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AVIG vs. AVSF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVIG and AVSF is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

AVIG vs. AVSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Core Fixed Income ETF (AVIG) and Avantis Short-Term Fixed Income ETF (AVSF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AVIG:

1.00

AVSF:

2.56

Sortino Ratio

AVIG:

1.43

AVSF:

3.95

Omega Ratio

AVIG:

1.17

AVSF:

1.52

Calmar Ratio

AVIG:

0.43

AVSF:

4.20

Martin Ratio

AVIG:

2.69

AVSF:

11.40

Ulcer Index

AVIG:

1.97%

AVSF:

0.50%

Daily Std Dev

AVIG:

5.41%

AVSF:

2.25%

Max Drawdown

AVIG:

-19.64%

AVSF:

-8.85%

Current Drawdown

AVIG:

-7.03%

AVSF:

-0.42%

Returns By Period

In the year-to-date period, AVIG achieves a 2.17% return, which is significantly lower than AVSF's 2.38% return.


AVIG

YTD

2.17%

1M

1.12%

6M

1.13%

1Y

5.60%

5Y*

N/A

10Y*

N/A

AVSF

YTD

2.38%

1M

0.86%

6M

2.47%

1Y

5.82%

5Y*

N/A

10Y*

N/A

*Annualized

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AVIG vs. AVSF - Expense Ratio Comparison

Both AVIG and AVSF have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

AVIG vs. AVSF — Risk-Adjusted Performance Rank

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

AVIG
The Risk-Adjusted Performance Rank of AVIG is 7474
Overall Rank
The Sharpe Ratio Rank of AVIG is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of AVIG is 8181
Sortino Ratio Rank
The Omega Ratio Rank of AVIG is 7777
Omega Ratio Rank
The Calmar Ratio Rank of AVIG is 5757
Calmar Ratio Rank
The Martin Ratio Rank of AVIG is 7373
Martin Ratio Rank

AVSF
The Risk-Adjusted Performance Rank of AVSF is 9696
Overall Rank
The Sharpe Ratio Rank of AVSF is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of AVSF is 9797
Sortino Ratio Rank
The Omega Ratio Rank of AVSF is 9797
Omega Ratio Rank
The Calmar Ratio Rank of AVSF is 9797
Calmar Ratio Rank
The Martin Ratio Rank of AVSF is 9595
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.

AVIG vs. AVSF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Core Fixed Income ETF (AVIG) and Avantis Short-Term Fixed Income ETF (AVSF). 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 AVIG Sharpe Ratio is 1.00, which is lower than the AVSF Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of AVIG and AVSF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AVIG vs. AVSF - Dividend Comparison

AVIG's dividend yield for the trailing twelve months is around 4.60%, more than AVSF's 4.36% yield.


TTM20242023202220212020
AVIG
Avantis Core Fixed Income ETF
4.60%4.66%4.06%2.53%1.12%0.22%
AVSF
Avantis Short-Term Fixed Income ETF
4.36%4.34%3.93%1.78%0.48%0.10%

Drawdowns

AVIG vs. AVSF - Drawdown Comparison

The maximum AVIG drawdown since its inception was -19.64%, which is greater than AVSF's maximum drawdown of -8.85%. Use the drawdown chart below to compare losses from any high point for AVIG and AVSF. For additional features, visit the drawdowns tool.


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Volatility

AVIG vs. AVSF - Volatility Comparison

Avantis Core Fixed Income ETF (AVIG) has a higher volatility of 1.76% compared to Avantis Short-Term Fixed Income ETF (AVSF) at 0.80%. This indicates that AVIG's price experiences larger fluctuations and is considered to be riskier than AVSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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