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

Correlation

The correlation between AVIG and AVSF is 0.89, 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.


-0.50.00.51.00.9

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.

-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.03%
2.37%
AVIG
AVSF

Key characteristics

Sharpe Ratio

AVIG:

0.45

AVSF:

1.92

Sortino Ratio

AVIG:

0.67

AVSF:

2.85

Omega Ratio

AVIG:

1.08

AVSF:

1.36

Calmar Ratio

AVIG:

0.18

AVSF:

1.84

Martin Ratio

AVIG:

1.37

AVSF:

8.60

Ulcer Index

AVIG:

1.80%

AVSF:

0.48%

Daily Std Dev

AVIG:

5.44%

AVSF:

2.15%

Max Drawdown

AVIG:

-19.64%

AVSF:

-8.85%

Current Drawdown

AVIG:

-8.91%

AVSF:

-0.99%

Returns By Period

In the year-to-date period, AVIG achieves a 1.65% return, which is significantly lower than AVSF's 3.62% return.


AVIG

YTD

1.65%

1M

-0.16%

6M

1.37%

1Y

2.36%

5Y*

N/A

10Y*

N/A

AVSF

YTD

3.62%

1M

0.14%

6M

2.33%

1Y

4.11%

5Y*

N/A

10Y*

N/A

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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%.


AVIG
Avantis Core Fixed Income ETF
Expense ratio chart for AVIG: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for AVSF: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for AVIG, currently valued at 0.45, compared to the broader market0.002.004.000.451.92
The chart of Sortino ratio for AVIG, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.000.672.85
The chart of Omega ratio for AVIG, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.36
The chart of Calmar ratio for AVIG, currently valued at 0.18, compared to the broader market0.005.0010.0015.000.181.84
The chart of Martin ratio for AVIG, currently valued at 1.37, compared to the broader market0.0020.0040.0060.0080.00100.001.378.60
AVIG
AVSF

The current AVIG Sharpe Ratio is 0.45, which is lower than the AVSF Sharpe Ratio of 1.92. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.45
1.92
AVIG
AVSF

Dividends

AVIG vs. AVSF - Dividend Comparison

AVIG's dividend yield for the trailing twelve months is around 4.66%, more than AVSF's 4.35% yield.


TTM2023202220212020
AVIG
Avantis Core Fixed Income ETF
4.66%4.06%2.54%1.12%0.22%
AVSF
Avantis Short-Term Fixed Income ETF
4.35%3.93%1.79%0.47%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.91%
-0.99%
AVIG
AVSF

Volatility

AVIG vs. AVSF - Volatility Comparison

Avantis Core Fixed Income ETF (AVIG) has a higher volatility of 1.67% compared to Avantis Short-Term Fixed Income ETF (AVSF) at 0.66%. 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.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.67%
0.66%
AVIG
AVSF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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