AVSD vs. VXUS
Compare and contrast key facts about Avantis Responsible International Equity ETF (AVSD) and Vanguard Total International Stock ETF (VXUS).
AVSD and VXUS 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. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both AVSD and VXUS 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 VXUS.
Key characteristics
| AVSD | VXUS | |
|---|---|---|
| YTD Return | 12.14% | 11.24% |
| 1Y Return | 25.54% | 22.44% |
| Sharpe Ratio | 1.92 | 1.73 |
| Sortino Ratio | 2.71 | 2.45 |
| Omega Ratio | 1.34 | 1.31 |
| Calmar Ratio | 2.00 | 1.22 |
| Martin Ratio | 12.49 | 11.27 |
| Ulcer Index | 2.04% | 1.98% |
| Daily Std Dev | 13.22% | 12.93% |
| Max Drawdown | -25.56% | -35.97% |
| Current Drawdown | -3.04% | -2.94% |
Correlation
The correlation between AVSD and VXUS is 0.96, 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. VXUS - Performance Comparison
In the year-to-date period, AVSD achieves a 12.14% return, which is significantly higher than VXUS's 11.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AVSD vs. VXUS - Expense Ratio Comparison
AVSD has a 0.23% expense ratio, which is higher than VXUS'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. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis Responsible International Equity ETF (AVSD) and Vanguard Total International Stock ETF (VXUS). 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.
Dividends
AVSD vs. VXUS - Dividend Comparison
AVSD's dividend yield for the trailing twelve months is around 2.72%, less than VXUS's 2.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVSD Avantis Responsible International Equity ETF | 2.72% | 2.53% | 1.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.88% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
AVSD vs. VXUS - Drawdown Comparison
The maximum AVSD drawdown since its inception was -25.56%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for AVSD and VXUS. For additional features, visit the drawdowns tool.
Volatility
AVSD vs. VXUS - Volatility Comparison
The current volatility for Avantis Responsible International Equity ETF (AVSD) is 4.10%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 4.51%. This indicates that AVSD experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.