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IDVO vs. AVDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDVO and AVDV is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

IDVO vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify International Enhanced Dividend Income ETF (IDVO) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IDVO:

0.57

AVDV:

0.85

Sortino Ratio

IDVO:

0.88

AVDV:

1.34

Omega Ratio

IDVO:

1.12

AVDV:

1.19

Calmar Ratio

IDVO:

0.67

AVDV:

1.18

Martin Ratio

IDVO:

3.02

AVDV:

4.15

Ulcer Index

IDVO:

3.42%

AVDV:

4.05%

Daily Std Dev

IDVO:

18.23%

AVDV:

18.52%

Max Drawdown

IDVO:

-15.45%

AVDV:

-43.01%

Current Drawdown

IDVO:

-0.84%

AVDV:

0.00%

Returns By Period

In the year-to-date period, IDVO achieves a 10.56% return, which is significantly lower than AVDV's 13.66% return.


IDVO

YTD

10.56%

1M

11.53%

6M

8.20%

1Y

10.15%

5Y*

N/A

10Y*

N/A

AVDV

YTD

13.66%

1M

12.83%

6M

12.47%

1Y

15.74%

5Y*

15.73%

10Y*

N/A

*Annualized

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IDVO vs. AVDV - Expense Ratio Comparison

IDVO has a 0.65% expense ratio, which is higher than AVDV's 0.36% expense ratio.


Risk-Adjusted Performance

IDVO vs. AVDV — Risk-Adjusted Performance Rank

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

IDVO
The Risk-Adjusted Performance Rank of IDVO is 6767
Overall Rank
The Sharpe Ratio Rank of IDVO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of IDVO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of IDVO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of IDVO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of IDVO is 7575
Martin Ratio Rank

AVDV
The Risk-Adjusted Performance Rank of AVDV is 8181
Overall Rank
The Sharpe Ratio Rank of AVDV is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDV is 7979
Sortino Ratio Rank
The Omega Ratio Rank of AVDV is 8080
Omega Ratio Rank
The Calmar Ratio Rank of AVDV is 8686
Calmar Ratio Rank
The Martin Ratio Rank of AVDV is 8282
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.

IDVO vs. AVDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify International Enhanced Dividend Income ETF (IDVO) 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.


The current IDVO Sharpe Ratio is 0.57, which is lower than the AVDV Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of IDVO and AVDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

IDVO vs. AVDV - Dividend Comparison

IDVO's dividend yield for the trailing twelve months is around 5.79%, more than AVDV's 3.79% yield.


TTM202420232022202120202019
IDVO
Amplify International Enhanced Dividend Income ETF
5.79%6.14%5.71%1.96%0.00%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF
3.79%4.31%3.29%3.17%2.39%1.67%0.36%

Drawdowns

IDVO vs. AVDV - Drawdown Comparison

The maximum IDVO drawdown since its inception was -15.45%, smaller than the maximum AVDV drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for IDVO and AVDV. For additional features, visit the drawdowns tool.


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Volatility

IDVO vs. AVDV - Volatility Comparison

Amplify International Enhanced Dividend Income ETF (IDVO) and Avantis International Small Cap Value ETF (AVDV) have volatilities of 4.63% and 4.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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