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

Correlation

The correlation between VXUS and AVNM is 0.98, 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

VXUS vs. AVNM - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
3.76%
3.33%
VXUS
AVNM

Key characteristics

Sharpe Ratio

VXUS:

1.15

AVNM:

1.17

Sortino Ratio

VXUS:

1.65

AVNM:

1.63

Omega Ratio

VXUS:

1.20

AVNM:

1.21

Calmar Ratio

VXUS:

1.51

AVNM:

1.58

Martin Ratio

VXUS:

3.77

AVNM:

3.90

Ulcer Index

VXUS:

3.89%

AVNM:

3.83%

Daily Std Dev

VXUS:

12.68%

AVNM:

12.76%

Max Drawdown

VXUS:

-35.97%

AVNM:

-10.53%

Current Drawdown

VXUS:

-2.12%

AVNM:

-2.26%

Returns By Period

In the year-to-date period, VXUS achieves a 6.75% return, which is significantly higher than AVNM's 6.08% return.


VXUS

YTD

6.75%

1M

6.59%

6M

3.76%

1Y

12.18%

5Y*

5.77%

10Y*

5.30%

AVNM

YTD

6.08%

1M

6.03%

6M

3.33%

1Y

12.41%

5Y*

N/A

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.


VXUS vs. AVNM - Expense Ratio Comparison

VXUS has a 0.07% expense ratio, which is lower than AVNM's 0.31% 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 VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VXUS vs. AVNM — Risk-Adjusted Performance Rank

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

VXUS
The Risk-Adjusted Performance Rank of VXUS is 4343
Overall Rank
The Sharpe Ratio Rank of VXUS is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 3737
Martin Ratio Rank

AVNM
The Risk-Adjusted Performance Rank of AVNM is 4747
Overall Rank
The Sharpe Ratio Rank of AVNM is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of AVNM is 4545
Sortino Ratio Rank
The Omega Ratio Rank of AVNM is 4444
Omega Ratio Rank
The Calmar Ratio Rank of AVNM is 5656
Calmar Ratio Rank
The Martin Ratio Rank of AVNM is 4141
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.

VXUS vs. AVNM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and Avantis All International Markets Equity ETF (AVNM). 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 VXUS, currently valued at 1.15, compared to the broader market0.002.004.001.151.17
The chart of Sortino ratio for VXUS, currently valued at 1.65, compared to the broader market0.005.0010.001.651.63
The chart of Omega ratio for VXUS, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.21
The chart of Calmar ratio for VXUS, currently valued at 1.51, compared to the broader market0.005.0010.0015.0020.001.511.58
The chart of Martin ratio for VXUS, currently valued at 3.77, compared to the broader market0.0020.0040.0060.0080.00100.003.773.90
VXUS
AVNM

The current VXUS Sharpe Ratio is 1.15, which is comparable to the AVNM Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of VXUS and AVNM, 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
1.15
1.17
VXUS
AVNM

Dividends

VXUS vs. AVNM - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 3.16%, less than AVNM's 3.31% yield.


TTM20242023202220212020201920182017201620152014
VXUS
Vanguard Total International Stock ETF
3.16%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%
AVNM
Avantis All International Markets Equity ETF
3.31%3.51%1.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VXUS vs. AVNM - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, which is greater than AVNM's maximum drawdown of -10.53%. Use the drawdown chart below to compare losses from any high point for VXUS and AVNM. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.12%
-2.26%
VXUS
AVNM

Volatility

VXUS vs. AVNM - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 3.30% compared to Avantis All International Markets Equity ETF (AVNM) at 3.14%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than AVNM 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
3.30%
3.14%
VXUS
AVNM
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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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