SAMT vs. AVIE

Last updated Aug 2, 2026

SAMT (Strategas Macro Thematic Opportunities ETF) and AVIE (Avantis Inflation Focused Equity ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, SAMT returned 23.90%/yr vs 12.55%/yr for AVIE. Their 0.52 correlation means they have sometimes moved together and sometimes differently. SAMT charges 0.66%/yr vs 0.25%/yr for AVIE.

Performance

SAMT vs. AVIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategas Macro Thematic Opportunities ETF (SAMT) and Avantis Inflation Focused Equity ETF (AVIE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SAMT achieves a 12.63% return, which is significantly lower than AVIE's 18.41% return.

SAMT

• 1D: 0.47%
• 1M: -5.73%
• 6M: 8.34%
• YTD: 12.63%
• 1Y: 24.28%
• 3Y*: 23.90%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.23%

AVIE

• 1D: -0.06%
• 1M: 2.39%
• 6M: 11.89%
• YTD: 18.41%
• 1Y: 31.98%
• 3Y*: 12.55%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.49%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVIE Avantis Inflation Focused Equity ETF	$108.24K	$116.86K	$98.80K
SAMT Strategas Macro Thematic Opportunities ETF	$5.05M	$5.51M	$7.81M

SAMT vs. AVIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SAMT Strategas Macro Thematic Opportunities ETF	12.63%	33.10%	28.15%	1.27%	5.50%
AVIE Avantis Inflation Focused Equity ETF	18.41%	11.37%	6.17%	4.19%	15.20%

Correlation

The correlation between SAMT and AVIE is 0.25, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.25
Correlation (3Y) Balances recent behavior with more history.	0.41
Correlation (All Time) Calculated using the full available price history since Sep 29, 2022	0.52

Over the past year, the correlation between SAMT and AVIE has dropped to 0.25 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.

SAMT vs. AVIE - Sectors Allocation Comparison

Sectors	SAMT	AVIE
Industrials	21.8%	1.7%
Technology	20.4%	0.1%
Consumer Defensive	15.4%	16.9%
Healthcare	10.4%	29.6%
Consumer Cyclical	8.4%	0.1%
Communication Services	6.0%	-
Financial Services	4.8%	15.7%
Basic Materials	4.2%	9.0%
Utilities	4.2%	0.0%
Real Estate	2.4%	0.5%
Energy	2.0%	26.5%

Return for Risk

SAMT vs. AVIE — Risk / Return Rank

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

SAMT

SAMT Risk / Return Rank: 55
SAMT Sharpe Ratio Rank: 53
SAMT Sortino Ratio Rank: 51
SAMT Omega Ratio Rank: 51
SAMT Calmar Ratio Rank: 67
SAMT Martin Ratio Rank: 52

AVIE

AVIE Risk / Return Rank: 96
AVIE Sharpe Ratio Rank: 97
AVIE Sortino Ratio Rank: 96
AVIE Omega Ratio Rank: 95
AVIE Calmar Ratio Rank: 96
AVIE Martin Ratio Rank: 95

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.

SAMT vs. AVIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategas Macro Thematic Opportunities ETF (SAMT) and Avantis Inflation Focused Equity ETF (AVIE). 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.

	SAMT	AVIE	Difference
Sharpe ratio: Return per unit of total volatility	1.29	3.16	-1.87
Sortino ratio: Return per unit of downside risk	1.82	4.62	-2.80
Omega ratio: Gain probability vs. loss probability	1.23	1.56	-0.33
Calmar ratio: Return relative to maximum drawdown	2.33	6.34	-4.01
Martin ratio: Return relative to average drawdown	6.04	21.65	-15.62

SAMT vs. AVIE - Sharpe Ratio Comparison

The current SAMT Sharpe Ratio is 1.29, which is lower than the AVIE Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of SAMT and AVIE, 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

SAMT vs. AVIE - Drawdown Comparison

The maximum SAMT drawdown since its inception was -20.57%, which is greater than AVIE's maximum drawdown of -12.39%. Use the drawdown chart below to compare losses from any high point for SAMT and AVIE.

Drawdown Indicators

	SAMT	AVIE	Difference
Max Drawdown Largest peak-to-trough decline	-20.57%	-12.39%	-8.18%
Max Drawdown (1Y) Largest decline over 1 year	-9.79%	-4.97%	-4.82%
Max Drawdown (3Y) Largest decline over 3 years	-18.27%	-12.39%	-5.88%
Current Drawdown Current decline from peak	-9.13%	-0.88%	-8.25%
Average Drawdown Average peak-to-trough decline	-7.62%	-2.93%	-4.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.78%	1.45%	+2.33%

Volatility

SAMT vs. AVIE - Volatility Comparison

Strategas Macro Thematic Opportunities ETF (SAMT) and Avantis Inflation Focused Equity ETF (AVIE) have volatilities of 3.43% and 3.29%, 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.

Volatility by Period

	SAMT	AVIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.43%	3.29%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	14.23%	7.47%	+6.76%
Volatility (1Y) Calculated over the trailing 1-year period	17.72%	10.05%	+7.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.11%	12.85%	+4.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.11%	12.85%	+4.26%

SAMT vs. AVIE - Expense Ratio Comparison

SAMT has a 0.66% expense ratio, which is higher than AVIE's 0.25% expense ratio.

Dividends

SAMT vs. AVIE - Dividend Comparison

SAMT's dividend yield for the trailing twelve months is around 0.62%, less than AVIE's 1.40% yield.

Position	TTM	2025	2024	2023	2022
AVIE Avantis Inflation Focused Equity ETF	1.40%	1.75%	1.89%	3.72%	0.39%
SAMT Strategas Macro Thematic Opportunities ETF	0.62%	0.70%	1.40%	1.49%	0.73%

Frequently Asked Questions

Can I hold both SAMT and AVIE in my portfolio?

SAMT and AVIE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAMT or AVIE?

SAMT has higher volatility (3.43%) compared to AVIE (3.29%). In terms of maximum drawdown, SAMT dropped -20.57% vs AVIE's -12.39%.

Which ETF is better, SAMT or AVIE?

On 3-year performance, SAMT leads with 23.90% vs 12.55% for AVIE. On fees, AVIE is cheaper at 0.25% per year. On volatility, AVIE has been the lower-risk option at 3.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SAMT or AVIE?

Over the 3-year period, SAMT has performed better with a 23.90% return vs 12.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SAMT or AVIE?

AVIE is cheaper with a 0.25% expense ratio, compared with 0.66% for SAMT.

Which ETF pays a higher dividend yield, SAMT or AVIE?

AVIE has the higher dividend yield at 1.40%, compared with 0.62% for SAMT.

What is the main difference between SAMT and AVIE?

They also come from different issuers: Strategas and Avantis. Their fees differ too: 0.66% for SAMT and 0.25% for AVIE.

Which has better risk-adjusted returns?

AVIE currently has the higher Sharpe Ratio (3.16 vs 1.29), 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.