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

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%JuneJulyAugustSeptemberOctoberNovember
0.22%
0.69%
IDVO
AVDV

Returns By Period

In the year-to-date period, IDVO achieves a 11.80% return, which is significantly higher than AVDV's 8.10% return.


IDVO

YTD

11.80%

1M

-1.37%

6M

0.22%

1Y

15.71%

5Y (annualized)

N/A

10Y (annualized)

N/A

AVDV

YTD

8.10%

1M

-3.25%

6M

0.69%

1Y

16.78%

5Y (annualized)

7.61%

10Y (annualized)

N/A

Key characteristics


IDVOAVDV
Sharpe Ratio1.071.13
Sortino Ratio1.491.58
Omega Ratio1.191.20
Calmar Ratio1.541.97
Martin Ratio5.925.78
Ulcer Index2.40%2.76%
Daily Std Dev13.28%14.16%
Max Drawdown-11.00%-43.01%
Current Drawdown-1.92%-6.74%

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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.


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%

Correlation

-0.50.00.51.00.8

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.

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 1.07, compared to the broader market0.002.004.006.001.071.13
The chart of Sortino ratio for IDVO, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.0010.0012.001.491.58
The chart of Omega ratio for IDVO, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.20
The chart of Calmar ratio for IDVO, currently valued at 1.54, compared to the broader market0.005.0010.0015.001.541.97
The chart of Martin ratio for IDVO, currently valued at 5.92, compared to the broader market0.0020.0040.0060.0080.00100.005.925.78
IDVO
AVDV

The current IDVO Sharpe Ratio is 1.07, which is comparable to the AVDV Sharpe Ratio of 1.13. 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.07
1.13
IDVO
AVDV

Dividends

IDVO vs. AVDV - Dividend Comparison

IDVO's dividend yield for the trailing twelve months is around 5.92%, more than AVDV's 3.12% yield.


TTM20232022202120202019
IDVO
Amplify International Enhanced Dividend Income ETF
5.92%5.71%1.96%0.00%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF
3.12%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%JuneJulyAugustSeptemberOctoberNovember
-1.92%
-6.74%
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 3.70% and 3.80%, 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%JuneJulyAugustSeptemberOctoberNovember
3.70%
3.80%
IDVO
AVDV