Correlation
The correlation between AVSD and IEFA is 0.76, 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.
AVSD vs. IEFA
Compare and contrast key facts about Avantis Responsible International Equity ETF (AVSD) and iShares Core MSCI EAFE ETF (IEFA).
AVSD and IEFA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVSD is a passively managed fund by Avantis that tracks the performance of the MSCI World ex USA IMI. It was launched on Mar 15, 2022. IEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Investable Market Index. It was launched on Oct 18, 2012. Both AVSD and IEFA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVSD or IEFA.
Performance
AVSD vs. IEFA - Performance Comparison
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Key characteristics
AVSD:
1.19
IEFA:
0.87
AVSD:
1.58
IEFA:
1.17
AVSD:
1.22
IEFA:
1.16
AVSD:
1.40
IEFA:
0.96
AVSD:
4.72
IEFA:
2.81
AVSD:
3.94%
IEFA:
4.70%
AVSD:
17.51%
IEFA:
17.64%
AVSD:
-25.56%
IEFA:
-34.79%
AVSD:
-0.53%
IEFA:
-0.71%
Returns By Period
In the year-to-date period, AVSD achieves a 19.12% return, which is significantly higher than IEFA's 17.34% return.
AVSD
19.12%
5.66%
16.89%
20.53%
12.24%
N/A
N/A
IEFA
17.34%
4.63%
15.41%
15.12%
10.91%
11.24%
6.14%
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AVSD vs. IEFA - Expense Ratio Comparison
AVSD has a 0.23% expense ratio, which is higher than IEFA's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
AVSD vs. IEFA — Risk-Adjusted Performance Rank
AVSD
IEFA
AVSD vs. IEFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis Responsible International Equity ETF (AVSD) and iShares Core MSCI EAFE ETF (IEFA). 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.
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Dividends
AVSD vs. IEFA - Dividend Comparison
AVSD's dividend yield for the trailing twelve months is around 2.73%, less than IEFA's 2.96% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVSD Avantis Responsible International Equity ETF | 2.73% | 3.25% | 2.53% | 1.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEFA iShares Core MSCI EAFE ETF | 2.96% | 3.47% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% |
Drawdowns
AVSD vs. IEFA - Drawdown Comparison
The maximum AVSD drawdown since its inception was -25.56%, smaller than the maximum IEFA drawdown of -34.79%. Use the drawdown chart below to compare losses from any high point for AVSD and IEFA.
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Volatility
AVSD vs. IEFA - Volatility Comparison
The current volatility for Avantis Responsible International Equity ETF (AVSD) is 2.81%, while iShares Core MSCI EAFE ETF (IEFA) has a volatility of 3.17%. This indicates that AVSD experiences smaller price fluctuations and is considered to be less risky than IEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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