AVXC vs. DAADX
AVXC (Avantis Emerging Markets ex-China Equity ETF) and DAADX (DFA Emerging Markets ex China Core Equity Portfolio) are both Emerging Markets Diversified funds. Over the past year, AVXC returned 66.36% vs 65.20% for DAADX. Their correlation of 0.90 suggests significant overlap in exposure. AVXC charges 0.33%/yr vs 0.43%/yr for DAADX.
Performance
AVXC vs. DAADX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with AVXC having a 39.43% return and DAADX slightly higher at 40.41%.
AVXC
- 1D
- 0.29%
- 1M
- 10.05%
- YTD
- 39.43%
- 6M
- 41.85%
- 1Y
- 66.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DAADX
- 1D
- 3.39%
- 1M
- 8.84%
- YTD
- 40.41%
- 6M
- 43.30%
- 1Y
- 65.20%
- 3Y*
- 26.41%
- 5Y*
- —
- 10Y*
- —
AVXC vs. DAADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AVXC Avantis Emerging Markets ex-China Equity ETF | 39.43% | 31.45% | -1.26% |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 40.41% | 27.59% | 0.98% |
Correlation
The correlation between AVXC and DAADX is 0.87, 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 | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2024 | 0.90 |
The correlation between AVXC and DAADX has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.
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Return for Risk
AVXC vs. DAADX — Risk / Return Rank
AVXC
DAADX
AVXC vs. DAADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets ex-China Equity ETF (AVXC) and DFA Emerging Markets ex China Core Equity Portfolio (DAADX). 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 | DAADX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.64 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.75 | 4.96 | -0.20 |
| Martin ratioReturn relative to average drawdown | 18.46 | 18.83 | -0.36 |
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Drawdowns
AVXC vs. DAADX - Drawdown Comparison
The maximum AVXC drawdown since its inception was -20.44%, smaller than the maximum DAADX drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for AVXC and DAADX.
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Drawdown Indicators
| AVXC | DAADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.44% | -24.98% | +4.54% |
Max Drawdown (1Y)Largest decline over 1 year | -14.04% | -13.14% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.78% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -6.71% | +2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 3.44% | +0.17% |
Volatility
AVXC vs. DAADX - Volatility Comparison
Avantis Emerging Markets ex-China Equity ETF (AVXC) has a higher volatility of 11.54% compared to DFA Emerging Markets ex China Core Equity Portfolio (DAADX) at 10.89%. This indicates that AVXC's price experiences larger fluctuations and is considered to be riskier than DAADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVXC | DAADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.54% | 10.89% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 20.26% | 18.26% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.31% | 19.90% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 15.19% | +4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.47% | 15.19% | +4.28% |
AVXC vs. DAADX - Expense Ratio Comparison
AVXC has a 0.33% expense ratio, which is lower than DAADX's 0.43% expense ratio.
Dividends
AVXC vs. DAADX - Dividend Comparison
AVXC's dividend yield for the trailing twelve months is around 1.94%, more than DAADX's 1.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
AVXC Avantis Emerging Markets ex-China Equity ETF | 1.94% | 1.97% | 1.34% | 0.00% | 0.00% | 0.00% |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 1.78% | 2.28% | 2.64% | 2.82% | 3.02% | 0.30% |
Frequently Asked Questions
AVXC and DAADX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVXC has higher volatility (11.54%) compared to DAADX (10.89%). In terms of maximum drawdown, AVXC dropped -20.44% vs DAADX's -24.98%.
DAADX currently has the higher Sharpe Ratio (3.27 vs 3.00), 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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