PRAE vs. AVMA

Last updated Jun 24, 2026

PRAE (PlanRock Alternative Growth ETF) and AVMA (Avantis Moderate Allocation ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past year, PRAE returned 28.44% vs 22.59% for AVMA. A 0.77 correlation means they provide meaningful diversification when combined. PRAE charges 1.43%/yr vs 0.21%/yr for AVMA.

Performance

PRAE vs. AVMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PlanRock Alternative Growth ETF (PRAE) and Avantis Moderate Allocation ETF (AVMA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRAE achieves a 7.60% return, which is significantly lower than AVMA's 10.12% return.

PRAE

• 1D: -2.15%
• 1M: -2.20%
• YTD: 7.60%
• 6M: 5.99%
• 1Y: 28.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AVMA

• 1D: -0.99%
• 1M: 0.64%
• YTD: 10.12%
• 6M: 9.66%
• 1Y: 22.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PRAE vs. AVMA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PRAE PlanRock Alternative Growth ETF	7.60%	13.70%	8.54%	0.07%
AVMA Avantis Moderate Allocation ETF	10.12%	16.72%	10.01%	1.33%

Correlation

The correlation between PRAE and AVMA is 0.80, 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	0.80
Correlation (All Time) Calculated using the full available price history since Dec 19, 2023	0.77

The correlation between PRAE and AVMA has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.

Return for Risk

PRAE vs. AVMA — Risk / Return Rank

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

PRAE

PRAE Risk / Return Rank: 59
PRAE Sharpe Ratio Rank: 60
PRAE Sortino Ratio Rank: 52
PRAE Omega Ratio Rank: 59
PRAE Calmar Ratio Rank: 65
PRAE Martin Ratio Rank: 61

AVMA

AVMA Risk / Return Rank: 79
AVMA Sharpe Ratio Rank: 80
AVMA Sortino Ratio Rank: 83
AVMA Omega Ratio Rank: 81
AVMA Calmar Ratio Rank: 74
AVMA Martin Ratio Rank: 80

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.

PRAE vs. AVMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PlanRock Alternative Growth ETF (PRAE) and Avantis Moderate Allocation ETF (AVMA). 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.

	PRAE	AVMA	Difference
Sharpe ratio: Return per unit of total volatility	1.81	2.41	-0.61
Sortino ratio: Return per unit of downside risk	2.30	3.44	-1.14
Omega ratio: Gain probability vs. loss probability	1.33	1.45	-0.12
Calmar ratio: Return relative to maximum drawdown	2.92	3.54	-0.62
Martin ratio: Return relative to average drawdown	9.87	14.86	-4.99

PRAE vs. AVMA - Sharpe Ratio Comparison

The current PRAE Sharpe Ratio is 1.81, which is comparable to the AVMA Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of PRAE and AVMA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PRAE vs. AVMA - Drawdown Comparison

The maximum PRAE drawdown since its inception was -17.67%, which is greater than AVMA's maximum drawdown of -11.81%. Use the drawdown chart below to compare losses from any high point for PRAE and AVMA.

Drawdown Indicators

	PRAE	AVMA	Difference
Max Drawdown Largest peak-to-trough decline	-17.67%	-11.81%	-5.86%
Max Drawdown (1Y) Largest decline over 1 year	-9.77%	-6.40%	-3.37%
Current Drawdown Current decline from peak	-4.44%	-1.21%	-3.23%
Average Drawdown Average peak-to-trough decline	-4.10%	-1.54%	-2.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	1.52%	+1.37%

Volatility

PRAE vs. AVMA - Volatility Comparison

PlanRock Alternative Growth ETF (PRAE) has a higher volatility of 6.17% compared to Avantis Moderate Allocation ETF (AVMA) at 3.43%. This indicates that PRAE's price experiences larger fluctuations and is considered to be riskier than AVMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRAE	AVMA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.17%	3.43%	+2.74%
Volatility (6M) Calculated over the trailing 6-month period	13.10%	7.61%	+5.49%
Volatility (1Y) Calculated over the trailing 1-year period	15.83%	9.41%	+6.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.10%	10.36%	+4.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.10%	10.36%	+4.74%

PRAE vs. AVMA - Expense Ratio Comparison

PRAE has a 1.43% expense ratio, which is higher than AVMA's 0.21% expense ratio.

Dividends

PRAE vs. AVMA - Dividend Comparison

PRAE's dividend yield for the trailing twelve months is around 0.49%, less than AVMA's 3.03% yield.

Position	TTM	2025	2024	2023
AVMA Avantis Moderate Allocation ETF	3.03%	2.21%	2.28%	1.11%
PRAE PlanRock Alternative Growth ETF	0.49%	0.18%	0.99%	0.00%

Frequently Asked Questions

Can I hold both PRAE and AVMA in my portfolio?

PRAE and AVMA have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRAE or AVMA?

PRAE has higher volatility (6.17%) compared to AVMA (3.43%). In terms of maximum drawdown, PRAE dropped -17.67% vs AVMA's -11.81%.

Which ETF is better, PRAE or AVMA?

On 1-year performance, PRAE leads with 28.44% vs 22.59% for AVMA. On fees, AVMA is cheaper at 0.21% per year. On volatility, AVMA has been the lower-risk option at 3.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PRAE or AVMA?

Over the 1-year period, PRAE has performed better with a 28.44% return vs 22.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PRAE or AVMA?

AVMA is cheaper with a 0.21% expense ratio, compared with 1.43% for PRAE.

Which ETF pays a higher dividend yield, PRAE or AVMA?

AVMA has the higher dividend yield at 3.03%, compared with 0.49% for PRAE.

What is the main difference between PRAE and AVMA?

They also come from different issuers: PlanRock and Avantis. Their fees differ too: 1.43% for PRAE and 0.21% for AVMA.

Which has better risk-adjusted returns?

AVMA currently has the higher Sharpe Ratio (2.41 vs 1.81), 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.