NTSI vs. AVNM

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree International Efficient Core Fund (NTSI) and Avantis All International Markets Equity ETF (AVNM).

NTSI and AVNM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NTSI is an actively managed fund by WisdomTree. It was launched on May 18, 2021. AVNM is an actively managed fund by Avantis. It was launched on Jun 27, 2023.

Performance

NTSI vs. AVNM - Performance Comparison

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

NTSI vs. AVNM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
NTSI WisdomTree International Efficient Core Fund	1.54%	30.37%	1.11%	5.84%
AVNM Avantis All International Markets Equity ETF	5.29%	38.30%	5.52%	8.60%

Returns By Period

In the year-to-date period, NTSI achieves a 1.54% return, which is significantly lower than AVNM's 5.29% return.

NTSI

• 1D: 1.34%
• 1M: -5.13%
• YTD: 1.54%
• 6M: 5.18%
• 1Y: 21.96%
• 3Y*: 12.37%
• 5Y*: —
• 10Y*: —

AVNM

• 1D: 1.52%
• 1M: -5.57%
• YTD: 5.29%
• 6M: 10.63%
• 1Y: 36.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NTSI vs. AVNM - Expense Ratio Comparison

NTSI has a 0.26% expense ratio, which is lower than AVNM's 0.31% expense ratio.

AVNM

Avantis All International Markets Equity ETF

NTSI

WisdomTree International Efficient Core Fund

Return for Risk

NTSI vs. AVNM — Risk / Return Rank

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

NTSI

NTSI Risk / Return Rank: 68
NTSI Sharpe Ratio Rank: 72
NTSI Sortino Ratio Rank: 70
NTSI Omega Ratio Rank: 66
NTSI Calmar Ratio Rank: 66
NTSI Martin Ratio Rank: 67

AVNM

AVNM Risk / Return Rank: 92
AVNM Sharpe Ratio Rank: 92
AVNM Sortino Ratio Rank: 92
AVNM Omega Ratio Rank: 94
AVNM Calmar Ratio Rank: 90
AVNM Martin Ratio Rank: 90

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.

NTSI vs. AVNM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) and Avantis All International Markets Equity ETF (AVNM). 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.

	NTSI	AVNM	Difference
Sharpe ratio Return per unit of total volatility	1.33	2.15	-0.82
Sortino ratio Return per unit of downside risk	1.83	2.80	-0.98
Omega ratio Gain probability vs. loss probability	1.25	1.44	-0.19
Calmar ratio Return relative to maximum drawdown	1.79	3.17	-1.38
Martin ratio Return relative to average drawdown	7.12	12.20	-5.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NTSI vs. AVNM - Sharpe Ratio Comparison

The current NTSI Sharpe Ratio is 1.33, which is lower than the AVNM Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of NTSI and AVNM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NTSI	AVNM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	2.15	-0.82
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	1.41	-1.08

Correlation

The correlation between NTSI and AVNM is 0.91, 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.

Dividends

NTSI vs. AVNM - Dividend Comparison

NTSI's dividend yield for the trailing twelve months is around 3.70%, more than AVNM's 2.73% yield.

	TTM	2025	2024	2023	2022	2021
NTSI WisdomTree International Efficient Core Fund	3.70%	3.65%	2.92%	2.35%	2.66%	0.97%
AVNM Avantis All International Markets Equity ETF	2.73%	2.76%	3.51%	1.69%	0.00%	0.00%

Drawdowns

NTSI vs. AVNM - Drawdown Comparison

The maximum NTSI drawdown since its inception was -34.01%, which is greater than AVNM's maximum drawdown of -14.03%. Use the drawdown chart below to compare losses from any high point for NTSI and AVNM.

Drawdown Indicators

	NTSI	AVNM	Difference
Max Drawdown Largest peak-to-trough decline	-34.01%	-14.03%	-19.98%
Max Drawdown (1Y) Largest decline over 1 year	-12.33%	-11.60%	-0.73%
Current Drawdown Current decline from peak	-7.50%	-7.34%	-0.16%
Average Drawdown Average peak-to-trough decline	-9.36%	-2.57%	-6.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	3.01%	+0.09%

Volatility

NTSI vs. AVNM - Volatility Comparison

WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 7.69% compared to Avantis All International Markets Equity ETF (AVNM) at 7.27%. This indicates that NTSI's price experiences larger fluctuations and is considered to be riskier than AVNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NTSI	AVNM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.69%	7.27%	+0.42%
Volatility (6M) Calculated over the trailing 6-month period	11.35%	11.41%	-0.06%
Volatility (1Y) Calculated over the trailing 1-year period	16.62%	17.01%	-0.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	14.61%	+0.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.56%	14.61%	+0.95%