LGDX vs. AVIE

Last updated Jul 17, 2026

LGDX (Intech S&P Large Cap Diversified Alpha ETF) and AVIE (Avantis Inflation Focused Equity ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, LGDX returned 17.01% vs 27.37% for AVIE. At a 0.33 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.

Performance

LGDX vs. AVIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intech S&P Large Cap Diversified Alpha ETF (LGDX) and Avantis Inflation Focused Equity ETF (AVIE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LGDX achieves a 8.60% return, which is significantly lower than AVIE's 16.68% return.

LGDX

• 1D: -0.85%
• 1M: -0.33%
• 6M: 7.99%
• YTD: 8.60%
• 1Y: 17.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AVIE

• 1D: 1.01%
• 1M: 2.61%
• 6M: 12.54%
• YTD: 16.68%
• 1Y: 27.37%
• 3Y*: 13.39%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LGDX vs. AVIE - Yearly Performance Comparison

	2026 (YTD)	2025
LGDX Intech S&P Large Cap Diversified Alpha ETF	8.60%	15.03%
AVIE Avantis Inflation Focused Equity ETF	16.68%	5.97%

Correlation

The correlation between LGDX and AVIE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (All Time) Calculated using the full available price history since Feb 28, 2025	0.33

The correlation between LGDX and AVIE shifts across timeframes, from 0.15 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

LGDX vs. AVIE - Sectors Allocation Comparison

Sectors	LGDX	AVIE
Technology	37.3%	0.1%
Communication Services	11.2%	-
Consumer Cyclical	10.3%	0.0%
Financial Services	10.1%	15.0%
Healthcare	8.8%	26.3%
Industrials	8.3%	1.3%
Consumer Defensive	3.9%	17.1%
Real Estate	2.9%	0.1%
Utilities	2.8%	0.0%
Energy	2.7%	30.0%
Basic Materials	1.8%	9.8%

Return for Risk

LGDX vs. AVIE — Risk / Return Rank

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

LGDX

LGDX Risk / Return Rank: 47
LGDX Sharpe Ratio Rank: 45
LGDX Sortino Ratio Rank: 44
LGDX Omega Ratio Rank: 43
LGDX Calmar Ratio Rank: 46
LGDX Martin Ratio Rank: 57

AVIE

AVIE Risk / Return Rank: 93
AVIE Sharpe Ratio Rank: 93
AVIE Sortino Ratio Rank: 94
AVIE Omega Ratio Rank: 91
AVIE Calmar Ratio Rank: 94
AVIE Martin Ratio Rank: 92

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.

LGDX vs. AVIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intech S&P Large Cap Diversified Alpha ETF (LGDX) and Avantis Inflation Focused Equity ETF (AVIE). 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.

	LGDX	AVIE	Difference
Sharpe ratio: Return per unit of total volatility	1.32	2.71	-1.40
Sortino ratio: Return per unit of downside risk	1.86	3.96	-2.11
Omega ratio: Gain probability vs. loss probability	1.23	1.48	-0.24
Calmar ratio: Return relative to maximum drawdown	1.91	5.53	-3.63
Martin ratio: Return relative to average drawdown	7.87	17.46	-9.60

LGDX vs. AVIE - Sharpe Ratio Comparison

The current LGDX Sharpe Ratio is 1.32, which is lower than the AVIE Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of LGDX and AVIE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LGDX vs. AVIE - Drawdown Comparison

The maximum LGDX drawdown since its inception was -15.79%, which is greater than AVIE's maximum drawdown of -12.39%. Use the drawdown chart below to compare losses from any high point for LGDX and AVIE.

Drawdown Indicators

	LGDX	AVIE	Difference
Max Drawdown Largest peak-to-trough decline	-15.79%	-12.39%	-3.40%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-4.97%	-3.99%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.39%	—
Current Drawdown Current decline from peak	-1.66%	-0.28%	-1.38%
Average Drawdown Average peak-to-trough decline	-2.04%	-2.96%	+0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	1.57%	+0.60%

Volatility

LGDX vs. AVIE - Volatility Comparison

The current volatility for Intech S&P Large Cap Diversified Alpha ETF (LGDX) is 3.13%, while Avantis Inflation Focused Equity ETF (AVIE) has a volatility of 3.73%. This indicates that LGDX experiences smaller price fluctuations and is considered to be less risky than AVIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LGDX	AVIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.13%	3.73%	-0.60%
Volatility (6M) Calculated over the trailing 6-month period	10.34%	7.59%	+2.75%
Volatility (1Y) Calculated over the trailing 1-year period	12.99%	10.14%	+2.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.02%	12.90%	+5.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.02%	12.90%	+5.12%

LGDX vs. AVIE - Expense Ratio Comparison

Both LGDX and AVIE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

LGDX vs. AVIE - Dividend Comparison

LGDX's dividend yield for the trailing twelve months is around 0.48%, less than AVIE's 1.42% yield.

Position	TTM	2025	2024	2023	2022
AVIE Avantis Inflation Focused Equity ETF	1.42%	1.75%	1.89%	3.72%	0.39%
LGDX Intech S&P Large Cap Diversified Alpha ETF	0.48%	0.52%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LGDX and AVIE in my portfolio?

LGDX and AVIE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LGDX or AVIE?

AVIE has higher volatility (3.73%) compared to LGDX (3.13%). In terms of maximum drawdown, LGDX dropped -15.79% vs AVIE's -12.39%.

Which ETF is better, LGDX or AVIE?

On 1-year performance, AVIE leads with 27.37% vs 17.01% for LGDX. Both ETFs have the same 0.25% expense ratio. On volatility, LGDX has been the lower-risk option at 3.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LGDX or AVIE?

Over the 1-year period, AVIE has performed better with a 27.37% return vs 17.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LGDX or AVIE?

LGDX and AVIE have the same expense ratio: 0.25% per year.

Which ETF pays a higher dividend yield, LGDX or AVIE?

AVIE has the higher dividend yield at 1.42%, compared with 0.48% for LGDX.

What is the main difference between LGDX and AVIE?

They also come from different issuers: Intech and Avantis.

Which has better risk-adjusted returns?

AVIE currently has the higher Sharpe Ratio (2.71 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.