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EMGF vs. AVES
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMGF and AVES is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

EMGF vs. AVES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF) and Avantis Emerging Markets Value ETF (AVES). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-3.48%
-5.04%
EMGF
AVES

Key characteristics

Sharpe Ratio

EMGF:

0.74

AVES:

0.37

Sortino Ratio

EMGF:

1.12

AVES:

0.61

Omega Ratio

EMGF:

1.14

AVES:

1.08

Calmar Ratio

EMGF:

0.66

AVES:

0.51

Martin Ratio

EMGF:

2.56

AVES:

1.33

Ulcer Index

EMGF:

4.33%

AVES:

4.22%

Daily Std Dev

EMGF:

15.06%

AVES:

15.14%

Max Drawdown

EMGF:

-40.23%

AVES:

-27.40%

Current Drawdown

EMGF:

-9.89%

AVES:

-10.99%

Returns By Period

In the year-to-date period, EMGF achieves a 0.10% return, which is significantly higher than AVES's -0.67% return.


EMGF

YTD

0.10%

1M

-4.76%

6M

-3.48%

1Y

12.56%

5Y*

3.41%

10Y*

N/A

AVES

YTD

-0.67%

1M

-5.68%

6M

-5.04%

1Y

6.91%

5Y*

N/A

10Y*

N/A

*Annualized

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EMGF vs. AVES - Expense Ratio Comparison

EMGF has a 0.45% expense ratio, which is higher than AVES's 0.36% expense ratio.


Expense ratio chart for EMGF: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for AVES: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Risk-Adjusted Performance

EMGF vs. AVES — Risk-Adjusted Performance Rank

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

EMGF
The Risk-Adjusted Performance Rank of EMGF is 3636
Overall Rank
The Sharpe Ratio Rank of EMGF is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of EMGF is 3636
Sortino Ratio Rank
The Omega Ratio Rank of EMGF is 3636
Omega Ratio Rank
The Calmar Ratio Rank of EMGF is 3737
Calmar Ratio Rank
The Martin Ratio Rank of EMGF is 3434
Martin Ratio Rank

AVES
The Risk-Adjusted Performance Rank of AVES is 2323
Overall Rank
The Sharpe Ratio Rank of AVES is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of AVES is 2020
Sortino Ratio Rank
The Omega Ratio Rank of AVES is 2020
Omega Ratio Rank
The Calmar Ratio Rank of AVES is 3131
Calmar Ratio Rank
The Martin Ratio Rank of AVES is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EMGF vs. AVES - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF) and Avantis Emerging Markets Value ETF (AVES). 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.


The chart of Sharpe ratio for EMGF, currently valued at 0.74, compared to the broader market0.002.004.000.740.37
The chart of Sortino ratio for EMGF, currently valued at 1.12, compared to the broader market-2.000.002.004.006.008.0010.0012.001.120.61
The chart of Omega ratio for EMGF, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.08
The chart of Calmar ratio for EMGF, currently valued at 0.73, compared to the broader market0.005.0010.0015.000.730.51
The chart of Martin ratio for EMGF, currently valued at 2.56, compared to the broader market0.0020.0040.0060.0080.00100.002.561.33
EMGF
AVES

The current EMGF Sharpe Ratio is 0.74, which is higher than the AVES Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of EMGF and AVES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.74
0.37
EMGF
AVES

Dividends

EMGF vs. AVES - Dividend Comparison

EMGF's dividend yield for the trailing twelve months is around 3.42%, less than AVES's 4.12% yield.


TTM202420232022202120202019201820172016
EMGF
iShares Edge MSCI Multifactor Emerging Markets ETF
3.42%3.42%5.94%4.04%2.48%1.95%2.63%2.73%1.95%2.04%
AVES
Avantis Emerging Markets Value ETF
4.12%4.09%3.96%3.70%0.62%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EMGF vs. AVES - Drawdown Comparison

The maximum EMGF drawdown since its inception was -40.23%, which is greater than AVES's maximum drawdown of -27.40%. Use the drawdown chart below to compare losses from any high point for EMGF and AVES. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.89%
-10.99%
EMGF
AVES

Volatility

EMGF vs. AVES - Volatility Comparison

iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF) has a higher volatility of 3.95% compared to Avantis Emerging Markets Value ETF (AVES) at 3.53%. This indicates that EMGF's price experiences larger fluctuations and is considered to be riskier than AVES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.95%
3.53%
EMGF
AVES