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

Performance

AVMV vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Mid Cap Value ETF (AVMV) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.80%
12.13%
AVMV
VGT

Returns By Period

In the year-to-date period, AVMV achieves a 22.69% return, which is significantly lower than VGT's 25.23% return.


AVMV

YTD

22.69%

1M

2.88%

6M

12.00%

1Y

34.50%

5Y (annualized)

N/A

10Y (annualized)

N/A

VGT

YTD

25.23%

1M

0.64%

6M

13.55%

1Y

33.20%

5Y (annualized)

21.96%

10Y (annualized)

20.52%

Key characteristics


AVMVVGT
Sharpe Ratio2.151.60
Sortino Ratio3.052.11
Omega Ratio1.381.29
Calmar Ratio4.022.20
Martin Ratio11.497.92
Ulcer Index2.99%4.23%
Daily Std Dev16.02%20.99%
Max Drawdown-8.56%-54.63%
Current Drawdown-1.92%-3.62%

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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%

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.

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.


Sharpe ratio
The chart of Sharpe ratio for AVMV, currently valued at 2.15, compared to the broader market0.002.004.006.002.151.60
The chart of Sortino ratio for AVMV, currently valued at 3.05, compared to the broader market-2.000.002.004.006.008.0010.003.052.11
The chart of Omega ratio for AVMV, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.29
The chart of Calmar ratio for AVMV, currently valued at 4.02, compared to the broader market0.005.0010.0015.004.022.20
The chart of Martin ratio for AVMV, currently valued at 11.49, compared to the broader market0.0020.0040.0060.0080.00100.0011.497.92
AVMV
VGT

The current AVMV Sharpe Ratio is 2.15, which is higher than the VGT Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of AVMV and VGT, 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 Ratio1.601.802.002.202.402.6006 AM12 PM06 PMWed 1306 AM12 PM06 PMThu 1406 AM12 PM06 PMFri 15
2.15
1.60
AVMV
VGT

Dividends

AVMV vs. VGT - Dividend Comparison

AVMV's dividend yield for the trailing twelve months is around 1.03%, more than VGT's 0.62% yield.


TTM20232022202120202019201820172016201520142013
AVMV
Avantis U.S. Mid Cap Value ETF
1.03%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
0.62%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
-1.92%
-3.62%
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 6.53%. 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%
6.53%
AVMV
VGT