PortfoliosLab logo
AVMA vs. AVGE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVMA and AVGE is 0.87, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

AVMA vs. AVGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Moderate Allocation ETF (AVMA) and Avantis All Equity Markets ETF (AVGE). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
17.63%
22.08%
AVMA
AVGE

Key characteristics

Sharpe Ratio

AVMA:

0.57

AVGE:

0.40

Sortino Ratio

AVMA:

0.88

AVGE:

0.68

Omega Ratio

AVMA:

1.12

AVGE:

1.10

Calmar Ratio

AVMA:

0.60

AVGE:

0.42

Martin Ratio

AVMA:

2.67

AVGE:

1.81

Ulcer Index

AVMA:

2.64%

AVGE:

3.94%

Daily Std Dev

AVMA:

12.41%

AVGE:

17.74%

Max Drawdown

AVMA:

-11.81%

AVGE:

-17.13%

Current Drawdown

AVMA:

-4.80%

AVGE:

-7.42%

Returns By Period

In the year-to-date period, AVMA achieves a -1.17% return, which is significantly higher than AVGE's -2.79% return.


AVMA

YTD

-1.17%

1M

-2.67%

6M

-1.73%

1Y

6.29%

5Y*

N/A

10Y*

N/A

AVGE

YTD

-2.79%

1M

-3.81%

6M

-3.24%

1Y

6.09%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


AVMA vs. AVGE - Expense Ratio Comparison

AVMA has a 0.21% expense ratio, which is lower than AVGE's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for AVGE: current value is 0.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVGE: 0.23%
Expense ratio chart for AVMA: current value is 0.21%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVMA: 0.21%

Risk-Adjusted Performance

AVMA vs. AVGE — Risk-Adjusted Performance Rank

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

AVMA
The Risk-Adjusted Performance Rank of AVMA is 6464
Overall Rank
The Sharpe Ratio Rank of AVMA is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of AVMA is 6161
Sortino Ratio Rank
The Omega Ratio Rank of AVMA is 6161
Omega Ratio Rank
The Calmar Ratio Rank of AVMA is 6969
Calmar Ratio Rank
The Martin Ratio Rank of AVMA is 6969
Martin Ratio Rank

AVGE
The Risk-Adjusted Performance Rank of AVGE is 5454
Overall Rank
The Sharpe Ratio Rank of AVGE is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of AVGE is 5252
Sortino Ratio Rank
The Omega Ratio Rank of AVGE is 5353
Omega Ratio Rank
The Calmar Ratio Rank of AVGE is 5757
Calmar Ratio Rank
The Martin Ratio Rank of AVGE is 5858
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.

AVMA vs. AVGE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Moderate Allocation ETF (AVMA) and Avantis All Equity Markets ETF (AVGE). 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 chart of Sharpe ratio for AVMA, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.00
AVMA: 0.57
AVGE: 0.40
The chart of Sortino ratio for AVMA, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.00
AVMA: 0.88
AVGE: 0.68
The chart of Omega ratio for AVMA, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
AVMA: 1.12
AVGE: 1.10
The chart of Calmar ratio for AVMA, currently valued at 0.60, compared to the broader market0.002.004.006.008.0010.0012.00
AVMA: 0.60
AVGE: 0.42
The chart of Martin ratio for AVMA, currently valued at 2.67, compared to the broader market0.0020.0040.0060.00
AVMA: 2.67
AVGE: 1.81

The current AVMA Sharpe Ratio is 0.57, which is higher than the AVGE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of AVMA and AVGE, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.57
0.40
AVMA
AVGE

Dividends

AVMA vs. AVGE - Dividend Comparison

AVMA's dividend yield for the trailing twelve months is around 2.31%, more than AVGE's 1.97% yield.


TTM202420232022
AVMA
Avantis Moderate Allocation ETF
2.31%2.28%1.11%0.00%
AVGE
Avantis All Equity Markets ETF
1.97%1.92%1.93%0.74%

Drawdowns

AVMA vs. AVGE - Drawdown Comparison

The maximum AVMA drawdown since its inception was -11.81%, smaller than the maximum AVGE drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for AVMA and AVGE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.80%
-7.42%
AVMA
AVGE

Volatility

AVMA vs. AVGE - Volatility Comparison

The current volatility for Avantis Moderate Allocation ETF (AVMA) is 8.87%, while Avantis All Equity Markets ETF (AVGE) has a volatility of 12.67%. This indicates that AVMA experiences smaller price fluctuations and is considered to be less risky than AVGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
8.87%
12.67%
AVMA
AVGE