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AVSD vs. AVDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AVSDAVDV
YTD Return11.69%11.98%
1Y Return20.34%19.48%
Sharpe Ratio1.551.35
Daily Std Dev13.27%14.89%
Max Drawdown-25.56%-43.01%
Current Drawdown-1.00%-1.11%

Correlation

-0.50.00.51.00.9

The correlation between AVSD and AVDV is 0.94, 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.

Performance

AVSD vs. AVDV - Performance Comparison

The year-to-date returns for both investments are quite close, with AVSD having a 11.69% return and AVDV slightly higher at 11.98%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
5.96%
7.13%
AVSD
AVDV

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AVSD vs. AVDV - Expense Ratio Comparison

AVSD has a 0.23% expense ratio, which is lower than AVDV's 0.36% expense ratio.


AVDV
Avantis International Small Cap Value ETF
Expense ratio chart for AVDV: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for AVSD: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

AVSD vs. AVDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Responsible International Equity ETF (AVSD) and Avantis International Small Cap Value ETF (AVDV). 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.


AVSD
Sharpe ratio
The chart of Sharpe ratio for AVSD, currently valued at 1.55, compared to the broader market0.002.004.001.55
Sortino ratio
The chart of Sortino ratio for AVSD, currently valued at 2.17, compared to the broader market-2.000.002.004.006.008.0010.0012.002.17
Omega ratio
The chart of Omega ratio for AVSD, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.27
Calmar ratio
The chart of Calmar ratio for AVSD, currently valued at 1.62, compared to the broader market0.005.0010.0015.001.62
Martin ratio
The chart of Martin ratio for AVSD, currently valued at 7.86, compared to the broader market0.0020.0040.0060.0080.00100.007.86
AVDV
Sharpe ratio
The chart of Sharpe ratio for AVDV, currently valued at 1.35, compared to the broader market0.002.004.001.35
Sortino ratio
The chart of Sortino ratio for AVDV, currently valued at 1.87, compared to the broader market-2.000.002.004.006.008.0010.0012.001.87
Omega ratio
The chart of Omega ratio for AVDV, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.23
Calmar ratio
The chart of Calmar ratio for AVDV, currently valued at 1.87, compared to the broader market0.005.0010.0015.001.87
Martin ratio
The chart of Martin ratio for AVDV, currently valued at 6.94, compared to the broader market0.0020.0040.0060.0080.00100.006.94

AVSD vs. AVDV - Sharpe Ratio Comparison

The current AVSD Sharpe Ratio is 1.55, which roughly equals the AVDV Sharpe Ratio of 1.35. The chart below compares the 12-month rolling Sharpe Ratio of AVSD and AVDV.


Rolling 12-month Sharpe Ratio0.600.801.001.201.401.601.80AprilMayJuneJulyAugustSeptember
1.55
1.35
AVSD
AVDV

Dividends

AVSD vs. AVDV - Dividend Comparison

AVSD's dividend yield for the trailing twelve months is around 2.73%, less than AVDV's 3.02% yield.


TTM20232022202120202019
AVSD
Avantis Responsible International Equity ETF
2.73%2.53%1.35%0.00%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF
3.02%3.29%3.17%2.39%1.67%0.37%

Drawdowns

AVSD vs. AVDV - Drawdown Comparison

The maximum AVSD drawdown since its inception was -25.56%, smaller than the maximum AVDV drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for AVSD and AVDV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.00%
-1.11%
AVSD
AVDV

Volatility

AVSD vs. AVDV - Volatility Comparison

The current volatility for Avantis Responsible International Equity ETF (AVSD) is 3.94%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 4.78%. This indicates that AVSD experiences smaller price fluctuations and is considered to be less risky than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
3.94%
4.78%
AVSD
AVDV