AVXC vs. AIS

Last updated Jun 13, 2026

AVXC (Avantis Emerging Markets ex-China Equity ETF) and AIS (VistaShares Artificial Intelligence Supercycle ETF) are both exchange-traded funds - AVXC is a Emerging Markets Diversified fund actively managed by Avantis, while AIS is a Technology Equities fund actively managed by VistaShares. Both are actively managed. Over the past year, AVXC returned 53.33% vs 190.00% for AIS. A 0.79 correlation means they provide meaningful diversification when combined. AVXC charges 0.33%/yr vs 0.75%/yr for AIS.

Performance

AVXC vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Emerging Markets ex-China Equity ETF (AVXC) and VistaShares Artificial Intelligence Supercycle ETF (AIS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVXC achieves a 31.49% return, which is significantly lower than AIS's 103.39% return.

AVXC

• 1D: 0.58%
• 1M: 3.02%
• YTD: 31.49%
• 6M: 35.68%
• 1Y: 53.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AIS

• 1D: 0.76%
• 1M: 8.29%
• YTD: 103.39%
• 6M: 110.47%
• 1Y: 190.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVXC vs. AIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AVXC Avantis Emerging Markets ex-China Equity ETF	31.49%	31.45%	-3.22%
AIS VistaShares Artificial Intelligence Supercycle ETF	103.39%	58.35%	-4.74%

Correlation

The correlation between AVXC and AIS is 0.81, 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	0.81
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024	0.79

The correlation between AVXC and AIS has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.

AVXC vs. AIS - Sectors Allocation Comparison

Sectors	AVXC	AIS
Technology	38.2%	84.6%
Financial Services	20.2%	-0.0%
Industrials	10.0%	8.9%
Basic Materials	8.1%	-
Consumer Cyclical	5.5%	-
Energy	4.9%	-
Communication Services	3.7%	-
Consumer Defensive	2.9%	-
Utilities	2.8%	3.2%
Healthcare	2.3%	-
Real Estate	1.5%	-

Return for Risk

AVXC vs. AIS — Risk / Return Rank

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

AVXC

AVXC Risk / Return Rank: 84
AVXC Sharpe Ratio Rank: 86
AVXC Sortino Ratio Rank: 81
AVXC Omega Ratio Rank: 86
AVXC Calmar Ratio Rank: 82
AVXC Martin Ratio Rank: 84

AIS

AIS Risk / Return Rank: 96
AIS Sharpe Ratio Rank: 98
AIS Sortino Ratio Rank: 95
AIS Omega Ratio Rank: 95
AIS Calmar Ratio Rank: 98
AIS Martin Ratio Rank: 97

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.

AVXC vs. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets ex-China Equity ETF (AVXC) and VistaShares Artificial Intelligence Supercycle ETF (AIS). 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.

	AVXC	AIS	Difference
Sharpe ratio: Return per unit of total volatility	2.45	4.85	-2.40
Sortino ratio: Return per unit of downside risk	3.13	4.57	-1.44
Omega ratio: Gain probability vs. loss probability	1.45	1.65	-0.20
Calmar ratio: Return relative to maximum drawdown	3.82	12.07	-8.25
Martin ratio: Return relative to average drawdown	14.82	37.31	-22.49

AVXC vs. AIS - Sharpe Ratio Comparison

The current AVXC Sharpe Ratio is 2.45, which is lower than the AIS Sharpe Ratio of 4.85. The chart below compares the historical Sharpe Ratios of AVXC and AIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AVXC vs. AIS - Drawdown Comparison

The maximum AVXC drawdown since its inception was -20.44%, smaller than the maximum AIS drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for AVXC and AIS.

Drawdown Indicators

	AVXC	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-20.44%	-32.78%	+12.34%
Max Drawdown (1Y) Largest decline over 1 year	-14.04%	-15.84%	+1.80%
Current Drawdown Current decline from peak	-3.33%	-6.96%	+3.63%
Average Drawdown Average peak-to-trough decline	-3.81%	-5.51%	+1.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.61%	5.12%	-1.51%

Volatility

AVXC vs. AIS - Volatility Comparison

The current volatility for Avantis Emerging Markets ex-China Equity ETF (AVXC) is 11.39%, while VistaShares Artificial Intelligence Supercycle ETF (AIS) has a volatility of 20.76%. This indicates that AVXC experiences smaller price fluctuations and is considered to be less risky than AIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVXC	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.39%	20.76%	-9.37%
Volatility (6M) Calculated over the trailing 6-month period	19.80%	34.25%	-14.45%
Volatility (1Y) Calculated over the trailing 1-year period	21.88%	39.44%	-17.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.26%	39.86%	-20.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.26%	39.86%	-20.60%

AVXC vs. AIS - Expense Ratio Comparison

AVXC has a 0.33% expense ratio, which is lower than AIS's 0.75% expense ratio.

Dividends

AVXC vs. AIS - Dividend Comparison

AVXC's dividend yield for the trailing twelve months is around 2.06%, while AIS has not paid dividends to shareholders.

Position	TTM	2025	2024
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%	0.00%
AVXC Avantis Emerging Markets ex-China Equity ETF	2.06%	1.97%	1.34%

Frequently Asked Questions

Can I hold both AVXC and AIS in my portfolio?

AVXC and AIS have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVXC or AIS?

AIS has higher volatility (20.76%) compared to AVXC (11.39%). In terms of maximum drawdown, AVXC dropped -20.44% vs AIS's -32.78%.

Which ETF is better, AVXC or AIS?

On 1-year performance, AIS leads with 190.00% vs 53.33% for AVXC. On fees, AVXC is cheaper at 0.33% per year. On volatility, AVXC has been the lower-risk option at 11.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVXC or AIS?

Over the 1-year period, AIS has performed better with a 190.00% return vs 53.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVXC or AIS?

AVXC is cheaper with a 0.33% expense ratio, compared with 0.75% for AIS.

Which ETF pays a higher dividend yield, AVXC or AIS?

AVXC has the higher dividend yield at 2.06%, compared with 0.00% for AIS.

What is the main difference between AVXC and AIS?

AVXC is categorized as Emerging Markets Diversified, while AIS is Technology Equities. They also come from different issuers: Avantis and VistaShares. Their fees differ too: 0.33% for AVXC and 0.75% for AIS.

Which has better risk-adjusted returns?

AIS currently has the higher Sharpe Ratio (4.85 vs 2.45), 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.