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AVNM vs. AVDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVNM and AVDE 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

AVNM vs. AVDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis All International Markets Equity ETF (AVNM) and Avantis International Equity ETF (AVDE). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
3.30%
3.99%
AVNM
AVDE

Key characteristics

Sharpe Ratio

AVNM:

1.12

AVDE:

1.18

Sortino Ratio

AVNM:

1.57

AVDE:

1.66

Omega Ratio

AVNM:

1.20

AVDE:

1.21

Calmar Ratio

AVNM:

1.52

AVDE:

1.65

Martin Ratio

AVNM:

3.74

AVDE:

3.99

Ulcer Index

AVNM:

3.84%

AVDE:

3.80%

Daily Std Dev

AVNM:

12.75%

AVDE:

12.86%

Max Drawdown

AVNM:

-10.53%

AVDE:

-36.99%

Current Drawdown

AVNM:

-1.65%

AVDE:

-0.59%

Returns By Period

In the year-to-date period, AVNM achieves a 6.73% return, which is significantly lower than AVDE's 8.13% return.


AVNM

YTD

6.73%

1M

5.97%

6M

3.30%

1Y

12.60%

5Y*

N/A

10Y*

N/A

AVDE

YTD

8.13%

1M

6.77%

6M

3.99%

1Y

13.46%

5Y*

7.46%

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.


AVNM vs. AVDE - Expense Ratio Comparison

AVNM has a 0.31% expense ratio, which is higher than AVDE's 0.23% expense ratio.


AVNM
Avantis All International Markets Equity ETF
Expense ratio chart for AVNM: current value at 0.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.31%
Expense ratio chart for AVDE: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

AVNM vs. AVDE — Risk-Adjusted Performance Rank

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

AVNM
The Risk-Adjusted Performance Rank of AVNM is 4141
Overall Rank
The Sharpe Ratio Rank of AVNM is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of AVNM is 3838
Sortino Ratio Rank
The Omega Ratio Rank of AVNM is 3838
Omega Ratio Rank
The Calmar Ratio Rank of AVNM is 5252
Calmar Ratio Rank
The Martin Ratio Rank of AVNM is 3737
Martin Ratio Rank

AVDE
The Risk-Adjusted Performance Rank of AVDE is 4444
Overall Rank
The Sharpe Ratio Rank of AVDE is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDE is 4242
Sortino Ratio Rank
The Omega Ratio Rank of AVDE is 4242
Omega Ratio Rank
The Calmar Ratio Rank of AVDE is 5555
Calmar Ratio Rank
The Martin Ratio Rank of AVDE is 3939
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.

AVNM vs. AVDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis All International Markets Equity ETF (AVNM) and Avantis International Equity ETF (AVDE). 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 AVNM, currently valued at 1.12, compared to the broader market0.002.004.001.121.18
The chart of Sortino ratio for AVNM, currently valued at 1.57, compared to the broader market0.005.0010.001.571.66
The chart of Omega ratio for AVNM, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.21
The chart of Calmar ratio for AVNM, currently valued at 1.52, compared to the broader market0.005.0010.0015.0020.001.521.65
The chart of Martin ratio for AVNM, currently valued at 3.74, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.743.99
AVNM
AVDE

The current AVNM Sharpe Ratio is 1.12, which is comparable to the AVDE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of AVNM and AVDE, 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.12
1.18
AVNM
AVDE

Dividends

AVNM vs. AVDE - Dividend Comparison

AVNM's dividend yield for the trailing twelve months is around 3.29%, more than AVDE's 3.05% yield.


TTM202420232022202120202019
AVNM
Avantis All International Markets Equity ETF
3.29%3.51%1.69%0.00%0.00%0.00%0.00%
AVDE
Avantis International Equity ETF
3.05%3.29%3.01%2.79%2.46%1.63%0.29%

Drawdowns

AVNM vs. AVDE - Drawdown Comparison

The maximum AVNM drawdown since its inception was -10.53%, smaller than the maximum AVDE drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for AVNM and AVDE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.65%
-0.59%
AVNM
AVDE

Volatility

AVNM vs. AVDE - Volatility Comparison

The current volatility for Avantis All International Markets Equity ETF (AVNM) is 3.16%, while Avantis International Equity ETF (AVDE) has a volatility of 3.44%. This indicates that AVNM experiences smaller price fluctuations and is considered to be less risky than AVDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.16%
3.44%
AVNM
AVDE
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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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