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

Correlation

The correlation between AVIG and SCHF is 0.24, 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.


-0.50.00.51.00.2

Performance

AVIG vs. SCHF - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.37%
-1.80%
AVIG
SCHF

Key characteristics

Sharpe Ratio

AVIG:

0.39

SCHF:

0.44

Sortino Ratio

AVIG:

0.58

SCHF:

0.69

Omega Ratio

AVIG:

1.07

SCHF:

1.08

Calmar Ratio

AVIG:

0.16

SCHF:

0.62

Martin Ratio

AVIG:

1.18

SCHF:

1.78

Ulcer Index

AVIG:

1.81%

SCHF:

3.19%

Daily Std Dev

AVIG:

5.44%

SCHF:

12.87%

Max Drawdown

AVIG:

-19.64%

SCHF:

-34.64%

Current Drawdown

AVIG:

-9.11%

SCHF:

-9.18%

Returns By Period

In the year-to-date period, AVIG achieves a 1.43% return, which is significantly lower than SCHF's 3.06% return.


AVIG

YTD

1.43%

1M

-0.53%

6M

1.37%

1Y

1.79%

5Y*

N/A

10Y*

N/A

SCHF

YTD

3.06%

1M

-1.98%

6M

-1.78%

1Y

4.70%

5Y*

6.27%

10Y*

6.65%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AVIG vs. SCHF - Expense Ratio Comparison

AVIG has a 0.15% expense ratio, which is higher than SCHF's 0.06% 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%.


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 SCHF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

AVIG vs. SCHF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Core Fixed Income ETF (AVIG) and Schwab International Equity ETF (SCHF). 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 0.39, compared to the broader market0.002.004.000.390.37
The chart of Sortino ratio for AVIG, currently valued at 0.58, compared to the broader market-2.000.002.004.006.008.0010.000.580.58
The chart of Omega ratio for AVIG, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.07
The chart of Calmar ratio for AVIG, currently valued at 0.16, compared to the broader market0.005.0010.0015.000.160.51
The chart of Martin ratio for AVIG, currently valued at 1.18, compared to the broader market0.0020.0040.0060.0080.00100.001.181.45
AVIG
SCHF

The current AVIG Sharpe Ratio is 0.39, which is comparable to the SCHF Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of AVIG and SCHF, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.39
0.37
AVIG
SCHF

Dividends

AVIG vs. SCHF - Dividend Comparison

AVIG's dividend yield for the trailing twelve months is around 4.67%, more than SCHF's 3.27% yield.


TTM20232022202120202019201820172016201520142013
AVIG
Avantis Core Fixed Income ETF
4.67%4.06%2.54%1.12%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHF
Schwab International Equity ETF
3.27%4.03%5.61%5.39%2.08%5.13%3.06%4.70%5.15%2.26%2.90%4.42%

Drawdowns

AVIG vs. SCHF - Drawdown Comparison

The maximum AVIG drawdown since its inception was -19.64%, smaller than the maximum SCHF drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for AVIG and SCHF. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.11%
-9.18%
AVIG
SCHF

Volatility

AVIG vs. SCHF - Volatility Comparison

The current volatility for Avantis Core Fixed Income ETF (AVIG) is 1.67%, while Schwab International Equity ETF (SCHF) has a volatility of 3.56%. This indicates that AVIG experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.67%
3.56%
AVIG
SCHF
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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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