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PPEM vs. AVES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPEM vs. AVES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Panagora ESG Emerging Markets Equity ETF - (PPEM) and Avantis Emerging Markets Value ETF (AVES). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PPEM

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

AVES

1D
-0.75%
1M
-4.02%
6M
0.78%
YTD
7.59%
1Y
19.41%
3Y*
14.88%
5Y*
10Y*
ALL TIME*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.66M$7.29M$6.23M

PPEM vs. AVES - Yearly Performance Comparison


2026 (YTD)202520242023
PPEM
Putnam Panagora ESG Emerging Markets Equity ETF -
31.88%35.39%7.50%0.19%
AVES
Avantis Emerging Markets Value ETF
7.59%30.49%4.50%8.21%

Correlation

The correlation between PPEM and AVES is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.75

Correlation (3Y)
Balances recent behavior with more history.

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2023

0.86

The correlation between PPEM and AVES shifts across timeframes, from 0.75 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PPEM vs. AVES — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PPEM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


AVES
AVES Risk / Return Rank: 3939
Overall Rank
AVES Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AVES Sortino Ratio Rank: 3636
Sortino Ratio Rank
AVES Omega Ratio Rank: 3939
Omega Ratio Rank
AVES Calmar Ratio Rank: 4141
Calmar Ratio Rank
AVES Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PPEM vs. AVES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Panagora ESG Emerging Markets Equity ETF - (PPEM) and Avantis Emerging Markets Value ETF (AVES). 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.


PPEMAVESDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.44

Martin ratioReturn relative to average drawdown

4.35

PPEM vs. AVES - Sharpe Ratio Comparison


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Drawdowns

PPEM vs. AVES - Drawdown Comparison


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Drawdown Indicators


PPEMAVESDifference

Max Drawdown

Largest peak-to-trough decline

-27.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

Max Drawdown (3Y)

Largest decline over 3 years

-18.50%

Current Drawdown

Current decline from peak

-9.48%

Average Drawdown

Average peak-to-trough decline

-7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

Volatility

PPEM vs. AVES - Volatility Comparison


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Volatility by Period


PPEMAVESDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

Volatility (6M)

Calculated over the trailing 6-month period

18.01%

Volatility (1Y)

Calculated over the trailing 1-year period

20.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

PPEM vs. AVES - Expense Ratio Comparison

PPEM has a 0.61% expense ratio, which is higher than AVES's 0.36% expense ratio.


Dividends

PPEM vs. AVES - Dividend Comparison

PPEM has not paid dividends to shareholders, while AVES's dividend yield for the trailing twelve months is around 2.59%.


PositionTTM20252024202320222021
AVES
Avantis Emerging Markets Value ETF
2.59%3.17%4.09%3.96%3.70%0.62%
PPEM
Putnam Panagora ESG Emerging Markets Equity ETF -
49.06%6.05%3.27%1.94%0.00%0.00%

Frequently Asked Questions


PPEM and AVES have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVES is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVES is cheaper with a 0.36% expense ratio, compared with 0.61% for PPEM.

PPEM has the higher dividend yield at 49.06%, compared with 2.59% for AVES.

They also come from different issuers: Putnam and Avantis. Their fees differ too: 0.61% for PPEM and 0.36% for AVES.

Portfolio Optimizer

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