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

Correlation

The correlation between AVNM and SWISX is 0.67, 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. SWISX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

AVNM:

0.70

SWISX:

0.67

Sortino Ratio

AVNM:

1.06

SWISX:

1.00

Omega Ratio

AVNM:

1.14

SWISX:

1.14

Calmar Ratio

AVNM:

0.83

SWISX:

0.81

Martin Ratio

AVNM:

2.74

SWISX:

2.34

Ulcer Index

AVNM:

4.24%

SWISX:

4.74%

Daily Std Dev

AVNM:

16.95%

SWISX:

16.99%

Max Drawdown

AVNM:

-14.03%

SWISX:

-60.65%

Current Drawdown

AVNM:

-0.29%

SWISX:

-0.72%

Returns By Period

In the year-to-date period, AVNM achieves a 14.92% return, which is significantly lower than SWISX's 16.19% return.


AVNM

YTD

14.92%

1M

9.24%

6M

13.60%

1Y

11.80%

3Y*

N/A

5Y*

N/A

10Y*

N/A

SWISX

YTD

16.19%

1M

8.46%

6M

15.39%

1Y

11.27%

3Y*

12.35%

5Y*

12.28%

10Y*

5.73%

*Annualized

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Schwab International Index Fund

AVNM vs. SWISX - Expense Ratio Comparison

AVNM has a 0.31% expense ratio, which is higher than SWISX's 0.06% expense ratio.


Risk-Adjusted Performance

AVNM vs. SWISX — 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 6868
Overall Rank
The Sharpe Ratio Rank of AVNM is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of AVNM is 6565
Sortino Ratio Rank
The Omega Ratio Rank of AVNM is 6464
Omega Ratio Rank
The Calmar Ratio Rank of AVNM is 7676
Calmar Ratio Rank
The Martin Ratio Rank of AVNM is 6969
Martin Ratio Rank

SWISX
The Risk-Adjusted Performance Rank of SWISX is 6666
Overall Rank
The Sharpe Ratio Rank of SWISX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SWISX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SWISX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SWISX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SWISX is 6363
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. SWISX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis All International Markets Equity ETF (AVNM) and Schwab International Index Fund (SWISX). 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 0.70, which is comparable to the SWISX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of AVNM and SWISX, 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. SWISX - Dividend Comparison

AVNM's dividend yield for the trailing twelve months is around 3.06%, more than SWISX's 2.84% yield.


TTM20242023202220212020201920182017201620152014
AVNM
Avantis All International Markets Equity ETF
3.06%3.51%1.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWISX
Schwab International Index Fund
2.84%3.29%3.31%2.73%3.34%1.88%3.09%3.15%2.71%3.19%2.71%3.37%

Drawdowns

AVNM vs. SWISX - Drawdown Comparison

The maximum AVNM drawdown since its inception was -14.03%, smaller than the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for AVNM and SWISX. For additional features, visit the drawdowns tool.


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Volatility

AVNM vs. SWISX - Volatility Comparison

The current volatility for Avantis All International Markets Equity ETF (AVNM) is 2.57%, while Schwab International Index Fund (SWISX) has a volatility of 3.19%. This indicates that AVNM experiences smaller price fluctuations and is considered to be less risky than SWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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