PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IDVO vs. AVDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDVO and AVDV is 0.84, 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.


-0.50.00.51.00.8

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.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.75%
0.98%
IDVO
AVDV

Key characteristics

Sharpe Ratio

IDVO:

0.84

AVDV:

0.60

Sortino Ratio

IDVO:

1.19

AVDV:

0.89

Omega Ratio

IDVO:

1.15

AVDV:

1.11

Calmar Ratio

IDVO:

1.20

AVDV:

1.04

Martin Ratio

IDVO:

4.50

AVDV:

2.63

Ulcer Index

IDVO:

2.45%

AVDV:

3.21%

Daily Std Dev

IDVO:

13.21%

AVDV:

14.02%

Max Drawdown

IDVO:

-11.00%

AVDV:

-43.01%

Current Drawdown

IDVO:

-3.22%

AVDV:

-7.41%

Returns By Period

In the year-to-date period, IDVO achieves a 10.96% return, which is significantly higher than AVDV's 7.32% return.


IDVO

YTD

10.96%

1M

-1.36%

6M

1.74%

1Y

11.55%

5Y*

N/A

10Y*

N/A

AVDV

YTD

7.32%

1M

-1.60%

6M

0.98%

1Y

7.90%

5Y*

6.37%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IDVO vs. AVDV - Expense Ratio Comparison

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


IDVO
Amplify International Enhanced Dividend Income ETF
Expense ratio chart for IDVO: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for AVDV: 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

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.


Sharpe ratio
The chart of Sharpe ratio for IDVO, currently valued at 0.84, compared to the broader market0.002.004.000.840.60
The chart of Sortino ratio for IDVO, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.0010.001.190.89
The chart of Omega ratio for IDVO, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.11
The chart of Calmar ratio for IDVO, currently valued at 1.20, compared to the broader market0.005.0010.0015.001.201.04
The chart of Martin ratio for IDVO, currently valued at 4.50, compared to the broader market0.0020.0040.0060.0080.00100.004.502.63
IDVO
AVDV

The current IDVO Sharpe Ratio is 0.84, which is higher than the AVDV Sharpe Ratio of 0.60. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.84
0.60
IDVO
AVDV

Dividends

IDVO vs. AVDV - Dividend Comparison

IDVO's dividend yield for the trailing twelve months is around 6.04%, more than AVDV's 4.36% yield.


TTM20232022202120202019
IDVO
Amplify International Enhanced Dividend Income ETF
6.04%5.71%1.96%0.00%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF
4.36%3.29%3.17%2.39%1.67%0.36%

Drawdowns

IDVO vs. AVDV - Drawdown Comparison

The maximum IDVO drawdown since its inception was -11.00%, 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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.22%
-7.41%
IDVO
AVDV

Volatility

IDVO vs. AVDV - Volatility Comparison

Amplify International Enhanced Dividend Income ETF (IDVO) and Avantis International Small Cap Value ETF (AVDV) have volatilities of 3.73% and 3.63%, 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.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.73%
3.63%
IDVO
AVDV
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab