IDYN vs. AVEM
IDYN (iShares International Equity Factor Rotation Active ETF) and AVEM (Avantis Emerging Markets Equity ETF) are both exchange-traded funds - IDYN is a Foreign Large Cap Equities fund actively managed by iShares, while AVEM is a Emerging Markets Equities fund actively managed by Avantis. Both are actively managed. A 0.74 correlation means they provide meaningful diversification when combined. IDYN charges 0.40%/yr vs 0.33%/yr for AVEM.
Performance
IDYN vs. AVEM - Performance Comparison
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Returns By Period
In the year-to-date period, IDYN achieves a 8.11% return, which is significantly lower than AVEM's 23.01% return.
IDYN
- 1D
- 0.40%
- 1M
- -0.66%
- 6M
- 4.74%
- YTD
- 8.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVEM
- 1D
- 0.18%
- 1M
- -1.24%
- 6M
- 18.46%
- YTD
- 23.01%
- 1Y
- 39.70%
- 3Y*
- 23.66%
- 5Y*
- 9.74%
- 10Y*
- —
IDYN vs. AVEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDYN iShares International Equity Factor Rotation Active ETF | 8.11% | 10.97% |
AVEM Avantis Emerging Markets Equity ETF | 23.01% | 11.78% |
Correlation
The correlation between IDYN and AVEM is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 7, 2025 | 0.74 |
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Return for Risk
IDYN vs. AVEM — Risk / Return Rank
IDYN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
AVEM
IDYN vs. AVEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Equity Factor Rotation Active ETF (IDYN) and Avantis Emerging Markets Equity ETF (AVEM). 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.
| IDYN | AVEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.33 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.02 | — |
| Martin ratioReturn relative to average drawdown | — | 10.71 | — |
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Drawdowns
IDYN vs. AVEM - Drawdown Comparison
The maximum IDYN drawdown since its inception was -12.68%, smaller than the maximum AVEM drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for IDYN and AVEM.
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Drawdown Indicators
| IDYN | AVEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.68% | -36.05% | +23.37% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.13% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.02% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.41% | — |
Current DrawdownCurrent decline from peak | -4.53% | -6.03% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -2.67% | -10.01% | +7.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.70% | — |
Volatility
IDYN vs. AVEM - Volatility Comparison
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Volatility by Period
| IDYN | AVEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 10.84% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 20.75% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 22.79% | -5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 19.12% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.18% | 20.96% | -3.78% |
IDYN vs. AVEM - Expense Ratio Comparison
IDYN has a 0.40% expense ratio, which is higher than AVEM's 0.33% expense ratio.
Dividends
IDYN vs. AVEM - Dividend Comparison
IDYN's dividend yield for the trailing twelve months is around 1.84%, less than AVEM's 1.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVEM Avantis Emerging Markets Equity ETF | 1.86% | 2.45% | 3.17% | 3.06% | 2.77% | 2.61% | 1.60% | 0.35% |
IDYN iShares International Equity Factor Rotation Active ETF | 1.84% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDYN and AVEM have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AVEM is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AVEM is cheaper with a 0.33% expense ratio, compared with 0.40% for IDYN.
AVEM has the higher dividend yield at 1.86%, compared with 1.84% for IDYN.
IDYN is categorized as Foreign Large Cap Equities, while AVEM is Emerging Markets Equities. They also come from different issuers: iShares and Avantis. Their fees differ too: 0.40% for IDYN and 0.33% for AVEM.
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