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AVMA vs. DIA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVMA vs. DIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Moderate Allocation ETF (AVMA) and SPDR Dow Jones Industrial Average ETF (DIA). The values are adjusted to include any dividend payments, if applicable.

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AVMA vs. DIA - Yearly Performance Comparison


2026 (YTD)202520242023
AVMA
Avantis Moderate Allocation ETF
1.73%16.72%10.01%8.19%
DIA
SPDR Dow Jones Industrial Average ETF
-3.25%14.71%14.82%11.54%

Returns By Period

In the year-to-date period, AVMA achieves a 1.73% return, which is significantly higher than DIA's -3.25% return.


AVMA

1D
1.95%
1M
-4.19%
YTD
1.73%
6M
4.85%
1Y
18.98%
3Y*
5Y*
10Y*

DIA

1D
2.46%
1M
-5.20%
YTD
-3.25%
6M
0.64%
1Y
12.04%
3Y*
13.58%
5Y*
8.82%
10Y*
12.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVMA vs. DIA - Expense Ratio Comparison

AVMA has a 0.21% expense ratio, which is higher than DIA's 0.16% 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

AVMA vs. DIA — Risk / Return Rank

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

AVMA
AVMA Risk / Return Rank: 8383
Overall Rank
AVMA Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AVMA Sortino Ratio Rank: 8585
Sortino Ratio Rank
AVMA Omega Ratio Rank: 8585
Omega Ratio Rank
AVMA Calmar Ratio Rank: 7979
Calmar Ratio Rank
AVMA Martin Ratio Rank: 8686
Martin Ratio Rank

DIA
DIA Risk / Return Rank: 4747
Overall Rank
DIA Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
DIA Sortino Ratio Rank: 4444
Sortino Ratio Rank
DIA Omega Ratio Rank: 4343
Omega Ratio Rank
DIA Calmar Ratio Rank: 5353
Calmar Ratio Rank
DIA Martin Ratio Rank: 5151
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.

AVMA vs. DIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Moderate Allocation ETF (AVMA) and SPDR Dow Jones Industrial Average ETF (DIA). 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.


AVMADIADifference

Sharpe ratio

Return per unit of total volatility

1.57

0.72

+0.85

Sortino ratio

Return per unit of downside risk

2.25

1.14

+1.11

Omega ratio

Gain probability vs. loss probability

1.33

1.16

+0.18

Calmar ratio

Return relative to maximum drawdown

2.08

1.22

+0.86

Martin ratio

Return relative to average drawdown

9.88

4.51

+5.37

AVMA vs. DIA - Sharpe Ratio Comparison

The current AVMA Sharpe Ratio is 1.57, which is higher than the DIA Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of AVMA and DIA, 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


AVMADIADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.72

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.47

+0.83

Correlation

The correlation between AVMA and DIA is 0.83, 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

AVMA vs. DIA - Dividend Comparison

AVMA's dividend yield for the trailing twelve months is around 2.54%, more than DIA's 1.52% yield.


TTM20252024202320222021202020192018201720162015
AVMA
Avantis Moderate Allocation ETF
2.54%2.21%2.28%1.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIA
SPDR Dow Jones Industrial Average ETF
1.52%1.43%1.61%1.81%1.91%1.58%1.87%1.85%2.24%1.97%2.26%2.33%

Drawdowns

AVMA vs. DIA - Drawdown Comparison

The maximum AVMA drawdown since its inception was -11.81%, smaller than the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for AVMA and DIA.


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Drawdown Indicators


AVMADIADifference

Max Drawdown

Largest peak-to-trough decline

-11.81%

-51.87%

+40.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-10.79%

+1.64%

Max Drawdown (5Y)

Largest decline over 5 years

-20.76%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

Current Drawdown

Current decline from peak

-4.58%

-7.40%

+2.82%

Average Drawdown

Average peak-to-trough decline

-1.61%

-7.18%

+5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

2.92%

-1.00%

Volatility

AVMA vs. DIA - Volatility Comparison

The current volatility for Avantis Moderate Allocation ETF (AVMA) is 4.36%, while SPDR Dow Jones Industrial Average ETF (DIA) has a volatility of 4.92%. This indicates that AVMA experiences smaller price fluctuations and is considered to be less risky than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVMADIADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

4.92%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.00%

9.23%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

12.13%

16.84%

-4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.33%

14.73%

-4.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.33%

17.51%

-7.18%