SROI vs. AVGV

Last updated Jun 26, 2026

SROI (Calamos Antetokounmpo Global Sustainable Equities ETF) and AVGV (Avantis All Equity Markets Value ETF) are both Global Equities funds. Both are actively managed. Over the past year, SROI returned 17.32% vs 35.38% for AVGV. Their correlation of 0.84 suggests significant overlap in exposure. SROI charges 0.95%/yr vs 0.26%/yr for AVGV.

Performance

SROI vs. AVGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and Avantis All Equity Markets Value ETF (AVGV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SROI achieves a 9.10% return, which is significantly lower than AVGV's 17.14% return.

SROI

• 1D: 0.32%
• 1M: -1.58%
• YTD: 9.10%
• 6M: 8.56%
• 1Y: 17.32%
• 3Y*: 13.73%
• 5Y*: —
• 10Y*: —

AVGV

• 1D: 0.60%
• 1M: -0.09%
• YTD: 17.14%
• 6M: 15.89%
• 1Y: 35.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SROI vs. AVGV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SROI Calamos Antetokounmpo Global Sustainable Equities ETF	9.10%	16.36%	9.48%	5.00%
AVGV Avantis All Equity Markets Value ETF	17.14%	22.57%	11.26%	11.88%

Correlation

The correlation between SROI and AVGV is 0.84, 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	0.84
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023	0.84

The correlation between SROI and AVGV has been stable across timeframes, ranging from 0.84 to 0.84 - a consistent structural relationship.

SROI vs. AVGV - Sectors Allocation Comparison

Sectors	SROI	AVGV
Technology	31.4%	12.1%
Industrials	18.5%	16.2%
Financial Services	12.8%	21.3%
Consumer Cyclical	9.1%	14.7%
Communication Services	8.5%	5.0%
Healthcare	7.3%	4.5%
Consumer Defensive	4.9%	5.2%
Basic Materials	4.1%	7.2%
Utilities	2.4%	0.7%
Real Estate	1.0%	0.7%
Energy	0.8%	12.4%

Return for Risk

SROI vs. AVGV — Risk / Return Rank

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

SROI

SROI Risk / Return Rank: 39
SROI Sharpe Ratio Rank: 38
SROI Sortino Ratio Rank: 36
SROI Omega Ratio Rank: 36
SROI Calmar Ratio Rank: 37
SROI Martin Ratio Rank: 48

AVGV

AVGV Risk / Return Rank: 89
AVGV Sharpe Ratio Rank: 91
AVGV Sortino Ratio Rank: 90
AVGV Omega Ratio Rank: 88
AVGV Calmar Ratio Rank: 87
AVGV Martin Ratio Rank: 89

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.

SROI vs. AVGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and Avantis All Equity Markets Value ETF (AVGV). 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.

	SROI	AVGV	Difference
Sharpe ratio: Return per unit of total volatility	1.24	2.66	-1.42
Sortino ratio: Return per unit of downside risk	1.78	3.66	-1.87
Omega ratio: Gain probability vs. loss probability	1.23	1.47	-0.25
Calmar ratio: Return relative to maximum drawdown	1.71	4.38	-2.67
Martin ratio: Return relative to average drawdown	7.17	16.96	-9.80

SROI vs. AVGV - Sharpe Ratio Comparison

The current SROI Sharpe Ratio is 1.24, which is lower than the AVGV Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of SROI and AVGV, 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

SROI vs. AVGV - Drawdown Comparison

The maximum SROI drawdown since its inception was -15.38%, smaller than the maximum AVGV drawdown of -17.03%. Use the drawdown chart below to compare losses from any high point for SROI and AVGV.

Drawdown Indicators

	SROI	AVGV	Difference
Max Drawdown Largest peak-to-trough decline	-15.38%	-17.03%	+1.65%
Max Drawdown (1Y) Largest decline over 1 year	-10.19%	-8.12%	-2.07%
Max Drawdown (3Y) Largest decline over 3 years	-15.38%	—	—
Current Drawdown Current decline from peak	-2.46%	-1.43%	-1.03%
Average Drawdown Average peak-to-trough decline	-2.41%	-2.27%	-0.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	2.09%	+0.33%

Volatility

SROI vs. AVGV - Volatility Comparison

Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) has a higher volatility of 5.40% compared to Avantis All Equity Markets Value ETF (AVGV) at 4.35%. This indicates that SROI's price experiences larger fluctuations and is considered to be riskier than AVGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SROI	AVGV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.40%	4.35%	+1.05%
Volatility (6M) Calculated over the trailing 6-month period	11.81%	10.44%	+1.37%
Volatility (1Y) Calculated over the trailing 1-year period	14.07%	13.39%	+0.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.03%	15.01%	-0.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.03%	15.01%	-0.98%

SROI vs. AVGV - Expense Ratio Comparison

SROI has a 0.95% expense ratio, which is higher than AVGV's 0.26% expense ratio.

Dividends

SROI vs. AVGV - Dividend Comparison

SROI's dividend yield for the trailing twelve months is around 0.55%, less than AVGV's 2.47% yield.

Position	TTM	2025	2024	2023
AVGV Avantis All Equity Markets Value ETF	2.47%	1.98%	2.32%	1.14%
SROI Calamos Antetokounmpo Global Sustainable Equities ETF	0.55%	0.60%	0.68%	0.94%

Frequently Asked Questions

Can I hold both SROI and AVGV in my portfolio?

SROI and AVGV have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SROI or AVGV?

SROI has higher volatility (5.40%) compared to AVGV (4.35%). In terms of maximum drawdown, SROI dropped -15.38% vs AVGV's -17.03%.

Which ETF is better, SROI or AVGV?

On 1-year performance, AVGV leads with 35.38% vs 17.32% for SROI. On fees, AVGV is cheaper at 0.26% per year. On volatility, AVGV has been the lower-risk option at 4.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SROI or AVGV?

Over the 1-year period, AVGV has performed better with a 35.38% return vs 17.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SROI or AVGV?

AVGV is cheaper with a 0.26% expense ratio, compared with 0.95% for SROI.

Which ETF pays a higher dividend yield, SROI or AVGV?

AVGV has the higher dividend yield at 2.47%, compared with 0.55% for SROI.

What is the main difference between SROI and AVGV?

They also come from different issuers: Calamos and Avantis. Their fees differ too: 0.95% for SROI and 0.26% for AVGV.

Which has better risk-adjusted returns?

AVGV currently has the higher Sharpe Ratio (2.66 vs 1.24), 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.