PortfoliosLab logoPortfoliosLab logo
LENS vs. AVTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LENS vs. AVTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sarmaya Thematic ETF (LENS) and Avantis Total Equity Markets ETF (AVTM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


LENS

1D
-0.52%
1M
-7.84%
YTD
5.02%
6M
2.93%
1Y
47.02%
3Y*
5Y*
10Y*

AVTM

1D
-0.20%
1M
2.01%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LENS vs. AVTM - Yearly Performance Comparison


Correlation

The correlation between LENS and AVTM is 0.51, 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 Feb 2, 2026

0.51

Compare stocks, funds, or ETFs

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


Return for Risk

LENS vs. AVTM — Risk / Return Rank

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

LENS
LENS Risk / Return Rank: 4646
Overall Rank
LENS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LENS Sortino Ratio Rank: 4242
Sortino Ratio Rank
LENS Omega Ratio Rank: 4949
Omega Ratio Rank
LENS Calmar Ratio Rank: 4848
Calmar Ratio Rank
LENS Martin Ratio Rank: 4141
Martin Ratio Rank

AVTM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LENS vs. AVTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sarmaya Thematic ETF (LENS) and Avantis Total Equity Markets ETF (AVTM). 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.


LENSAVTMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.31

Martin ratioReturn relative to average drawdown

6.43

LENS vs. AVTM - Sharpe Ratio Comparison


Loading charts...

Drawdowns

LENS vs. AVTM - Drawdown Comparison

The maximum LENS drawdown since its inception was -20.49%, which is greater than AVTM's maximum drawdown of -9.21%. Use the drawdown chart below to compare losses from any high point for LENS and AVTM.


Loading charts...

Drawdown Indicators


LENSAVTMDifference

Max Drawdown

Largest peak-to-trough decline

-20.49%

-9.21%

-11.28%

Max Drawdown (1Y)

Largest decline over 1 year

-20.49%

Current Drawdown

Current decline from peak

-19.96%

-0.88%

-19.08%

Average Drawdown

Average peak-to-trough decline

-4.19%

-2.01%

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.33%

Volatility

LENS vs. AVTM - Volatility Comparison


Loading charts...

Volatility by Period


LENSAVTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

Volatility (6M)

Calculated over the trailing 6-month period

23.03%

Volatility (1Y)

Calculated over the trailing 1-year period

27.62%

16.39%

+11.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.83%

16.39%

+9.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.83%

16.39%

+9.44%

LENS vs. AVTM - Expense Ratio Comparison

LENS has a 0.79% expense ratio, which is higher than AVTM's 0.22% expense ratio.


Dividends

LENS vs. AVTM - Dividend Comparison

LENS's dividend yield for the trailing twelve months is around 1.52%, more than AVTM's 0.28% yield.


PositionTTM2025
AVTM
Avantis Total Equity Markets ETF
0.28%0.00%
LENS
Sarmaya Thematic ETF
1.52%1.60%

Frequently Asked Questions


LENS and AVTM have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVTM is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVTM is cheaper with a 0.22% expense ratio, compared with 0.79% for LENS.

LENS has the higher dividend yield at 1.52%, compared with 0.28% for AVTM.

They also come from different issuers: Sarmaya Partners and Avantis. Their fees differ too: 0.79% for LENS and 0.22% for AVTM.

Portfolio Optimizer

Find the right allocation for LENS and AVTM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer