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AVMC vs. VEMPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVMC and VEMPX is 0.95, 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.


-0.50.00.51.00.9

Performance

AVMC vs. VEMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Mid Cap Equity ETF (AVMC) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
11.03%
13.74%
AVMC
VEMPX

Key characteristics

Sharpe Ratio

AVMC:

1.10

VEMPX:

0.85

Sortino Ratio

AVMC:

1.59

VEMPX:

1.26

Omega Ratio

AVMC:

1.20

VEMPX:

1.15

Calmar Ratio

AVMC:

2.04

VEMPX:

0.82

Martin Ratio

AVMC:

5.31

VEMPX:

4.55

Ulcer Index

AVMC:

3.03%

VEMPX:

3.37%

Daily Std Dev

AVMC:

14.68%

VEMPX:

18.14%

Max Drawdown

AVMC:

-7.88%

VEMPX:

-41.62%

Current Drawdown

AVMC:

-7.22%

VEMPX:

-8.11%

Returns By Period

The year-to-date returns for both stocks are quite close, with AVMC having a 16.87% return and VEMPX slightly lower at 16.78%.


AVMC

YTD

16.87%

1M

-6.99%

6M

11.04%

1Y

16.87%

5Y*

N/A

10Y*

N/A

VEMPX

YTD

16.78%

1M

-7.17%

6M

13.73%

1Y

16.78%

5Y*

9.91%

10Y*

9.51%

*Annualized

Compare stocks, funds, or ETFs

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


AVMC vs. VEMPX - Expense Ratio Comparison

AVMC has a 0.20% expense ratio, which is higher than VEMPX'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%.


AVMC
Avantis U.S. Mid Cap Equity ETF
Expense ratio chart for AVMC: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VEMPX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

AVMC vs. VEMPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Mid Cap Equity ETF (AVMC) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX). 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.


Sharpe ratio
The chart of Sharpe ratio for AVMC, currently valued at 1.10, compared to the broader market0.002.004.001.100.85
The chart of Sortino ratio for AVMC, currently valued at 1.59, compared to the broader market-2.000.002.004.006.008.0010.001.591.26
The chart of Omega ratio for AVMC, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.15
The chart of Calmar ratio for AVMC, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.041.59
The chart of Martin ratio for AVMC, currently valued at 5.31, compared to the broader market0.0020.0040.0060.0080.00100.005.314.55
AVMC
VEMPX

The current AVMC Sharpe Ratio is 1.10, which is comparable to the VEMPX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of AVMC and VEMPX, 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 Ratio1.001.502.002.50Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29
1.10
0.85
AVMC
VEMPX

Dividends

AVMC vs. VEMPX - Dividend Comparison

AVMC's dividend yield for the trailing twelve months is around 1.02%, more than VEMPX's 0.80% yield.


TTM20232022202120202019201820172016201520142013
AVMC
Avantis U.S. Mid Cap Equity ETF
1.02%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEMPX
Vanguard Extended Market Index Fund Institutional Plus Shares
0.80%1.28%1.17%1.15%1.09%1.32%1.68%1.27%1.46%1.39%1.36%1.17%

Drawdowns

AVMC vs. VEMPX - Drawdown Comparison

The maximum AVMC drawdown since its inception was -7.88%, smaller than the maximum VEMPX drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for AVMC and VEMPX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-7.22%
-8.11%
AVMC
VEMPX

Volatility

AVMC vs. VEMPX - Volatility Comparison

The current volatility for Avantis U.S. Mid Cap Equity ETF (AVMC) is 4.27%, while Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a volatility of 5.84%. This indicates that AVMC experiences smaller price fluctuations and is considered to be less risky than VEMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember
4.27%
5.84%
AVMC
VEMPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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