PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
AVNV vs. VVL.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

AVNV vs. VVL.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Avantis All International Markets Value ETF (AVNV) and Vanguard Global Value Factor ETF CAD (VVL.TO).

AVNV and VVL.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVNV is an actively managed fund by Avantis. It was launched on Jun 27, 2023. VVL.TO is an actively managed fund by Vanguard. It was launched on Jun 14, 2016.

Performance

AVNV vs. VVL.TO - Performance Comparison

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

Loading graphics...

AVNV vs. VVL.TO - Yearly Performance Comparison

2026 (YTD)202520242023
AVNV
Avantis All International Markets Value ETF		4.99%39.93%5.43%9.62%
VVL.TO
Vanguard Global Value Factor ETF CAD		2.47%27.35%5.88%13.46%
Different Trading Currencies

AVNV is traded in USD, while VVL.TO is traded in CAD. To make them comparable, the VVL.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AVNV achieves a 4.99% return, which is significantly higher than VVL.TO's 2.47% return.

AVNV

1D
3.17%
1M
-8.00%
YTD
4.99%
6M
11.38%
1Y
37.76%
3Y*
—
5Y*
—
10Y*
—

VVL.TO

1D
2.15%
1M
-5.44%
YTD
2.47%
6M
8.81%
1Y
29.13%
3Y*
17.42%
5Y*
10.96%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Avantis All International Markets Value ETF

Vanguard Global Value Factor ETF CAD

Often compared with AVNV:
AVNV vs. AVNMAVNV vs. VXUSAVNV vs. VWOAVNV vs. VEAAVNV vs. VTIAVNV vs. VOOAVNV vs. IQLT
Often compared with VVL.TO:
VVL.TO vs. VFV.TOVVL.TO vs. XEQT.TOVVL.TO vs. VTVVVL.TO vs. VTVVL.TO vs. ZID.TOVVL.TO vs. SCHDVVL.TO vs. VGG.TO

AVNV vs. VVL.TO - Expense Ratio Comparison

AVNV has a 0.34% expense ratio, which is lower than VVL.TO's 0.38% expense ratio.

VVL.TO
Vanguard Global Value Factor ETF CAD
AVNV
Avantis All International Markets Value ETF

Return for Risk

AVNV vs. VVL.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AVNV
AVNV Risk / Return Rank: 9393
Overall Rank
AVNV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AVNV Sortino Ratio Rank: 9494
Sortino Ratio Rank
AVNV Omega Ratio Rank: 9595
Omega Ratio Rank
AVNV Calmar Ratio Rank: 9292
Calmar Ratio Rank
AVNV Martin Ratio Rank: 9292
Martin Ratio Rank
VVL.TO
VVL.TO Risk / Return Rank: 7272
Overall Rank
VVL.TO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VVL.TO Sortino Ratio Rank: 7272
Sortino Ratio Rank
VVL.TO Omega Ratio Rank: 7373
Omega Ratio Rank
VVL.TO Calmar Ratio Rank: 7272
Calmar Ratio Rank
VVL.TO Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVNV vs. VVL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis All International Markets Value ETF (AVNV) and Vanguard Global Value Factor ETF CAD (VVL.TO). 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.

AVNVVVL.TODifference

Sharpe ratio

Return per unit of total volatility

2.25

1.46

+0.79

Sortino ratio

Return per unit of downside risk

2.91

2.10

+0.81

Omega ratio

Gain probability vs. loss probability

1.46

1.31

+0.15

Calmar ratio

Return relative to maximum drawdown

3.15

2.05

+1.10

Martin ratio

Return relative to average drawdown

12.39

9.03

+3.35

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AVNV vs. VVL.TO - Sharpe Ratio Comparison

The current AVNV Sharpe Ratio is 2.25, which is higher than the VVL.TO Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of AVNV and VVL.TO, 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 graphics...

Sharpe Ratios by Period

AVNVVVL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

1.46

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.59

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

0.51

+0.95

Correlation

The correlation between AVNV and VVL.TO is 0.74, 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.

Dividends

AVNV vs. VVL.TO - Dividend Comparison

AVNV's dividend yield for the trailing twelve months is around 3.11%, more than VVL.TO's 1.82% yield.

TTM2025202420232022202120202019201820172016
AVNV
Avantis All International Markets Value ETF		3.11%3.14%3.51%1.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VVL.TO
Vanguard Global Value Factor ETF CAD		1.82%1.89%2.19%2.65%2.52%1.48%1.67%2.60%2.11%1.33%0.59%

Drawdowns

AVNV vs. VVL.TO - Drawdown Comparison

The maximum AVNV drawdown since its inception was -13.89%, smaller than the maximum VVL.TO drawdown of -50.98%. Use the drawdown chart below to compare losses from any high point for AVNV and VVL.TO.

Loading graphics...

Drawdown Indicators

AVNVVVL.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.89%

-43.93%

+30.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-14.38%

+2.72%

Max Drawdown (5Y)

Largest decline over 5 years

—

-18.10%

—

Current Drawdown

Current decline from peak

-8.43%

-4.83%

-3.60%

Average Drawdown

Average peak-to-trough decline

-2.49%

-5.79%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.63%

-0.67%

Volatility

AVNV vs. VVL.TO - Volatility Comparison

Avantis All International Markets Value ETF (AVNV) has a higher volatility of 7.71% compared to Vanguard Global Value Factor ETF CAD (VVL.TO) at 5.34%. This indicates that AVNV's price experiences larger fluctuations and is considered to be riskier than VVL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

AVNVVVL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

5.34%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.28%

10.52%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

16.91%

20.05%

-3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

18.59%

-3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

21.25%

-6.65%