AVNV vs. VWO

In the year-to-date period, AVNV achieves a 11.62% return, which is significantly higher than VWO's 5.13% return.

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AVNV has a 0.34% expense ratio, which is higher than VWO's 0.08% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Avantis All International Markets Value ETF (AVNV) and Vanguard FTSE Emerging Markets ETF (VWO). 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 0.64, which is comparable to the VWO Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of AVNV and VWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AVNV's dividend yield for the trailing twelve months is around 3.14%, more than VWO's 3.06% yield.

The maximum AVNV drawdown since its inception was -13.89%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for AVNV and VWO. For additional features, visit the drawdowns tool.

The current volatility for Avantis All International Markets Value ETF (AVNV) is 4.37%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 5.03%. This indicates that AVNV experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.