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NTSI vs. AVDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NTSI and AVDE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

NTSI vs. AVDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Efficient Core Fund (NTSI) and Avantis International Equity ETF (AVDE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NTSI:

0.59

AVDE:

0.77

Sortino Ratio

NTSI:

1.00

AVDE:

1.23

Omega Ratio

NTSI:

1.13

AVDE:

1.17

Calmar Ratio

NTSI:

0.78

AVDE:

1.05

Martin Ratio

NTSI:

1.91

AVDE:

3.38

Ulcer Index

NTSI:

5.37%

AVDE:

4.16%

Daily Std Dev

NTSI:

16.03%

AVDE:

17.21%

Max Drawdown

NTSI:

-34.01%

AVDE:

-36.99%

Current Drawdown

NTSI:

-0.28%

AVDE:

0.00%

Returns By Period

In the year-to-date period, NTSI achieves a 12.39% return, which is significantly lower than AVDE's 14.57% return.


NTSI

YTD

12.39%

1M

8.47%

6M

8.98%

1Y

9.34%

5Y*

N/A

10Y*

N/A

AVDE

YTD

14.57%

1M

9.47%

6M

11.09%

1Y

13.09%

5Y*

13.94%

10Y*

N/A

*Annualized

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NTSI vs. AVDE - Expense Ratio Comparison

NTSI has a 0.26% expense ratio, which is higher than AVDE's 0.23% 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%.


Risk-Adjusted Performance

NTSI vs. AVDE — Risk-Adjusted Performance Rank

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

NTSI
The Risk-Adjusted Performance Rank of NTSI is 6363
Overall Rank
The Sharpe Ratio Rank of NTSI is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of NTSI is 6363
Sortino Ratio Rank
The Omega Ratio Rank of NTSI is 5959
Omega Ratio Rank
The Calmar Ratio Rank of NTSI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of NTSI is 5757
Martin Ratio Rank

AVDE
The Risk-Adjusted Performance Rank of AVDE is 7878
Overall Rank
The Sharpe Ratio Rank of AVDE is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDE is 7676
Sortino Ratio Rank
The Omega Ratio Rank of AVDE is 7676
Omega Ratio Rank
The Calmar Ratio Rank of AVDE is 8484
Calmar Ratio Rank
The Martin Ratio Rank of AVDE is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NTSI vs. AVDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) 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.


The current NTSI Sharpe Ratio is 0.59, which is comparable to the AVDE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of NTSI and AVDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

NTSI vs. AVDE - Dividend Comparison

NTSI has not paid dividends to shareholders, while AVDE's dividend yield for the trailing twelve months is around 2.88%.


TTM202420232022202120202019
NTSI
WisdomTree International Efficient Core Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVDE
Avantis International Equity ETF
2.88%3.29%3.01%2.79%2.46%1.63%0.29%

Drawdowns

NTSI vs. AVDE - Drawdown Comparison

The maximum NTSI drawdown since its inception was -34.01%, smaller than the maximum AVDE drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for NTSI and AVDE. For additional features, visit the drawdowns tool.


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Volatility

NTSI vs. AVDE - Volatility Comparison

WisdomTree International Efficient Core Fund (NTSI) and Avantis International Equity ETF (AVDE) have volatilities of 3.76% and 3.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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