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AVMV vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AVMVVGT
YTD Return23.75%29.93%
1Y Return43.01%44.20%
Daily Std Dev16.38%21.11%
Max Drawdown-8.56%-54.63%
Current Drawdown-0.04%0.00%

Correlation

-0.50.00.51.00.5

The correlation between AVMV and VGT is 0.51, 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.

Performance

AVMV vs. VGT - Performance Comparison

In the year-to-date period, AVMV achieves a 23.75% return, which is significantly lower than VGT's 29.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.50%
21.53%
AVMV
VGT

Compare stocks, funds, or ETFs

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


AVMV vs. VGT - Expense Ratio Comparison

AVMV has a 0.20% expense ratio, which is higher than VGT's 0.10% 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%.


AVMV
Avantis U.S. Mid Cap Value ETF
Expense ratio chart for AVMV: 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 VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

AVMV vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Mid Cap Value ETF (AVMV) and Vanguard Information Technology ETF (VGT). 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.


AVMV
Sharpe ratio
No data
VGT
Sharpe ratio
The chart of Sharpe ratio for VGT, currently valued at 2.12, compared to the broader market-2.000.002.004.006.002.12
Sortino ratio
The chart of Sortino ratio for VGT, currently valued at 2.70, compared to the broader market0.005.0010.002.70
Omega ratio
The chart of Omega ratio for VGT, currently valued at 1.37, compared to the broader market1.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for VGT, currently valued at 2.94, compared to the broader market0.005.0010.0015.002.94
Martin ratio
The chart of Martin ratio for VGT, currently valued at 10.61, compared to the broader market0.0020.0040.0060.0080.00100.0010.61

AVMV vs. VGT - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

AVMV vs. VGT - Dividend Comparison

AVMV's dividend yield for the trailing twelve months is around 1.02%, more than VGT's 0.60% yield.


TTM20232022202120202019201820172016201520142013
AVMV
Avantis U.S. Mid Cap Value ETF
1.02%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

AVMV vs. VGT - Drawdown Comparison

The maximum AVMV drawdown since its inception was -8.56%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for AVMV and VGT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.04%
0
AVMV
VGT

Volatility

AVMV vs. VGT - Volatility Comparison

The current volatility for Avantis U.S. Mid Cap Value ETF (AVMV) is 5.92%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.34%. This indicates that AVMV experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.92%
6.34%
AVMV
VGT