PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AVMC vs. VIMAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVMC and VIMAX is 0.97, 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.


-0.50.00.51.01.0

Performance

AVMC vs. VIMAX - 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 Mid-Cap Index Fund Admiral Shares (VIMAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025
13.27%
12.64%
AVMC
VIMAX

Key characteristics

Sharpe Ratio

AVMC:

1.58

VIMAX:

1.68

Sortino Ratio

AVMC:

2.20

VIMAX:

2.31

Omega Ratio

AVMC:

1.28

VIMAX:

1.30

Calmar Ratio

AVMC:

2.94

VIMAX:

2.35

Martin Ratio

AVMC:

7.05

VIMAX:

7.96

Ulcer Index

AVMC:

3.29%

VIMAX:

2.67%

Daily Std Dev

AVMC:

14.71%

VIMAX:

12.64%

Max Drawdown

AVMC:

-7.88%

VIMAX:

-58.88%

Current Drawdown

AVMC:

-1.94%

VIMAX:

-2.00%

Returns By Period

In the year-to-date period, AVMC achieves a 5.72% return, which is significantly higher than VIMAX's 5.19% return.


AVMC

YTD

5.72%

1M

5.72%

6M

13.27%

1Y

25.16%

5Y*

N/A

10Y*

N/A

VIMAX

YTD

5.19%

1M

5.19%

6M

12.64%

1Y

23.05%

5Y*

11.04%

10Y*

10.23%

*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. VIMAX - Expense Ratio Comparison

AVMC has a 0.20% expense ratio, which is higher than VIMAX's 0.05% 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 VIMAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

AVMC vs. VIMAX — Risk-Adjusted Performance Rank

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

AVMC
The Risk-Adjusted Performance Rank of AVMC is 6868
Overall Rank
The Sharpe Ratio Rank of AVMC is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of AVMC is 6666
Sortino Ratio Rank
The Omega Ratio Rank of AVMC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of AVMC is 8080
Calmar Ratio Rank
The Martin Ratio Rank of AVMC is 6363
Martin Ratio Rank

VIMAX
The Risk-Adjusted Performance Rank of VIMAX is 8282
Overall Rank
The Sharpe Ratio Rank of VIMAX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VIMAX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VIMAX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VIMAX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VIMAX is 8080
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.

AVMC vs. VIMAX - 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 Mid-Cap Index Fund Admiral Shares (VIMAX). 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 1.58, compared to the broader market0.002.004.001.581.68
The chart of Sortino ratio for AVMC, currently valued at 2.20, compared to the broader market0.005.0010.002.202.31
The chart of Omega ratio for AVMC, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.30
The chart of Calmar ratio for AVMC, currently valued at 2.94, compared to the broader market0.005.0010.0015.002.942.92
The chart of Martin ratio for AVMC, currently valued at 7.05, compared to the broader market0.0020.0040.0060.0080.00100.007.057.96
AVMC
VIMAX

The current AVMC Sharpe Ratio is 1.58, which is comparable to the VIMAX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of AVMC and VIMAX, 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 Ratio1.001.502.002.503.00Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26
1.58
1.68
AVMC
VIMAX

Dividends

AVMC vs. VIMAX - Dividend Comparison

AVMC's dividend yield for the trailing twelve months is around 0.96%, less than VIMAX's 1.41% yield.


TTM20242023202220212020201920182017201620152014
AVMC
Avantis U.S. Mid Cap Equity ETF
0.96%1.02%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.41%1.48%1.51%1.59%1.11%1.44%1.47%1.82%1.35%1.45%1.47%2.55%

Drawdowns

AVMC vs. VIMAX - Drawdown Comparison

The maximum AVMC drawdown since its inception was -7.88%, smaller than the maximum VIMAX drawdown of -58.88%. Use the drawdown chart below to compare losses from any high point for AVMC and VIMAX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025
-1.94%
-2.00%
AVMC
VIMAX

Volatility

AVMC vs. VIMAX - Volatility Comparison

Avantis U.S. Mid Cap Equity ETF (AVMC) and Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) have volatilities of 3.56% and 3.54%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025
3.56%
3.54%
AVMC
VIMAX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab