META vs. AVDV
META (Meta Platforms, Inc.) is a stock, while AVDV (Avantis International Small Cap Value ETF) is Foreign Small & Mid Cap Equities fund actively managed by Avantis. Over the past 5 years, META returned 11.52%/yr vs 13.63%/yr for AVDV. At a 0.42 correlation, their price movements are largely independent.
Performance
META vs. AVDV - 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 AVDV's 14.99% 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%
AVDV
- 1D
- 0.89%
- 1M
- -1.99%
- YTD
- 14.99%
- 6M
- 17.18%
- 1Y
- 41.91%
- 3Y*
- 26.72%
- 5Y*
- 13.63%
- 10Y*
- —
META vs. AVDV - 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% |
AVDV Avantis International Small Cap Value ETF | 14.99% | 49.37% | 8.67% | 16.85% | -11.47% | 15.80% | 5.01% | 11.78% |
Correlation
The correlation between META and AVDV is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.42 |
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Return for Risk
META vs. AVDV — Risk / Return Rank
META
AVDV
META vs. AVDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and Avantis International Small Cap Value ETF (AVDV). 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 | AVDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.04 | ||
| Sortino ratioReturn per unit of downside risk | -3.90 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.46 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 3.12 | -3.66 |
| Martin ratioReturn relative to average drawdown | -1.12 | 12.44 | -13.57 |
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Drawdowns
META vs. AVDV - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for META and AVDV.
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Drawdown Indicators
| META | AVDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -43.01% | -33.73% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -13.19% | -20.11% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -14.17% | -19.98% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -28.08% | -48.66% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | — | — |
Current DrawdownCurrent decline from peak | -28.06% | -2.24% | -25.82% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -6.76% | -9.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.06% | 3.30% | +12.76% |
Volatility
META vs. AVDV - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 10.17% compared to Avantis International Small Cap Value ETF (AVDV) at 6.26%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | AVDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 6.26% | +3.91% |
Volatility (6M)Calculated over the trailing 6-month period | 26.91% | 13.88% | +13.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.52% | 16.25% | +19.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.04% | 17.41% | +26.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.67% | 19.77% | +18.90% |
Dividends
META vs. AVDV - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.37%, less than AVDV's 4.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 4.11% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% |
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 AVDV have a correlation of 0.36, 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 AVDV (6.26%). In terms of maximum drawdown, META dropped -76.74% vs AVDV's -43.01%.
AVDV currently has the higher Sharpe Ratio (2.53 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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