ISCF vs. AVEM
Compare and contrast key facts about iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and Avantis Emerging Markets Equity ETF (AVEM).
ISCF and AVEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISCF is a passively managed fund by iShares that tracks the performance of the MSCI World exUSA SmallCap Diversified Multi-Factor. It was launched on Apr 28, 2015. AVEM is a passively managed fund by American Century Investments that tracks the performance of the MSCI Emerging Markets Index. It was launched on Sep 17, 2019. Both ISCF and AVEM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISCF or AVEM.
Performance
ISCF vs. AVEM - Performance Comparison
Returns By Period
In the year-to-date period, ISCF achieves a 4.28% return, which is significantly lower than AVEM's 7.91% return.
ISCF
4.28%
-4.81%
-0.58%
13.25%
5.08%
N/A
AVEM
7.91%
-6.34%
-2.51%
13.37%
5.43%
N/A
Key characteristics
| ISCF | AVEM | |
|---|---|---|
| Sharpe Ratio | 1.00 | 0.81 |
| Sortino Ratio | 1.46 | 1.21 |
| Omega Ratio | 1.18 | 1.15 |
| Calmar Ratio | 0.79 | 0.71 |
| Martin Ratio | 5.50 | 4.11 |
| Ulcer Index | 2.54% | 3.12% |
| Daily Std Dev | 13.99% | 15.77% |
| Max Drawdown | -40.79% | -36.05% |
| Current Drawdown | -7.15% | -8.84% |
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ISCF vs. AVEM - Expense Ratio Comparison
ISCF has a 0.40% expense ratio, which is higher than AVEM's 0.33% expense ratio.
Correlation
The correlation between ISCF and AVEM is 0.79, 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
ISCF vs. AVEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) 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.
Dividends
ISCF vs. AVEM - Dividend Comparison
ISCF's dividend yield for the trailing twelve months is around 3.95%, more than AVEM's 2.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISCF iShares MSCI Intl Small-Cap Multifactor ETF | 3.95% | 3.94% | 2.73% | 3.93% | 2.31% | 2.87% | 2.13% | 1.98% | 2.89% | 1.46% |
AVEM Avantis Emerging Markets Equity ETF | 2.84% | 3.06% | 2.77% | 2.61% | 1.60% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ISCF vs. AVEM - Drawdown Comparison
The maximum ISCF drawdown since its inception was -40.79%, which is greater than AVEM's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for ISCF and AVEM. For additional features, visit the drawdowns tool.
Volatility
ISCF vs. AVEM - Volatility Comparison
iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and Avantis Emerging Markets Equity ETF (AVEM) have volatilities of 4.67% and 4.73%, 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.