PortfoliosLab logo
PID vs. AVLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PID and AVLV is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

PID vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International Dividend Achievers™ ETF (PID) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
23.45%
29.52%
PID
AVLV

Key characteristics

Sharpe Ratio

PID:

0.96

AVLV:

0.15

Sortino Ratio

PID:

1.43

AVLV:

0.35

Omega Ratio

PID:

1.19

AVLV:

1.05

Calmar Ratio

PID:

1.18

AVLV:

0.15

Martin Ratio

PID:

3.56

AVLV:

0.60

Ulcer Index

PID:

3.76%

AVLV:

4.94%

Daily Std Dev

PID:

13.93%

AVLV:

19.19%

Max Drawdown

PID:

-66.34%

AVLV:

-19.50%

Current Drawdown

PID:

-1.38%

AVLV:

-11.64%

Returns By Period

In the year-to-date period, PID achieves a 6.99% return, which is significantly higher than AVLV's -6.17% return.


PID

YTD

6.99%

1M

0.94%

6M

0.51%

1Y

12.38%

5Y*

14.66%

10Y*

4.31%

AVLV

YTD

-6.17%

1M

-6.21%

6M

-5.41%

1Y

2.10%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PID vs. AVLV - Expense Ratio Comparison

PID has a 0.56% expense ratio, which is higher than AVLV's 0.15% expense ratio.


Expense ratio chart for PID: current value is 0.56%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PID: 0.56%
Expense ratio chart for AVLV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVLV: 0.15%

Risk-Adjusted Performance

PID vs. AVLV — Risk-Adjusted Performance Rank

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

PID
The Risk-Adjusted Performance Rank of PID is 8080
Overall Rank
The Sharpe Ratio Rank of PID is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of PID is 8080
Sortino Ratio Rank
The Omega Ratio Rank of PID is 7979
Omega Ratio Rank
The Calmar Ratio Rank of PID is 8686
Calmar Ratio Rank
The Martin Ratio Rank of PID is 7878
Martin Ratio Rank

AVLV
The Risk-Adjusted Performance Rank of AVLV is 3535
Overall Rank
The Sharpe Ratio Rank of AVLV is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of AVLV is 3434
Sortino Ratio Rank
The Omega Ratio Rank of AVLV is 3535
Omega Ratio Rank
The Calmar Ratio Rank of AVLV is 3737
Calmar Ratio Rank
The Martin Ratio Rank of AVLV is 3636
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.

PID vs. AVLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Dividend Achievers™ ETF (PID) and Avantis U.S. Large Cap Value ETF (AVLV). 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 chart of Sharpe ratio for PID, currently valued at 0.96, compared to the broader market-1.000.001.002.003.004.00
PID: 0.96
AVLV: 0.15
The chart of Sortino ratio for PID, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.00
PID: 1.43
AVLV: 0.35
The chart of Omega ratio for PID, currently valued at 1.19, compared to the broader market0.501.001.502.002.50
PID: 1.19
AVLV: 1.05
The chart of Calmar ratio for PID, currently valued at 1.18, compared to the broader market0.002.004.006.008.0010.0012.00
PID: 1.18
AVLV: 0.15
The chart of Martin ratio for PID, currently valued at 3.56, compared to the broader market0.0020.0040.0060.00
PID: 3.56
AVLV: 0.60

The current PID Sharpe Ratio is 0.96, which is higher than the AVLV Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of PID and AVLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.96
0.15
PID
AVLV

Dividends

PID vs. AVLV - Dividend Comparison

PID's dividend yield for the trailing twelve months is around 3.61%, more than AVLV's 1.77% yield.


TTM20242023202220212020201920182017201620152014
PID
Invesco International Dividend Achievers™ ETF
3.61%3.88%3.31%3.29%3.29%3.17%4.00%3.86%3.46%3.91%4.48%3.92%
AVLV
Avantis U.S. Large Cap Value ETF
1.77%1.58%1.85%2.00%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PID vs. AVLV - Drawdown Comparison

The maximum PID drawdown since its inception was -66.34%, which is greater than AVLV's maximum drawdown of -19.50%. Use the drawdown chart below to compare losses from any high point for PID and AVLV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.38%
-11.64%
PID
AVLV

Volatility

PID vs. AVLV - Volatility Comparison

The current volatility for Invesco International Dividend Achievers™ ETF (PID) is 9.21%, while Avantis U.S. Large Cap Value ETF (AVLV) has a volatility of 14.09%. This indicates that PID experiences smaller price fluctuations and is considered to be less risky than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.21%
14.09%
PID
AVLV