BSX vs. AVDE
BSX (Boston Scientific Corporation) is a stock, while AVDE (Avantis International Equity ETF) is Foreign Large Cap Equities fund actively managed by Avantis. Over the past 5 years, BSX returned 1.80%/yr vs 9.98%/yr for AVDE. At a 0.43 correlation, their price movements are largely independent.
Performance
BSX vs. AVDE - Performance Comparison
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Returns By Period
In the year-to-date period, BSX achieves a -50.80% return, which is significantly lower than AVDE's 10.87% return.
BSX
- 1D
- -0.55%
- 1M
- -10.95%
- YTD
- -50.80%
- 6M
- -49.33%
- 1Y
- -52.97%
- 3Y*
- -2.85%
- 5Y*
- 1.80%
- 10Y*
- 7.42%
AVDE
- 1D
- 0.59%
- 1M
- 1.98%
- YTD
- 10.87%
- 6M
- 12.42%
- 1Y
- 27.50%
- 3Y*
- 19.56%
- 5Y*
- 9.98%
- 10Y*
- —
BSX vs. AVDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BSX Boston Scientific Corporation | -50.80% | 6.75% | 54.51% | 24.94% | 8.92% | 18.16% | -20.50% | 7.16% |
AVDE Avantis International Equity ETF | 10.87% | 38.05% | 4.88% | 17.18% | -13.68% | 13.62% | 8.26% | 7.95% |
Correlation
The correlation between BSX and AVDE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.43 |
Over the past year, the correlation between BSX and AVDE has dropped to 0.11 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
BSX vs. AVDE — Risk / Return Rank
BSX
AVDE
BSX vs. AVDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) and Avantis International Equity ETF (AVDE). 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.
| BSX | AVDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.27 | ||
| Sortino ratioReturn per unit of downside risk | -4.74 | ||
| Omega ratioGain probability vs. loss probability | 0.67 | 1.32 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 2.30 | -3.23 |
| Martin ratioReturn relative to average drawdown | -2.00 | 9.00 | -11.00 |
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Drawdowns
BSX vs. AVDE - Drawdown Comparison
The maximum BSX drawdown since its inception was -89.15%, which is greater than AVDE's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for BSX and AVDE.
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Drawdown Indicators
| BSX | AVDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.15% | -36.99% | -52.16% |
Max Drawdown (1Y)Largest decline over 1 year | -56.62% | -11.48% | -45.14% |
Max Drawdown (3Y)Largest decline over 3 years | -56.62% | -13.46% | -43.16% |
Max Drawdown (5Y)Largest decline over 5 years | -56.62% | -28.73% | -27.89% |
Max Drawdown (10Y)Largest decline over 10 years | -56.62% | — | — |
Current DrawdownCurrent decline from peak | -56.62% | -1.09% | -55.53% |
Average DrawdownAverage peak-to-trough decline | -38.76% | -6.15% | -32.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.23% | 2.94% | +23.29% |
Volatility
BSX vs. AVDE - Volatility Comparison
Boston Scientific Corporation (BSX) has a higher volatility of 15.84% compared to Avantis International Equity ETF (AVDE) at 5.57%. This indicates that BSX's price experiences larger fluctuations and is considered to be riskier than AVDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSX | AVDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.84% | 5.57% | +10.27% |
Volatility (6M)Calculated over the trailing 6-month period | 32.83% | 12.80% | +20.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.77% | 15.06% | +19.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.69% | 16.39% | +9.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.29% | 18.93% | +8.36% |
Dividends
BSX vs. AVDE - Dividend Comparison
BSX has not paid dividends to shareholders, while AVDE's dividend yield for the trailing twelve months is around 3.84%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVDE Avantis International Equity ETF | 3.84% | 2.66% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% |
BSX Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BSX and AVDE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSX has higher volatility (15.84%) compared to AVDE (5.57%). In terms of maximum drawdown, BSX dropped -89.15% vs AVDE's -36.99%.
AVDE currently has the higher Sharpe Ratio (1.76 vs -1.51), 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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