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

Correlation

The correlation between AVNV and VEA 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

AVNV vs. VEA - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

AVNV:

0.62

VEA:

0.56

Sortino Ratio

AVNV:

1.09

VEA:

1.05

Omega Ratio

AVNV:

1.15

VEA:

1.14

Calmar Ratio

AVNV:

0.87

VEA:

0.85

Martin Ratio

AVNV:

2.93

VEA:

2.57

Ulcer Index

AVNV:

4.13%

VEA:

4.45%

Daily Std Dev

AVNV:

16.98%

VEA:

17.26%

Max Drawdown

AVNV:

-13.89%

VEA:

-60.69%

Current Drawdown

AVNV:

0.00%

VEA:

0.00%

Returns By Period

In the year-to-date period, AVNV achieves a 13.34% return, which is significantly lower than VEA's 14.24% return.


AVNV

YTD

13.34%

1M

8.18%

6M

13.20%

1Y

10.50%

5Y*

N/A

10Y*

N/A

VEA

YTD

14.24%

1M

8.07%

6M

12.77%

1Y

9.59%

5Y*

12.69%

10Y*

5.69%

*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. VEA - Expense Ratio Comparison

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


Risk-Adjusted Performance

AVNV vs. VEA — 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 6868
Overall Rank
The Sharpe Ratio Rank of AVNV is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of AVNV is 6666
Sortino Ratio Rank
The Omega Ratio Rank of AVNV is 6565
Omega Ratio Rank
The Calmar Ratio Rank of AVNV is 7777
Calmar Ratio Rank
The Martin Ratio Rank of AVNV is 7171
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 6565
Overall Rank
The Sharpe Ratio Rank of VEA is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 6767
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. VEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis All International Markets Value ETF (AVNV) and Vanguard FTSE Developed Markets ETF (VEA). 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 AVNV Sharpe Ratio is 0.62, which is comparable to the VEA Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of AVNV and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

AVNV vs. VEA - Dividend Comparison

AVNV's dividend yield for the trailing twelve months is around 3.10%, more than VEA's 2.87% yield.


TTM20242023202220212020201920182017201620152014
AVNV
Avantis All International Markets Value ETF
3.10%3.51%1.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.87%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

AVNV vs. VEA - Drawdown Comparison

The maximum AVNV drawdown since its inception was -13.89%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for AVNV and VEA. For additional features, visit the drawdowns tool.


Loading data...

Volatility

AVNV vs. VEA - Volatility Comparison

The current volatility for Avantis All International Markets Value ETF (AVNV) is 3.03%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 3.29%. This indicates that AVNV experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...