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EDV vs. AVDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDV vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Duration Treasury ETF (EDV) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EDV achieves a 0.40% return, which is significantly lower than AVDV's 13.98% return.


EDV

1D
1.93%
1M
2.59%
YTD
0.40%
6M
-1.16%
1Y
4.02%
3Y*
-5.03%
5Y*
-10.20%
10Y*
-3.45%

AVDV

1D
2.83%
1M
-2.33%
YTD
13.98%
6M
15.77%
1Y
40.91%
3Y*
26.77%
5Y*
13.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDV vs. AVDV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EDV
Vanguard Extended Duration Treasury ETF
0.40%0.65%-12.78%1.65%-39.15%-6.19%23.59%-5.06%
AVDV
Avantis International Small Cap Value ETF
13.98%49.37%8.67%16.85%-11.47%15.80%5.01%11.78%

Correlation

The correlation between EDV and AVDV is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

-0.03

The correlation between EDV and AVDV shifts across timeframes, from -0.03 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EDV vs. AVDV — Risk / Return Rank

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

EDV
EDV Risk / Return Rank: 1414
Overall Rank
EDV Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EDV Sortino Ratio Rank: 1414
Sortino Ratio Rank
EDV Omega Ratio Rank: 1313
Omega Ratio Rank
EDV Calmar Ratio Rank: 1414
Calmar Ratio Rank
EDV Martin Ratio Rank: 1414
Martin Ratio Rank

AVDV
AVDV Risk / Return Rank: 8383
Overall Rank
AVDV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8888
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8888
Omega Ratio Rank
AVDV Calmar Ratio Rank: 7474
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7979
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.

EDV vs. AVDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) and Avantis International Small Cap Value ETF (AVDV). 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.


EDVAVDVDifference
Sharpe ratioReturn per unit of total volatility

-2.25

Sortino ratioReturn per unit of downside risk

-2.85

Omega ratioGain probability vs. loss probability

1.06

1.46

-0.40

Calmar ratioReturn relative to maximum drawdown

0.32

3.12

-2.80

Martin ratioReturn relative to average drawdown

0.73

12.44

-11.71

EDV vs. AVDV - Sharpe Ratio Comparison

The current EDV Sharpe Ratio is 0.28, which is lower than the AVDV Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of EDV and AVDV, 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

EDV vs. AVDV - Drawdown Comparison

The maximum EDV drawdown since its inception was -59.96%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for EDV and AVDV.


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Drawdown Indicators


EDVAVDVDifference

Max Drawdown

Largest peak-to-trough decline

-59.96%

-43.01%

-16.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-13.19%

+0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-26.99%

-14.17%

-12.82%

Max Drawdown (5Y)

Largest decline over 5 years

-55.03%

-28.08%

-26.95%

Max Drawdown (10Y)

Largest decline over 10 years

-59.96%

Current Drawdown

Current decline from peak

-53.94%

-3.10%

-50.84%

Average Drawdown

Average peak-to-trough decline

-23.47%

-6.76%

-16.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

3.30%

+2.23%

Volatility

EDV vs. AVDV - Volatility Comparison

The current volatility for Vanguard Extended Duration Treasury ETF (EDV) is 4.21%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 6.21%. This indicates that EDV experiences smaller price fluctuations and is considered to be less risky than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDVAVDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

6.21%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

13.88%

-3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

14.54%

16.23%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.63%

17.41%

+4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.82%

19.77%

+0.05%

EDV vs. AVDV - Expense Ratio Comparison

EDV has a 0.05% expense ratio, which is lower than AVDV's 0.36% expense ratio.


Dividends

EDV vs. AVDV - Dividend Comparison

EDV's dividend yield for the trailing twelve months is around 4.93%, more than AVDV's 4.14% yield.


PositionTTM20252024202320222021202020192018201720162015
AVDV
Avantis International Small Cap Value ETF
4.14%3.05%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%
EDV
Vanguard Extended Duration Treasury ETF
4.93%4.94%4.65%3.81%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%

Frequently Asked Questions


EDV and AVDV have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVDV has higher volatility (6.21%) compared to EDV (4.21%). In terms of maximum drawdown, EDV dropped -59.96% vs AVDV's -43.01%.

On 5-year performance, AVDV leads with 13.43% vs -10.20% for EDV. On fees, EDV is cheaper at 0.05% per year. On volatility, EDV has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVDV has performed better with a 13.43% return vs -10.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EDV is cheaper with a 0.05% expense ratio, compared with 0.36% for AVDV.

EDV has the higher dividend yield at 4.93%, compared with 4.14% for AVDV.

EDV is categorized as Government Bonds, while AVDV is Foreign Small & Mid Cap Equities. They also come from different issuers: Vanguard and Avantis. Their fees differ too: 0.05% for EDV and 0.36% for AVDV.

AVDV currently has the higher Sharpe Ratio (2.53 vs 0.28), 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.

Portfolio Optimizer

Find the right allocation for EDV and AVDV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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