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NEAR vs. AVSF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NEAR vs. AVSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short Duration Bond Active ETF (NEAR) and Avantis Short-Term Fixed Income ETF (AVSF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NEAR achieves a 0.73% return, which is significantly higher than AVSF's 0.43% return.


NEAR

1D
0.00%
1M
0.20%
YTD
0.73%
6M
1.15%
1Y
4.31%
3Y*
5.64%
5Y*
3.86%
10Y*
2.85%

AVSF

1D
-0.09%
1M
0.10%
YTD
0.43%
6M
0.72%
1Y
4.02%
3Y*
4.80%
5Y*
1.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEAR vs. AVSF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NEAR
iShares Short Duration Bond Active ETF
0.73%5.90%5.09%7.42%0.41%0.32%0.35%
AVSF
Avantis Short-Term Fixed Income ETF
0.43%6.57%3.81%5.25%-5.52%-1.17%0.53%

Correlation

The correlation between NEAR and AVSF is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2020

0.67

Over the past year, NEAR and AVSF have become more correlated (0.87) than their long-term average of 0.67, meaning their price movements have been converging.

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Return for Risk

NEAR vs. AVSF — Risk / Return Rank

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

NEAR
NEAR Risk / Return Rank: 8787
Overall Rank
NEAR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
NEAR Sortino Ratio Rank: 9494
Sortino Ratio Rank
NEAR Omega Ratio Rank: 9393
Omega Ratio Rank
NEAR Calmar Ratio Rank: 7575
Calmar Ratio Rank
NEAR Martin Ratio Rank: 8484
Martin Ratio Rank

AVSF
AVSF Risk / Return Rank: 6464
Overall Rank
AVSF Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AVSF Sortino Ratio Rank: 7272
Sortino Ratio Rank
AVSF Omega Ratio Rank: 6767
Omega Ratio Rank
AVSF Calmar Ratio Rank: 5757
Calmar Ratio Rank
AVSF Martin Ratio Rank: 6060
Martin Ratio Rank
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.

NEAR vs. AVSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short Duration Bond Active ETF (NEAR) and Avantis Short-Term Fixed Income ETF (AVSF). 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.


NEARAVSFDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.66

1.40

+0.26

Calmar ratioReturn relative to maximum drawdown

3.81

2.85

+0.96

Martin ratioReturn relative to average drawdown

17.49

10.80

+6.69

NEAR vs. AVSF - Sharpe Ratio Comparison

The current NEAR Sharpe Ratio is 3.18, which is higher than the AVSF Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of NEAR and AVSF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NEARAVSFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.18

2.15

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.90

0.69

+2.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.66

+0.42

Drawdowns

NEAR vs. AVSF - Drawdown Comparison

The maximum NEAR drawdown since its inception was -9.61%, which is greater than AVSF's maximum drawdown of -8.85%. Use the drawdown chart below to compare losses from any high point for NEAR and AVSF.


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Drawdown Indicators


NEARAVSFDifference

Max Drawdown

Largest peak-to-trough decline

-9.61%

-8.85%

-0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

-1.42%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-1.16%

-1.42%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-1.32%

-8.85%

+7.53%

Max Drawdown (10Y)

Largest decline over 10 years

-9.61%

Current Drawdown

Current decline from peak

-0.09%

-0.55%

+0.46%

Average Drawdown

Average peak-to-trough decline

-0.16%

-2.20%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

0.37%

-0.12%

Volatility

NEAR vs. AVSF - Volatility Comparison

The current volatility for iShares Short Duration Bond Active ETF (NEAR) is 0.37%, while Avantis Short-Term Fixed Income ETF (AVSF) has a volatility of 0.56%. This indicates that NEAR experiences smaller price fluctuations and is considered to be less risky than AVSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEARAVSFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

0.56%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

1.00%

1.35%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

1.36%

1.88%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.34%

2.65%

-1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.50%

2.52%

-0.02%

NEAR vs. AVSF - Expense Ratio Comparison

NEAR has a 0.25% expense ratio, which is higher than AVSF's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

NEAR vs. AVSF - Dividend Comparison

NEAR's dividend yield for the trailing twelve months is around 4.44%, more than AVSF's 4.02% yield.


PositionTTM20252024202320222021202020192018201720162015
AVSF
Avantis Short-Term Fixed Income ETF
4.02%4.31%4.34%3.93%1.78%0.48%0.10%0.00%0.00%0.00%0.00%0.00%
NEAR
iShares Short Duration Bond Active ETF
4.44%4.54%5.00%4.59%1.78%0.76%1.53%2.69%2.25%1.52%1.07%0.85%

Frequently Asked Questions


NEAR and AVSF have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVSF has higher volatility (0.56%) compared to NEAR (0.37%). In terms of maximum drawdown, NEAR dropped -9.61% vs AVSF's -8.85%.

On 5-year performance, NEAR leads with 3.86% vs 1.83% for AVSF. On fees, AVSF is cheaper at 0.15% per year. On volatility, NEAR has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, NEAR has performed better with a 3.86% return vs 1.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVSF is cheaper with a 0.15% expense ratio, compared with 0.25% for NEAR.

NEAR has the higher dividend yield at 4.44%, compared with 4.02% for AVSF.

They also come from different issuers: iShares and Avantis. Their fees differ too: 0.25% for NEAR and 0.15% for AVSF.

NEAR currently has the higher Sharpe Ratio (3.18 vs 2.15), 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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