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

Correlation

The correlation between AVMA and VGWIX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

AVMA vs. VGWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Moderate Allocation ETF (AVMA) and Vanguard Global Wellesley Income Fund Investor Shares (VGWIX). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.63%
15.74%
AVMA
VGWIX

Key characteristics

Sharpe Ratio

AVMA:

0.57

VGWIX:

1.63

Sortino Ratio

AVMA:

0.88

VGWIX:

2.28

Omega Ratio

AVMA:

1.12

VGWIX:

1.32

Calmar Ratio

AVMA:

0.60

VGWIX:

2.37

Martin Ratio

AVMA:

2.67

VGWIX:

7.05

Ulcer Index

AVMA:

2.64%

VGWIX:

1.40%

Daily Std Dev

AVMA:

12.41%

VGWIX:

6.07%

Max Drawdown

AVMA:

-11.81%

VGWIX:

-17.74%

Current Drawdown

AVMA:

-4.80%

VGWIX:

-0.20%

Returns By Period

In the year-to-date period, AVMA achieves a -1.17% return, which is significantly lower than VGWIX's 3.50% return.


AVMA

YTD

-1.17%

1M

-2.67%

6M

-1.73%

1Y

6.29%

5Y*

N/A

10Y*

N/A

VGWIX

YTD

3.50%

1M

0.18%

6M

1.66%

1Y

9.64%

5Y*

5.85%

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. VGWIX - Expense Ratio Comparison

AVMA has a 0.21% expense ratio, which is lower than VGWIX's 0.41% expense ratio.


Expense ratio chart for VGWIX: current value is 0.41%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGWIX: 0.41%
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. VGWIX — 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

VGWIX
The Risk-Adjusted Performance Rank of VGWIX is 9090
Overall Rank
The Sharpe Ratio Rank of VGWIX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VGWIX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VGWIX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of VGWIX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VGWIX is 9090
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. VGWIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Moderate Allocation ETF (AVMA) and Vanguard Global Wellesley Income Fund Investor Shares (VGWIX). 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
VGWIX: 1.63
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
VGWIX: 2.28
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
VGWIX: 1.32
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
VGWIX: 2.37
The chart of Martin ratio for AVMA, currently valued at 2.67, compared to the broader market0.0020.0040.0060.00
AVMA: 2.67
VGWIX: 7.05

The current AVMA Sharpe Ratio is 0.57, which is lower than the VGWIX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of AVMA and VGWIX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.57
1.63
AVMA
VGWIX

Dividends

AVMA vs. VGWIX - Dividend Comparison

AVMA's dividend yield for the trailing twelve months is around 2.31%, less than VGWIX's 3.69% yield.


TTM20242023202220212020201920182017
AVMA
Avantis Moderate Allocation ETF
2.31%2.28%1.11%0.00%0.00%0.00%0.00%0.00%0.00%
VGWIX
Vanguard Global Wellesley Income Fund Investor Shares
3.69%3.77%3.03%1.41%2.27%1.89%2.16%2.74%0.28%

Drawdowns

AVMA vs. VGWIX - Drawdown Comparison

The maximum AVMA drawdown since its inception was -11.81%, smaller than the maximum VGWIX drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for AVMA and VGWIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.80%
-0.20%
AVMA
VGWIX

Volatility

AVMA vs. VGWIX - Volatility Comparison

Avantis Moderate Allocation ETF (AVMA) has a higher volatility of 8.87% compared to Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) at 3.68%. This indicates that AVMA's price experiences larger fluctuations and is considered to be riskier than VGWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.87%
3.68%
AVMA
VGWIX