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AVTM vs. LENS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVTM vs. LENS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Total Equity Markets ETF (AVTM) and Sarmaya Thematic ETF (LENS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AVTM

1D
-1.47%
1M
0.51%
YTD
6M
1Y
3Y*
5Y*
10Y*

LENS

1D
-0.52%
1M
-7.84%
YTD
5.02%
6M
2.93%
1Y
47.02%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVTM vs. LENS - Yearly Performance Comparison


Correlation

The correlation between AVTM and LENS is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 2, 2026

0.51

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Return for Risk

AVTM vs. LENS — Risk / Return Rank

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

AVTM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


LENS
LENS Risk / Return Rank: 4646
Overall Rank
LENS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LENS Sortino Ratio Rank: 4242
Sortino Ratio Rank
LENS Omega Ratio Rank: 4949
Omega Ratio Rank
LENS Calmar Ratio Rank: 4848
Calmar Ratio Rank
LENS Martin Ratio Rank: 4141
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.

AVTM vs. LENS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Total Equity Markets ETF (AVTM) and Sarmaya Thematic ETF (LENS). 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.


AVTMLENSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.31

Martin ratioReturn relative to average drawdown

6.43

AVTM vs. LENS - Sharpe Ratio Comparison


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Drawdowns

AVTM vs. LENS - Drawdown Comparison

The maximum AVTM drawdown since its inception was -9.21%, smaller than the maximum LENS drawdown of -20.49%. Use the drawdown chart below to compare losses from any high point for AVTM and LENS.


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Drawdown Indicators


AVTMLENSDifference

Max Drawdown

Largest peak-to-trough decline

-9.21%

-20.49%

+11.28%

Max Drawdown (1Y)

Largest decline over 1 year

-20.49%

Current Drawdown

Current decline from peak

-2.34%

-19.96%

+17.62%

Average Drawdown

Average peak-to-trough decline

-2.01%

-4.19%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.33%

Volatility

AVTM vs. LENS - Volatility Comparison


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Volatility by Period


AVTMLENSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

Volatility (6M)

Calculated over the trailing 6-month period

23.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.50%

27.62%

-11.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

25.83%

-9.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.50%

25.83%

-9.33%

AVTM vs. LENS - Expense Ratio Comparison

AVTM has a 0.22% expense ratio, which is lower than LENS's 0.79% expense ratio.


Dividends

AVTM vs. LENS - Dividend Comparison

AVTM's dividend yield for the trailing twelve months is around 0.28%, less than LENS's 1.52% yield.


PositionTTM2025
AVTM
Avantis Total Equity Markets ETF
0.28%0.00%
LENS
Sarmaya Thematic ETF
1.52%1.60%

Frequently Asked Questions


AVTM and LENS have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVTM is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVTM is cheaper with a 0.22% expense ratio, compared with 0.79% for LENS.

LENS has the higher dividend yield at 1.52%, compared with 0.28% for AVTM.

They also come from different issuers: Avantis and Sarmaya Partners. Their fees differ too: 0.22% for AVTM and 0.79% for LENS.

Portfolio Optimizer

Find the right allocation for AVTM and LENS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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