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AVIV vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVIV vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Large Cap Value ETF (AVIV) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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AVIV vs. FSPSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AVIV
Avantis International Large Cap Value ETF
5.19%41.80%4.30%18.47%-8.26%1.93%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%3.18%

Returns By Period

In the year-to-date period, AVIV achieves a 5.19% return, which is significantly higher than FSPSX's -1.94% return.


AVIV

1D
3.13%
1M
-6.97%
YTD
5.19%
6M
12.72%
1Y
36.58%
3Y*
19.94%
5Y*
10Y*

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVIV vs. FSPSX - Expense Ratio Comparison

AVIV has a 0.25% expense ratio, which is higher than FSPSX's 0.04% 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%.


Return for Risk

AVIV vs. FSPSX — Risk / Return Rank

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

AVIV
AVIV Risk / Return Rank: 9393
Overall Rank
AVIV Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
AVIV Sortino Ratio Rank: 9494
Sortino Ratio Rank
AVIV Omega Ratio Rank: 9595
Omega Ratio Rank
AVIV Calmar Ratio Rank: 9191
Calmar Ratio Rank
AVIV Martin Ratio Rank: 9393
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
Martin Ratio Rank
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.

AVIV vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Large Cap Value ETF (AVIV) and Fidelity International Index Fund (FSPSX). 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.


AVIVFSPSXDifference

Sharpe ratio

Return per unit of total volatility

2.16

1.11

+1.05

Sortino ratio

Return per unit of downside risk

2.86

1.56

+1.31

Omega ratio

Gain probability vs. loss probability

1.45

1.23

+0.23

Calmar ratio

Return relative to maximum drawdown

3.07

1.54

+1.52

Martin ratio

Return relative to average drawdown

12.89

5.93

+6.96

AVIV vs. FSPSX - Sharpe Ratio Comparison

The current AVIV Sharpe Ratio is 2.16, which is higher than the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of AVIV and FSPSX, 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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Sharpe Ratios by Period


AVIVFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

1.11

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.46

+0.31

Correlation

The correlation between AVIV and FSPSX is 0.94, 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.


Dividends

AVIV vs. FSPSX - Dividend Comparison

AVIV's dividend yield for the trailing twelve months is around 2.99%, less than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
AVIV
Avantis International Large Cap Value ETF
2.99%3.01%3.46%3.64%2.84%0.57%0.00%0.00%0.00%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

AVIV vs. FSPSX - Drawdown Comparison

The maximum AVIV drawdown since its inception was -27.69%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for AVIV and FSPSX.


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Drawdown Indicators


AVIVFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-27.69%

-33.69%

+6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-11.39%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-29.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

-6.97%

-10.86%

+3.89%

Average Drawdown

Average peak-to-trough decline

-5.22%

-6.59%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.96%

-0.21%

Volatility

AVIV vs. FSPSX - Volatility Comparison

Avantis International Large Cap Value ETF (AVIV) has a higher volatility of 7.48% compared to Fidelity International Index Fund (FSPSX) at 7.04%. This indicates that AVIV's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVIVFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

7.04%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

10.63%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

16.79%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

15.77%

+1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

16.47%

+0.43%