DAADX vs. AVXC
DAADX (DFA Emerging Markets ex China Core Equity Portfolio) and AVXC (Avantis Emerging Markets ex-China Equity ETF) are both Emerging Markets Diversified funds. Over the past year, DAADX returned 48.61% vs 43.89% for AVXC. Their correlation of 0.90 suggests significant overlap in exposure. DAADX charges 0.43%/yr vs 0.33%/yr for AVXC.
Performance
DAADX vs. AVXC - Performance Comparison
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Returns By Period
In the year-to-date period, DAADX achieves a 32.38% return, which is significantly higher than AVXC's 26.22% return.
DAADX
- 1D
- 0.74%
- 1M
- -0.75%
- 6M
- 27.34%
- YTD
- 32.38%
- 1Y
- 48.61%
- 3Y*
- 24.15%
- 5Y*
- —
- 10Y*
- —
AVXC
- 1D
- -3.47%
- 1M
- -4.01%
- 6M
- 20.63%
- YTD
- 26.22%
- 1Y
- 43.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DAADX vs. AVXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 32.38% | 27.59% | 0.98% |
AVXC Avantis Emerging Markets ex-China Equity ETF | 26.22% | 31.45% | -1.26% |
Correlation
The correlation between DAADX and AVXC is 0.88, 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 | 0.88 |
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 0.88 to 0.90 - a consistent structural relationship.
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Return for Risk
DAADX vs. AVXC — Risk / Return Rank
DAADX
AVXC
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.
| DAADX | AVXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.35 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | 3.14 | +0.57 |
| Martin ratioReturn relative to average drawdown | 13.24 | 11.31 | +1.92 |
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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
| DAADX | AVXC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.10% | -9.47% | +3.37% |
Average DrawdownAverage peak-to-trough decline | -6.70% | -3.84% | -2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 3.89% | -0.23% |
Volatility
DAADX vs. AVXC - Volatility Comparison
The current volatility for DFA Emerging Markets ex China Core Equity Portfolio (DAADX) is 11.48%, while Avantis Emerging Markets ex-China Equity ETF (AVXC) has a volatility of 12.18%. 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
| DAADX | AVXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.48% | 12.18% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 20.18% | 22.40% | -2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.40% | 24.09% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 20.25% | -4.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.61% | 20.25% | -4.64% |
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 1.90%, more than AVXC's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
AVXC Avantis Emerging Markets ex-China Equity ETF | 1.67% | 1.97% | 1.34% | 0.00% | 0.00% | 0.00% |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 1.90% | 2.28% | 2.64% | 2.82% | 3.02% | 0.30% |
Frequently Asked Questions
DAADX and AVXC have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVXC has higher volatility (12.18%) compared to DAADX (11.48%). In terms of maximum drawdown, DAADX dropped -24.98% vs AVXC's -20.44%.
DAADX currently has the higher Sharpe Ratio (2.28 vs 1.83), 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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