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DAADX vs. AVXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DAADX vs. AVXC - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with DAADX having a 40.41% return and AVXC slightly lower at 39.43%.


DAADX

1D
3.39%
1M
8.84%
YTD
40.41%
6M
43.30%
1Y
65.20%
3Y*
26.41%
5Y*
10Y*

AVXC

1D
0.29%
1M
10.05%
YTD
39.43%
6M
41.85%
1Y
66.36%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAADX vs. AVXC - Yearly Performance Comparison


Correlation

The correlation between DAADX and AVXC 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 DAADX and AVXC has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

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Return for Risk

DAADX vs. AVXC — Risk / Return Rank

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

DAADX
DAADX Risk / Return Rank: 9393
Overall Rank
DAADX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DAADX Sortino Ratio Rank: 8888
Sortino Ratio Rank
DAADX Omega Ratio Rank: 9191
Omega Ratio Rank
DAADX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DAADX Martin Ratio Rank: 9494
Martin Ratio Rank

AVXC
AVXC Risk / Return Rank: 8989
Overall Rank
AVXC Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
AVXC Sortino Ratio Rank: 8787
Sortino Ratio Rank
AVXC Omega Ratio Rank: 9090
Omega Ratio Rank
AVXC Calmar Ratio Rank: 8787
Calmar Ratio Rank
AVXC Martin Ratio Rank: 8888
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.

DAADX vs. AVXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets ex China Core Equity Portfolio (DAADX) and Avantis Emerging Markets ex-China Equity ETF (AVXC). 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.


DAADXAVXCDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.64

1.55

+0.09

Calmar ratioReturn relative to maximum drawdown

4.96

4.75

+0.20

Martin ratioReturn relative to average drawdown

18.83

18.46

+0.36

DAADX vs. AVXC - Sharpe Ratio Comparison

The current DAADX Sharpe Ratio is 3.27, which is comparable to the AVXC Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of DAADX and AVXC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DAADX vs. AVXC - Drawdown Comparison

The maximum DAADX drawdown since its inception was -24.98%, which is greater than AVXC's maximum drawdown of -20.44%. Use the drawdown chart below to compare losses from any high point for DAADX and AVXC.


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Drawdown Indicators


DAADXAVXCDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-20.44%

-4.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.14%

-14.04%

+0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-18.78%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.71%

-3.78%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

3.61%

-0.17%

Volatility

DAADX vs. AVXC - Volatility Comparison

The current volatility for DFA Emerging Markets ex China Core Equity Portfolio (DAADX) is 10.89%, while Avantis Emerging Markets ex-China Equity ETF (AVXC) has a volatility of 11.54%. This indicates that DAADX experiences smaller price fluctuations and is considered to be less risky than AVXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DAADXAVXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.89%

11.54%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

18.26%

20.26%

-2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

19.90%

22.31%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

19.47%

-4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

19.47%

-4.28%

DAADX vs. AVXC - Expense Ratio Comparison

DAADX has a 0.43% expense ratio, which is higher than AVXC's 0.33% expense ratio.


Dividends

DAADX vs. AVXC - Dividend Comparison

DAADX's dividend yield for the trailing twelve months is around 1.78%, less than AVXC's 1.94% yield.


PositionTTM20252024202320222021
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


DAADX and AVXC 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, DAADX dropped -24.98% vs AVXC's -20.44%.

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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