AVMA vs. OCIO

In the year-to-date period, AVMA achieves a -1.17% return, which is significantly higher than OCIO's -2.45% return.

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AVMA has a 0.21% expense ratio, which is lower than OCIO's 0.61% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Avantis Moderate Allocation ETF (AVMA) and ClearShares OCIO ETF (OCIO). 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 current AVMA Sharpe Ratio is 0.57, which is comparable to the OCIO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of AVMA and OCIO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AVMA's dividend yield for the trailing twelve months is around 2.31%, more than OCIO's 1.58% yield.

The maximum AVMA drawdown since its inception was -11.81%, smaller than the maximum OCIO drawdown of -24.21%. Use the drawdown chart below to compare losses from any high point for AVMA and OCIO. For additional features, visit the drawdowns tool.

Avantis Moderate Allocation ETF (AVMA) and ClearShares OCIO ETF (OCIO) have volatilities of 8.87% and 9.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.