META vs. AVDE
META (Meta Platforms, Inc.) is a stock, while AVDE (Avantis International Equity ETF) is Foreign Large Cap Equities fund actively managed by Avantis. Over the past 5 years, META returned 11.52%/yr vs 9.98%/yr for AVDE. At a 0.46 correlation, their price movements are largely independent.
Performance
META vs. AVDE - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -14.03% return, which is significantly lower than AVDE's 10.87% return.
META
- 1D
- -0.26%
- 1M
- -7.69%
- YTD
- -14.03%
- 6M
- -11.84%
- 1Y
- -16.71%
- 3Y*
- 28.18%
- 5Y*
- 11.52%
- 10Y*
- 17.39%
AVDE
- 1D
- 0.59%
- 1M
- 1.98%
- YTD
- 10.87%
- 6M
- 12.42%
- 1Y
- 27.50%
- 3Y*
- 19.56%
- 5Y*
- 9.98%
- 10Y*
- —
META vs. AVDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -14.03% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 12.28% |
AVDE Avantis International Equity ETF | 10.87% | 38.05% | 4.88% | 17.18% | -13.68% | 13.62% | 8.26% | 7.95% |
Correlation
The correlation between META and AVDE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.46 |
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Return for Risk
META vs. AVDE — Risk / Return Rank
META
AVDE
META vs. AVDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Avantis International Equity ETF (AVDE). 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.
| META | AVDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -3.01 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.32 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 2.30 | -2.84 |
| Martin ratioReturn relative to average drawdown | -1.12 | 9.00 | -10.12 |
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Drawdowns
META vs. AVDE - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than AVDE's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for META and AVDE.
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Drawdown Indicators
| META | AVDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -36.99% | -39.75% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -11.48% | -21.82% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -13.46% | -20.69% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -28.73% | -48.01% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | — | — |
Current DrawdownCurrent decline from peak | -28.06% | -1.09% | -26.97% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -6.15% | -9.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.06% | 2.94% | +13.12% |
Volatility
META vs. AVDE - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 10.17% compared to Avantis International Equity ETF (AVDE) at 5.57%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than AVDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | AVDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 5.57% | +4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 26.91% | 12.80% | +14.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.52% | 15.06% | +20.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.04% | 16.39% | +27.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.67% | 18.93% | +19.74% |
Dividends
META vs. AVDE - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.37%, less than AVDE's 3.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVDE Avantis International Equity ETF | 3.84% | 2.66% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% |
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
META and AVDE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (10.17%) compared to AVDE (5.57%). In terms of maximum drawdown, META dropped -76.74% vs AVDE's -36.99%.
AVDE currently has the higher Sharpe Ratio (1.76 vs -0.51), 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.
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