AVIE vs. EBI

Last updated Jun 24, 2026

AVIE (Avantis Inflation Focused Equity ETF) and EBI (Longview Advantage ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, AVIE returned 23.20% vs 30.46% for EBI. A 0.57 correlation means they provide meaningful diversification when combined. AVIE charges 0.25%/yr vs 0.24%/yr for EBI.

Performance

AVIE vs. EBI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Inflation Focused Equity ETF (AVIE) and Longview Advantage ETF (EBI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with AVIE having a 13.10% return and EBI slightly higher at 13.70%.

AVIE

• 1D: 0.74%
• 1M: -1.10%
• YTD: 13.10%
• 6M: 12.71%
• 1Y: 23.20%
• 3Y*: 13.16%
• 5Y*: —
• 10Y*: —

EBI

• 1D: -0.96%
• 1M: 0.90%
• YTD: 13.70%
• 6M: 12.56%
• 1Y: 30.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AVIE vs. EBI - Yearly Performance Comparison

	2026 (YTD)	2025
AVIE Avantis Inflation Focused Equity ETF	13.10%	6.38%
EBI Longview Advantage ETF	13.70%	15.82%

Correlation

The correlation between AVIE and EBI is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (All Time) Calculated using the full available price history since Feb 27, 2025	0.57

The correlation between AVIE and EBI has been stable across timeframes, ranging from 0.47 to 0.57 - a consistent structural relationship.

Return for Risk

AVIE vs. EBI — Risk / Return Rank

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

AVIE

AVIE Risk / Return Rank: 80
AVIE Sharpe Ratio Rank: 79
AVIE Sortino Ratio Rank: 81
AVIE Omega Ratio Rank: 75
AVIE Calmar Ratio Rank: 87
AVIE Martin Ratio Rank: 78

EBI

EBI Risk / Return Rank: 84
EBI Sharpe Ratio Rank: 84
EBI Sortino Ratio Rank: 84
EBI Omega Ratio Rank: 81
EBI Calmar Ratio Rank: 85
EBI Martin Ratio Rank: 88

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.

AVIE vs. EBI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Inflation Focused Equity ETF (AVIE) and Longview Advantage ETF (EBI). 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.

	AVIE	EBI	Difference
Sharpe ratio: Return per unit of total volatility	2.34	2.46	-0.12
Sortino ratio: Return per unit of downside risk	3.34	3.37	-0.03
Omega ratio: Gain probability vs. loss probability	1.41	1.43	-0.02
Calmar ratio: Return relative to maximum drawdown	4.69	4.32	+0.37
Martin ratio: Return relative to average drawdown	14.23	17.50	-3.27

AVIE vs. EBI - Sharpe Ratio Comparison

The current AVIE Sharpe Ratio is 2.34, which is comparable to the EBI Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of AVIE and EBI, 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

AVIE vs. EBI - Drawdown Comparison

The maximum AVIE drawdown since its inception was -12.39%, smaller than the maximum EBI drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for AVIE and EBI.

Drawdown Indicators

	AVIE	EBI	Difference
Max Drawdown Largest peak-to-trough decline	-12.39%	-17.05%	+4.66%
Max Drawdown (1Y) Largest decline over 1 year	-4.97%	-7.09%	+2.12%
Max Drawdown (3Y) Largest decline over 3 years	-12.39%	—	—
Current Drawdown Current decline from peak	-1.66%	-1.43%	-0.23%
Average Drawdown Average peak-to-trough decline	-3.00%	-2.03%	-0.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.63%	1.75%	-0.12%

Volatility

AVIE vs. EBI - Volatility Comparison

The current volatility for Avantis Inflation Focused Equity ETF (AVIE) is 2.89%, while Longview Advantage ETF (EBI) has a volatility of 4.03%. This indicates that AVIE experiences smaller price fluctuations and is considered to be less risky than EBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVIE	EBI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.89%	4.03%	-1.14%
Volatility (6M) Calculated over the trailing 6-month period	7.04%	9.27%	-2.23%
Volatility (1Y) Calculated over the trailing 1-year period	9.97%	12.49%	-2.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.90%	17.88%	-4.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.90%	17.88%	-4.98%

AVIE vs. EBI - Expense Ratio Comparison

AVIE has a 0.25% expense ratio, which is higher than EBI's 0.24% 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%.

Dividends

AVIE vs. EBI - Dividend Comparison

AVIE's dividend yield for the trailing twelve months is around 1.87%, more than EBI's 0.92% yield.

Position	TTM	2025	2024	2023	2022
AVIE Avantis Inflation Focused Equity ETF	1.87%	1.75%	1.89%	3.72%	0.39%
EBI Longview Advantage ETF	0.92%	1.05%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AVIE and EBI in my portfolio?

AVIE and EBI have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVIE or EBI?

EBI has higher volatility (4.03%) compared to AVIE (2.89%). In terms of maximum drawdown, AVIE dropped -12.39% vs EBI's -17.05%.

Which ETF is better, AVIE or EBI?

On 1-year performance, EBI leads with 30.46% vs 23.20% for AVIE. On fees, EBI is cheaper at 0.24% per year. On volatility, AVIE has been the lower-risk option at 2.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVIE or EBI?

Over the 1-year period, EBI has performed better with a 30.46% return vs 23.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVIE or EBI?

EBI is cheaper with a 0.24% expense ratio, compared with 0.25% for AVIE.

Which ETF pays a higher dividend yield, AVIE or EBI?

AVIE has the higher dividend yield at 1.87%, compared with 0.92% for EBI.

What is the main difference between AVIE and EBI?

They also come from different issuers: Avantis and Longview. Their fees differ too: 0.25% for AVIE and 0.24% for EBI.

Which has better risk-adjusted returns?

EBI currently has the higher Sharpe Ratio (2.46 vs 2.34), 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.