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

Correlation

The correlation between AVGE and VOO is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

AVGE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis All Equity Markets ETF (AVGE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
46.21%
57.58%
AVGE
VOO

Key characteristics

Sharpe Ratio

AVGE:

0.32

VOO:

0.54

Sortino Ratio

AVGE:

0.57

VOO:

0.88

Omega Ratio

AVGE:

1.08

VOO:

1.13

Calmar Ratio

AVGE:

0.33

VOO:

0.55

Martin Ratio

AVGE:

1.44

VOO:

2.27

Ulcer Index

AVGE:

3.97%

VOO:

4.55%

Daily Std Dev

AVGE:

17.74%

VOO:

19.19%

Max Drawdown

AVGE:

-17.13%

VOO:

-33.99%

Current Drawdown

AVGE:

-7.67%

VOO:

-9.90%

Returns By Period

In the year-to-date period, AVGE achieves a -3.06% return, which is significantly higher than VOO's -5.74% return.


AVGE

YTD

-3.06%

1M

-3.36%

6M

-3.21%

1Y

6.21%

5Y*

N/A

10Y*

N/A

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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AVGE vs. VOO - Expense Ratio Comparison

AVGE has a 0.23% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for AVGE: current value is 0.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVGE: 0.23%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

AVGE vs. VOO — Risk-Adjusted Performance Rank

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

AVGE
The Risk-Adjusted Performance Rank of AVGE is 4545
Overall Rank
The Sharpe Ratio Rank of AVGE is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of AVGE is 4242
Sortino Ratio Rank
The Omega Ratio Rank of AVGE is 4444
Omega Ratio Rank
The Calmar Ratio Rank of AVGE is 4848
Calmar Ratio Rank
The Martin Ratio Rank of AVGE is 4949
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AVGE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis All Equity Markets ETF (AVGE) and Vanguard S&P 500 ETF (VOO). 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 chart of Sharpe ratio for AVGE, currently valued at 0.32, compared to the broader market-1.000.001.002.003.004.00
AVGE: 0.32
VOO: 0.54
The chart of Sortino ratio for AVGE, currently valued at 0.57, compared to the broader market-2.000.002.004.006.008.00
AVGE: 0.57
VOO: 0.88
The chart of Omega ratio for AVGE, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
AVGE: 1.08
VOO: 1.13
The chart of Calmar ratio for AVGE, currently valued at 0.33, compared to the broader market0.002.004.006.008.0010.0012.00
AVGE: 0.33
VOO: 0.55
The chart of Martin ratio for AVGE, currently valued at 1.44, compared to the broader market0.0020.0040.0060.00
AVGE: 1.44
VOO: 2.27

The current AVGE Sharpe Ratio is 0.32, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of AVGE and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.32
0.54
AVGE
VOO

Dividends

AVGE vs. VOO - Dividend Comparison

AVGE's dividend yield for the trailing twelve months is around 1.98%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
AVGE
Avantis All Equity Markets ETF
1.98%1.92%1.93%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

AVGE vs. VOO - Drawdown Comparison

The maximum AVGE drawdown since its inception was -17.13%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AVGE and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.67%
-9.90%
AVGE
VOO

Volatility

AVGE vs. VOO - Volatility Comparison

The current volatility for Avantis All Equity Markets ETF (AVGE) is 12.65%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that AVGE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.65%
13.96%
AVGE
VOO