AVSE vs. VSGX
AVSE (Avantis Responsible Emerging Markets Equity ETF) and VSGX (Vanguard ESG International Stock ETF) are both exchange-traded funds - AVSE is a Emerging Markets Diversified fund tracking the MSCI Emerging Markets Index, while VSGX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Choice Index. Both are passively managed. Over the past 3 years, AVSE returned 24.48%/yr vs 19.42%/yr for VSGX. Their correlation of 0.88 suggests significant overlap in exposure. AVSE charges 0.33%/yr vs 0.10%/yr for VSGX.
Performance
AVSE vs. VSGX - Performance Comparison
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Returns By Period
In the year-to-date period, AVSE achieves a 23.92% return, which is significantly higher than VSGX's 14.48% return.
AVSE
- 1D
- -5.42%
- 1M
- 3.43%
- YTD
- 23.92%
- 6M
- 24.59%
- 1Y
- 44.42%
- 3Y*
- 24.48%
- 5Y*
- —
- 10Y*
- —
VSGX
- 1D
- -3.39%
- 1M
- 1.62%
- YTD
- 14.48%
- 6M
- 14.12%
- 1Y
- 31.39%
- 3Y*
- 19.42%
- 5Y*
- 7.76%
- 10Y*
- —
AVSE vs. VSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AVSE Avantis Responsible Emerging Markets Equity ETF | 23.92% | 32.54% | 8.29% | 16.01% | -14.43% |
VSGX Vanguard ESG International Stock ETF | 14.48% | 30.77% | 5.72% | 15.62% | -13.76% |
Correlation
The correlation between AVSE and VSGX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2022 | 0.88 |
The correlation between AVSE and VSGX has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.
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Return for Risk
AVSE vs. VSGX — Risk / Return Rank
AVSE
VSGX
AVSE vs. VSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis Responsible Emerging Markets Equity ETF (AVSE) and Vanguard ESG International Stock ETF (VSGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AVSE | VSGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.33 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 2.46 | +0.69 |
| Martin ratioReturn relative to average drawdown | 12.04 | 9.42 | +2.62 |
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Drawdowns
AVSE vs. VSGX - Drawdown Comparison
The maximum AVSE drawdown since its inception was -26.28%, smaller than the maximum VSGX drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for AVSE and VSGX.
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Drawdown Indicators
| AVSE | VSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.28% | -33.09% | +6.81% |
Max Drawdown (1Y)Largest decline over 1 year | -14.17% | -12.84% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -17.68% | -13.83% | -3.85% |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.14% | — |
Current DrawdownCurrent decline from peak | -5.42% | -3.39% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -7.73% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 3.34% | +0.36% |
Volatility
AVSE vs. VSGX - Volatility Comparison
Avantis Responsible Emerging Markets Equity ETF (AVSE) has a higher volatility of 12.30% compared to Vanguard ESG International Stock ETF (VSGX) at 7.90%. This indicates that AVSE's price experiences larger fluctuations and is considered to be riskier than VSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVSE | VSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.30% | 7.90% | +4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 19.98% | 15.73% | +4.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.13% | 17.67% | +4.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 16.60% | +2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 18.17% | +0.51% |
AVSE vs. VSGX - Expense Ratio Comparison
AVSE has a 0.33% expense ratio, which is higher than VSGX's 0.10% expense ratio.
Dividends
AVSE vs. VSGX - Dividend Comparison
AVSE's dividend yield for the trailing twelve months is around 2.81%, less than VSGX's 2.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
AVSE Avantis Responsible Emerging Markets Equity ETF | 2.81% | 2.68% | 3.03% | 3.20% | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% |
VSGX Vanguard ESG International Stock ETF | 2.97% | 3.23% | 3.10% | 2.77% | 2.61% | 2.49% | 1.67% | 2.28% | 0.38% |
Frequently Asked Questions
AVSE and VSGX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVSE has higher volatility (12.30%) compared to VSGX (7.90%). In terms of maximum drawdown, AVSE dropped -26.28% vs VSGX's -33.09%.
On 3-year performance, AVSE leads with 24.48% vs 19.42% for VSGX. On fees, VSGX is cheaper at 0.10% per year. On volatility, VSGX has been the lower-risk option at 7.90%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, AVSE has performed better with a 24.48% return vs 19.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VSGX is cheaper with a 0.10% expense ratio, compared with 0.33% for AVSE.
VSGX has the higher dividend yield at 2.97%, compared with 2.81% for AVSE.
AVSE is categorized as Emerging Markets Diversified, while VSGX is Foreign Large Cap Equities. AVSE tracks MSCI Emerging Markets Index, while VSGX tracks FTSE Global All Cap ex US Choice Index. They also come from different issuers: Avantis and Vanguard. Their fees differ too: 0.33% for AVSE and 0.10% for VSGX.
AVSE currently has the higher Sharpe Ratio (2.02 vs 1.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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