PortfoliosLab logo
AVNV vs. IDEV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVNV and IDEV is 0.66, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

AVNV vs. IDEV - Performance Comparison

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

10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
28.19%
25.85%
AVNV
IDEV

Key characteristics

Sharpe Ratio

AVNV:

0.78

IDEV:

0.90

Sortino Ratio

AVNV:

1.18

IDEV:

1.36

Omega Ratio

AVNV:

1.16

IDEV:

1.19

Calmar Ratio

AVNV:

0.96

IDEV:

1.15

Martin Ratio

AVNV:

3.21

IDEV:

3.66

Ulcer Index

AVNV:

4.13%

IDEV:

4.23%

Daily Std Dev

AVNV:

17.02%

IDEV:

17.22%

Max Drawdown

AVNV:

-13.89%

IDEV:

-34.77%

Current Drawdown

AVNV:

0.00%

IDEV:

0.00%

Returns By Period

In the year-to-date period, AVNV achieves a 10.92% return, which is significantly lower than IDEV's 12.64% return.


AVNV

YTD

10.92%

1M

3.56%

6M

8.13%

1Y

11.80%

5Y*

N/A

10Y*

N/A

IDEV

YTD

12.64%

1M

4.82%

6M

9.35%

1Y

14.12%

5Y*

12.57%

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.


AVNV vs. IDEV - Expense Ratio Comparison

AVNV has a 0.34% expense ratio, which is higher than IDEV's 0.05% expense ratio.


Expense ratio chart for AVNV: current value is 0.34%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVNV: 0.34%
Expense ratio chart for IDEV: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IDEV: 0.05%

Risk-Adjusted Performance

AVNV vs. IDEV — Risk-Adjusted Performance Rank

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

AVNV
The Risk-Adjusted Performance Rank of AVNV is 7272
Overall Rank
The Sharpe Ratio Rank of AVNV is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of AVNV is 7070
Sortino Ratio Rank
The Omega Ratio Rank of AVNV is 6969
Omega Ratio Rank
The Calmar Ratio Rank of AVNV is 7979
Calmar Ratio Rank
The Martin Ratio Rank of AVNV is 7272
Martin Ratio Rank

IDEV
The Risk-Adjusted Performance Rank of IDEV is 7878
Overall Rank
The Sharpe Ratio Rank of IDEV is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of IDEV is 7777
Sortino Ratio Rank
The Omega Ratio Rank of IDEV is 7676
Omega Ratio Rank
The Calmar Ratio Rank of IDEV is 8585
Calmar Ratio Rank
The Martin Ratio Rank of IDEV is 7878
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.

AVNV vs. IDEV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis All International Markets Value ETF (AVNV) and iShares Core MSCI International Developed Markets ETF (IDEV). 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 chart of Sharpe ratio for AVNV, currently valued at 0.78, compared to the broader market-1.000.001.002.003.004.00
AVNV: 0.78
IDEV: 0.90
The chart of Sortino ratio for AVNV, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.00
AVNV: 1.18
IDEV: 1.36
The chart of Omega ratio for AVNV, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
AVNV: 1.16
IDEV: 1.19
The chart of Calmar ratio for AVNV, currently valued at 0.96, compared to the broader market0.002.004.006.008.0010.0012.00
AVNV: 0.96
IDEV: 1.15
The chart of Martin ratio for AVNV, currently valued at 3.21, compared to the broader market0.0020.0040.0060.00
AVNV: 3.21
IDEV: 3.66

The current AVNV Sharpe Ratio is 0.78, which is comparable to the IDEV Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of AVNV and IDEV, 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 Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.78
0.90
AVNV
IDEV

Dividends

AVNV vs. IDEV - Dividend Comparison

AVNV's dividend yield for the trailing twelve months is around 3.16%, more than IDEV's 2.93% yield.


TTM20242023202220212020201920182017
AVNV
Avantis All International Markets Value ETF
3.16%3.51%1.64%0.00%0.00%0.00%0.00%0.00%0.00%
IDEV
iShares Core MSCI International Developed Markets ETF
2.93%3.30%3.06%2.69%3.05%2.00%3.19%3.16%1.54%

Drawdowns

AVNV vs. IDEV - Drawdown Comparison

The maximum AVNV drawdown since its inception was -13.89%, smaller than the maximum IDEV drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for AVNV and IDEV. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay00
AVNV
IDEV

Volatility

AVNV vs. IDEV - Volatility Comparison

Avantis All International Markets Value ETF (AVNV) and iShares Core MSCI International Developed Markets ETF (IDEV) have volatilities of 11.28% and 11.52%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
11.28%
11.52%
AVNV
IDEV