DURA vs. AVIE

Last updated Aug 2, 2026

DURA (VanEck Vectors Morningstar Durable Dividend ETF) and AVIE (Avantis Inflation Focused Equity ETF) are both Large Cap Blend Equities funds. DURA is passively managed, while AVIE is actively managed. Over the past 3 years, DURA returned 9.89%/yr vs 12.55%/yr for AVIE. Their correlation of 0.82 means they have usually moved in the same direction. DURA charges 0.29%/yr vs 0.25%/yr for AVIE.

Performance

DURA vs. AVIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Morningstar Durable Dividend ETF (DURA) and Avantis Inflation Focused Equity ETF (AVIE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DURA achieves a 15.95% return, which is significantly lower than AVIE's 18.41% return.

DURA

• 1D: -0.06%
• 1M: 2.73%
• 6M: 8.23%
• YTD: 15.95%
• 1Y: 22.22%
• 3Y*: 9.89%
• 5Y*: 7.63%
• 10Y*: —
• ALL TIME*: 9.24%

AVIE

• 1D: -0.06%
• 1M: 2.39%
• 6M: 11.89%
• YTD: 18.41%
• 1Y: 31.98%
• 3Y*: 12.55%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.49%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVIE Avantis Inflation Focused Equity ETF	$108.24K	$116.86K	$98.80K
DURA VanEck Vectors Morningstar Durable Dividend ETF	$68.16K	$85.30K	$69.37K

DURA vs. AVIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DURA VanEck Vectors Morningstar Durable Dividend ETF	15.95%	7.61%	8.51%	0.82%	13.36%
AVIE Avantis Inflation Focused Equity ETF	18.41%	11.37%	6.17%	4.19%	15.20%

Correlation

The correlation between DURA and AVIE is 0.80, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.80
Correlation (3Y) Balances recent behavior with more history.	0.83
Correlation (All Time) Calculated using the full available price history since Sep 29, 2022	0.82

The correlation between DURA and AVIE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

DURA vs. AVIE - Sectors Allocation Comparison

Sectors	DURA	AVIE
Consumer Defensive	22.3%	16.9%
Healthcare	15.4%	29.6%
Energy	14.5%	26.5%
Financial Services	9.9%	15.7%
Technology	8.9%	0.1%
Communication Services	8.4%	-
Utilities	6.9%	0.0%
Consumer Cyclical	6.0%	0.1%
Industrials	5.6%	1.7%
Basic Materials	2.0%	9.0%
Real Estate	-	0.5%

Return for Risk

DURA vs. AVIE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DURA

DURA Risk / Return Rank: 72
DURA Sharpe Ratio Rank: 64
DURA Sortino Ratio Rank: 68
DURA Omega Ratio Rank: 79
DURA Calmar Ratio Rank: 73
DURA Martin Ratio Rank: 79

AVIE

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DURA vs. AVIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar Durable Dividend ETF (DURA) and Avantis Inflation Focused Equity ETF (AVIE). 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.

	DURA	AVIE	Difference
Sharpe ratio: Return per unit of total volatility	1.48	3.16	-1.69
Sortino ratio: Return per unit of downside risk	2.22	4.62	-2.40
Omega ratio: Gain probability vs. loss probability	1.33	1.56	-0.24
Calmar ratio: Return relative to maximum drawdown	2.55	6.34	-3.79
Martin ratio: Return relative to average drawdown	10.15	21.65	-11.50

DURA vs. AVIE - Sharpe Ratio Comparison

The current DURA Sharpe Ratio is 1.48, which is lower than the AVIE Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of DURA and AVIE, 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

DURA vs. AVIE - Drawdown Comparison

The maximum DURA drawdown since its inception was -33.15%, which is greater than AVIE's maximum drawdown of -12.39%. Use the drawdown chart below to compare losses from any high point for DURA and AVIE.

Drawdown Indicators

	DURA	AVIE	Difference
Max Drawdown Largest peak-to-trough decline	-33.15%	-12.39%	-20.76%
Max Drawdown (1Y) Largest decline over 1 year	-8.53%	-4.97%	-3.56%
Max Drawdown (3Y) Largest decline over 3 years	-14.27%	-12.39%	-1.88%
Max Drawdown (5Y) Largest decline over 5 years	-15.80%	—	—
Current Drawdown Current decline from peak	-1.69%	-0.88%	-0.81%
Average Drawdown Average peak-to-trough decline	-3.88%	-2.93%	-0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	1.45%	+0.69%

Volatility

DURA vs. AVIE - Volatility Comparison

VanEck Vectors Morningstar Durable Dividend ETF (DURA) has a higher volatility of 3.81% compared to Avantis Inflation Focused Equity ETF (AVIE) at 3.29%. This indicates that DURA's price experiences larger fluctuations and is considered to be riskier than AVIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DURA	AVIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.81%	3.29%	+0.52%
Volatility (6M) Calculated over the trailing 6-month period	8.15%	7.47%	+0.68%
Volatility (1Y) Calculated over the trailing 1-year period	14.83%	10.05%	+4.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.67%	12.85%	+0.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.89%	12.85%	+4.04%

DURA vs. AVIE - Expense Ratio Comparison

DURA has a 0.29% expense ratio, which is higher than AVIE's 0.25% expense ratio.

Dividends

DURA vs. AVIE - Dividend Comparison

DURA's dividend yield for the trailing twelve months is around 3.13%, more than AVIE's 1.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AVIE Avantis Inflation Focused Equity ETF	1.40%	1.75%	1.89%	3.72%	0.39%	0.00%	0.00%	0.00%	0.00%
DURA VanEck Vectors Morningstar Durable Dividend ETF	3.13%	3.59%	3.33%	3.58%	3.01%	2.89%	3.49%	3.83%	0.66%

Frequently Asked Questions

Can I hold both DURA and AVIE in my portfolio?

DURA and AVIE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DURA or AVIE?

DURA has higher volatility (3.81%) compared to AVIE (3.29%). In terms of maximum drawdown, DURA dropped -33.15% vs AVIE's -12.39%.

Which ETF is better, DURA or AVIE?

On 3-year performance, AVIE leads with 12.55% vs 9.89% for DURA. On fees, AVIE is cheaper at 0.25% per year. On volatility, AVIE has been the lower-risk option at 3.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DURA or AVIE?

Over the 3-year period, AVIE has performed better with a 12.55% return vs 9.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DURA or AVIE?

AVIE is cheaper with a 0.25% expense ratio, compared with 0.29% for DURA.

Which ETF pays a higher dividend yield, DURA or AVIE?

DURA has the higher dividend yield at 3.13%, compared with 1.40% for AVIE.

What is the main difference between DURA and AVIE?

They also come from different issuers: VanEck and Avantis. Their fees differ too: 0.29% for DURA and 0.25% for AVIE.

Which has better risk-adjusted returns?

AVIE currently has the higher Sharpe Ratio (3.16 vs 1.48), 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.