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AVTM vs. PID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVTM vs. PID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Total Equity Markets ETF (AVTM) and Invesco International Dividend Achievers™ ETF (PID). The values are adjusted to include any dividend payments, if applicable.

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AVTM vs. PID - Yearly Performance Comparison


Returns By Period


AVTM

1D
2.99%
1M
-5.11%
YTD
6M
1Y
3Y*
5Y*
10Y*

PID

1D
2.07%
1M
-5.36%
YTD
2.04%
6M
6.12%
1Y
20.87%
3Y*
11.55%
5Y*
9.53%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVTM vs. PID - Expense Ratio Comparison

AVTM has a 0.22% expense ratio, which is lower than PID's 0.56% expense ratio.


Return for Risk

AVTM vs. PID — Risk / Return Rank

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

AVTM

PID
PID Risk / Return Rank: 8686
Overall Rank
PID Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PID Sortino Ratio Rank: 8888
Sortino Ratio Rank
PID Omega Ratio Rank: 8686
Omega Ratio Rank
PID Calmar Ratio Rank: 8383
Calmar Ratio Rank
PID Martin Ratio Rank: 8787
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. PID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Total Equity Markets ETF (AVTM) and Invesco International Dividend Achievers™ ETF (PID). 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.


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

AVTM vs. PID - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AVTMPIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.71

0.26

-1.97

Correlation

The correlation between AVTM and PID is 0.73, 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

AVTM vs. PID - Dividend Comparison

AVTM's dividend yield for the trailing twelve months is around 0.09%, less than PID's 3.38% yield.


TTM20252024202320222021202020192018201720162015
AVTM
Avantis Total Equity Markets ETF
0.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PID
Invesco International Dividend Achievers™ ETF
3.38%3.28%3.88%3.31%3.30%3.30%3.16%3.99%3.87%3.46%3.90%4.48%

Drawdowns

AVTM vs. PID - Drawdown Comparison

The maximum AVTM drawdown since its inception was -9.21%, smaller than the maximum PID drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for AVTM and PID.


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Drawdown Indicators


AVTMPIDDifference

Max Drawdown

Largest peak-to-trough decline

-9.21%

-66.34%

+57.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

Max Drawdown (5Y)

Largest decline over 5 years

-22.97%

Max Drawdown (10Y)

Largest decline over 10 years

-46.07%

Current Drawdown

Current decline from peak

-6.49%

-5.36%

-1.13%

Average Drawdown

Average peak-to-trough decline

-3.31%

-13.12%

+9.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

Volatility

AVTM vs. PID - Volatility Comparison


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Volatility by Period


AVTMPIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

Volatility (6M)

Calculated over the trailing 6-month period

7.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

12.81%

+5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.46%

13.96%

+4.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.46%

17.99%

+0.47%