04

+0.40

Calmar ratioReturn relative to maximum drawdown

3.64

-0.16

+3.80

Martin ratioReturn relative to average drawdown

15.51

-0.27

+15.78

AVGE vs. VG - Sharpe Ratio Comparison

The current AVGE Sharpe Ratio is 2.45, which is higher than the VG Sharpe Ratio of -0.14. 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.


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Sharpe Ratios by Period


AVGEVGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

-0.14

+2.60

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

-0.40

+1.84

Drawdowns

AVGE vs. VG - Drawdown Comparison

The maximum AVGE drawdown since its inception was -17.13%, smaller than the maximum VG drawdown of -75.16%. Use the drawdown chart below to compare losses from any high point for AVGE and VG.


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Drawdown Indicators


AVGEVGDifference

Max Drawdown

Largest peak-to-trough decline

-17.13%

-75.16%

+58.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.60%

-68.73%

+60.13%

Max Drawdown (3Y)

Largest decline over 3 years

-17.13%

Current Drawdown

Current decline from peak

-2.72%

-44.71%

+41.99%

Average Drawdown

Average peak-to-trough decline

-2.41%

-50.33%

+47.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

41.20%

-39.19%

Volatility

AVGE vs. VG - Volatility Comparison

The current volatility for Avantis All Equity Markets ETF (AVGE) is 4.19%, while Venture Global, Inc (VG) has a volatility of 23.93%. 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.


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Volatility by Period


AVGEVGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

23.93%

-19.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

58.09%

-48.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

78.59%

-65.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.25%

88.25%

-73.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.25%

88.25%

-73.00%

Dividends

AVGE vs. VG - Dividend Comparison

AVGE's dividend yield for the trailing twelve months is around 1.65%, more than VG's 0.52% yield.


PositionTTM2025202420232022
AVGE
Avantis All Equity Markets ETF
1.65%1.67%1.92%1.93%0.74%
VG
Venture Global, Inc
0.52%0.98%0.00%0.00%0.00%

Frequently Asked Questions


AVGE and VG have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VG has higher volatility (23.93%) compared to AVGE (4.19%). In terms of maximum drawdown, AVGE dropped -17.13% vs VG's -75.16%.

AVGE currently has the higher Sharpe Ratio (2.45 vs -0.14), 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.

Portfolio Optimizer

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