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

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.


-0.50.00.51.01.0

Performance

AVSD vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Responsible International Equity ETF (AVSD) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
5.54%
3.76%
AVSD
VXUS

Key characteristics

Sharpe Ratio

AVSD:

1.35

VXUS:

1.15

Sortino Ratio

AVSD:

1.91

VXUS:

1.65

Omega Ratio

AVSD:

1.24

VXUS:

1.20

Calmar Ratio

AVSD:

1.94

VXUS:

1.51

Martin Ratio

AVSD:

4.83

VXUS:

3.77

Ulcer Index

AVSD:

3.64%

VXUS:

3.89%

Daily Std Dev

AVSD:

12.99%

VXUS:

12.68%

Max Drawdown

AVSD:

-25.56%

VXUS:

-35.97%

Current Drawdown

AVSD:

-0.59%

VXUS:

-2.12%

Returns By Period

In the year-to-date period, AVSD achieves a 7.77% return, which is significantly higher than VXUS's 6.75% return.


AVSD

YTD

7.77%

1M

7.27%

6M

5.54%

1Y

14.68%

5Y*

N/A

10Y*

N/A

VXUS

YTD

6.75%

1M

6.59%

6M

3.76%

1Y

12.18%

5Y*

5.77%

10Y*

5.30%

*Annualized

Compare stocks, funds, or ETFs

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


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%.


AVSD
Avantis Responsible International Equity ETF
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%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

AVSD vs. VXUS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVSD
The Risk-Adjusted Performance Rank of AVSD is 5555
Overall Rank
The Sharpe Ratio Rank of AVSD is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of AVSD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of AVSD is 5353
Omega Ratio Rank
The Calmar Ratio Rank of AVSD is 6363
Calmar Ratio Rank
The Martin Ratio Rank of AVSD is 4848
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 4343
Overall Rank
The Sharpe Ratio Rank of VXUS is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for AVSD, currently valued at 1.35, compared to the broader market0.002.004.001.351.15
The chart of Sortino ratio for AVSD, currently valued at 1.91, compared to the broader market0.005.0010.001.911.65
The chart of Omega ratio for AVSD, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.20
The chart of Calmar ratio for AVSD, currently valued at 1.94, compared to the broader market0.005.0010.0015.0020.001.941.51
The chart of Martin ratio for AVSD, currently valued at 4.83, compared to the broader market0.0020.0040.0060.0080.00100.004.833.77
AVSD
VXUS

The current AVSD Sharpe Ratio is 1.35, which is comparable to the VXUS Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of AVSD and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.35
1.15
AVSD
VXUS

Dividends

AVSD vs. VXUS - Dividend Comparison

AVSD's dividend yield for the trailing twelve months is around 3.02%, less than VXUS's 3.16% yield.


TTM20242023202220212020201920182017201620152014
AVSD
Avantis Responsible International Equity ETF
3.02%3.25%2.53%1.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
3.16%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.59%
-2.12%
AVSD
VXUS

Volatility

AVSD vs. VXUS - Volatility Comparison

Avantis Responsible International Equity ETF (AVSD) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.40% and 3.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.40%
3.30%
AVSD
VXUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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