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

Correlation

The correlation between AVNM and AVNV is 0.65, 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

AVNM vs. AVNV - Performance Comparison

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

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Key characteristics

Sharpe Ratio

AVNM:

0.67

AVNV:

0.66

Sortino Ratio

AVNM:

1.08

AVNV:

1.05

Omega Ratio

AVNM:

1.15

AVNV:

1.14

Calmar Ratio

AVNM:

0.85

AVNV:

0.84

Martin Ratio

AVNM:

2.82

AVNV:

2.81

Ulcer Index

AVNM:

4.24%

AVNV:

4.13%

Daily Std Dev

AVNM:

16.94%

AVNV:

16.96%

Max Drawdown

AVNM:

-14.03%

AVNV:

-13.89%

Current Drawdown

AVNM:

0.00%

AVNV:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with AVNM having a 13.93% return and AVNV slightly lower at 13.56%.


AVNM

YTD

13.93%

1M

8.98%

6M

13.35%

1Y

11.25%

5Y*

N/A

10Y*

N/A

AVNV

YTD

13.56%

1M

8.42%

6M

13.26%

1Y

11.05%

5Y*

N/A

10Y*

N/A

*Annualized

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AVNM vs. AVNV - Expense Ratio Comparison

AVNM has a 0.31% expense ratio, which is lower than AVNV's 0.34% expense ratio.


Risk-Adjusted Performance

AVNM vs. AVNV — 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 6767
Overall Rank
The Sharpe Ratio Rank of AVNM is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of AVNM is 6464
Sortino Ratio Rank
The Omega Ratio Rank of AVNM is 6363
Omega Ratio Rank
The Calmar Ratio Rank of AVNM is 7575
Calmar Ratio Rank
The Martin Ratio Rank of AVNM is 6868
Martin Ratio Rank

AVNV
The Risk-Adjusted Performance Rank of AVNV is 6666
Overall Rank
The Sharpe Ratio Rank of AVNV is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of AVNV is 6262
Sortino Ratio Rank
The Omega Ratio Rank of AVNV is 6262
Omega Ratio Rank
The Calmar Ratio Rank of AVNV is 7474
Calmar Ratio Rank
The Martin Ratio Rank of AVNV is 6868
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. AVNV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis All International Markets Equity ETF (AVNM) and Avantis All International Markets Value ETF (AVNV). 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.


The current AVNM Sharpe Ratio is 0.67, which is comparable to the AVNV Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of AVNM and AVNV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AVNM vs. AVNV - Dividend Comparison

AVNM's dividend yield for the trailing twelve months is around 3.08%, which matches AVNV's 3.09% yield.


Drawdowns

AVNM vs. AVNV - Drawdown Comparison

The maximum AVNM drawdown since its inception was -14.03%, roughly equal to the maximum AVNV drawdown of -13.89%. Use the drawdown chart below to compare losses from any high point for AVNM and AVNV. For additional features, visit the drawdowns tool.


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Volatility

AVNM vs. AVNV - Volatility Comparison

Avantis All International Markets Equity ETF (AVNM) and Avantis All International Markets Value ETF (AVNV) have volatilities of 2.93% and 3.01%, 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.


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