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AVSF vs. AVIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVSF vs. AVIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Short-Term Fixed Income ETF (AVSF) and Avantis Core Fixed Income ETF (AVIG). The values are adjusted to include any dividend payments, if applicable.

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AVSF vs. AVIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AVSF
Avantis Short-Term Fixed Income ETF
0.12%6.57%3.81%5.25%-5.52%-1.17%0.53%
AVIG
Avantis Core Fixed Income ETF
-0.20%7.98%1.55%6.41%-13.94%-2.15%0.96%

Returns By Period

In the year-to-date period, AVSF achieves a 0.12% return, which is significantly higher than AVIG's -0.20% return.


AVSF

1D
0.20%
1M
-0.86%
YTD
0.12%
6M
1.32%
1Y
4.58%
3Y*
4.69%
5Y*
1.85%
10Y*

AVIG

1D
0.34%
1M
-1.93%
YTD
-0.20%
6M
0.90%
1Y
4.89%
3Y*
4.03%
5Y*
0.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVSF vs. AVIG - Expense Ratio Comparison

Both AVSF and AVIG have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

AVSF vs. AVIG — Risk / Return Rank

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

AVSF
AVSF Risk / Return Rank: 9393
Overall Rank
AVSF Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
AVSF Sortino Ratio Rank: 9696
Sortino Ratio Rank
AVSF Omega Ratio Rank: 9393
Omega Ratio Rank
AVSF Calmar Ratio Rank: 9292
Calmar Ratio Rank
AVSF Martin Ratio Rank: 9393
Martin Ratio Rank

AVIG
AVIG Risk / Return Rank: 6363
Overall Rank
AVIG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AVIG Sortino Ratio Rank: 6262
Sortino Ratio Rank
AVIG Omega Ratio Rank: 5555
Omega Ratio Rank
AVIG Calmar Ratio Rank: 7373
Calmar Ratio Rank
AVIG Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVSF vs. AVIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Short-Term Fixed Income ETF (AVSF) and Avantis Core Fixed Income ETF (AVIG). 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.


AVSFAVIGDifference

Sharpe ratio

Return per unit of total volatility

2.16

1.11

+1.05

Sortino ratio

Return per unit of downside risk

3.19

1.53

+1.66

Omega ratio

Gain probability vs. loss probability

1.43

1.20

+0.23

Calmar ratio

Return relative to maximum drawdown

3.26

1.82

+1.45

Martin ratio

Return relative to average drawdown

13.58

5.77

+7.82

AVSF vs. AVIG - Sharpe Ratio Comparison

The current AVSF Sharpe Ratio is 2.16, which is higher than the AVIG Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of AVSF and AVIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AVSFAVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

1.11

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.05

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

-0.03

+0.69

Correlation

The correlation between AVSF and AVIG is 0.89, 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.


Dividends

AVSF vs. AVIG - Dividend Comparison

AVSF's dividend yield for the trailing twelve months is around 4.36%, less than AVIG's 4.43% yield.


TTM202520242023202220212020
AVSF
Avantis Short-Term Fixed Income ETF
4.36%4.31%4.34%3.93%1.78%0.48%0.10%
AVIG
Avantis Core Fixed Income ETF
4.43%4.36%4.66%4.06%2.53%1.12%0.22%

Drawdowns

AVSF vs. AVIG - Drawdown Comparison

The maximum AVSF drawdown since its inception was -8.85%, smaller than the maximum AVIG drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for AVSF and AVIG.


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Drawdown Indicators


AVSFAVIGDifference

Max Drawdown

Largest peak-to-trough decline

-8.85%

-19.64%

+10.79%

Max Drawdown (1Y)

Largest decline over 1 year

-1.42%

-2.80%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-8.85%

-19.47%

+10.62%

Current Drawdown

Current decline from peak

-0.86%

-1.93%

+1.07%

Average Drawdown

Average peak-to-trough decline

-2.26%

-7.95%

+5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.88%

-0.54%

Volatility

AVSF vs. AVIG - Volatility Comparison

The current volatility for Avantis Short-Term Fixed Income ETF (AVSF) is 0.86%, while Avantis Core Fixed Income ETF (AVIG) has a volatility of 1.83%. This indicates that AVSF experiences smaller price fluctuations and is considered to be less risky than AVIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVSFAVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

1.83%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

1.30%

2.63%

-1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

2.13%

4.45%

-2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.63%

6.22%

-3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.54%

6.06%

-3.52%