PortfoliosLab logoPortfoliosLab logo
VCLT vs. AVDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCLT vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Corporate Bond ETF (VCLT) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VCLT achieves a 1.37% return, which is significantly lower than AVDV's 15.44% return.


VCLT

1D
-0.16%
1M
2.66%
YTD
1.37%
6M
1.50%
1Y
6.63%
3Y*
4.12%
5Y*
-2.36%
10Y*
2.26%

AVDV

1D
-0.94%
1M
0.02%
YTD
15.44%
6M
18.41%
1Y
43.14%
3Y*
26.64%
5Y*
14.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCLT vs. AVDV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VCLT
Vanguard Long-Term Corporate Bond ETF
1.37%7.18%-1.90%11.17%-25.50%-1.73%13.27%2.07%
AVDV
Avantis International Small Cap Value ETF
15.44%49.37%8.67%16.85%-11.47%15.80%5.01%11.78%

Correlation

The correlation between VCLT and AVDV is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.23

The correlation between VCLT and AVDV shifts across timeframes, from 0.23 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

VCLT vs. AVDV — Risk / Return Rank

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

VCLT
VCLT Risk / Return Rank: 2424
Overall Rank
VCLT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2323
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2323
Omega Ratio Rank
VCLT Calmar Ratio Rank: 2727
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2424
Martin Ratio Rank

AVDV
AVDV Risk / Return Rank: 8181
Overall Rank
AVDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8585
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8585
Omega Ratio Rank
AVDV Calmar Ratio Rank: 7070
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7474
Martin Ratio Rank
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.

VCLT vs. AVDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Corporate Bond ETF (VCLT) and Avantis International Small Cap Value ETF (AVDV). 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.


VCLTAVDVDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-2.25

Omega ratioGain probability vs. loss probability

1.15

1.48

-0.33

Calmar ratioReturn relative to maximum drawdown

1.27

3.29

-2.02

Martin ratioReturn relative to average drawdown

3.07

13.11

-10.04

VCLT vs. AVDV - Sharpe Ratio Comparison

The current VCLT Sharpe Ratio is 0.85, which is lower than the AVDV Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of VCLT and AVDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VCLT vs. AVDV - Drawdown Comparison

The maximum VCLT drawdown since its inception was -34.31%, smaller than the maximum AVDV drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for VCLT and AVDV.


Loading charts...

Drawdown Indicators


VCLTAVDVDifference

Max Drawdown

Largest peak-to-trough decline

-34.31%

-43.01%

+8.70%

Max Drawdown (1Y)

Largest decline over 1 year

-5.25%

-13.19%

+7.94%

Max Drawdown (3Y)

Largest decline over 3 years

-13.03%

-14.17%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-34.31%

-28.08%

-6.23%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

Current Drawdown

Current decline from peak

-14.04%

-1.85%

-12.19%

Average Drawdown

Average peak-to-trough decline

-8.17%

-6.75%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

3.30%

-1.14%

Volatility

VCLT vs. AVDV - Volatility Comparison

The current volatility for Vanguard Long-Term Corporate Bond ETF (VCLT) is 2.21%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 6.07%. This indicates that VCLT experiences smaller price fluctuations and is considered to be less risky than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VCLTAVDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

6.07%

-3.86%

Volatility (6M)

Calculated over the trailing 6-month period

5.83%

13.95%

-8.12%

Volatility (1Y)

Calculated over the trailing 1-year period

7.83%

16.28%

-8.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.77%

17.41%

-4.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.85%

19.76%

-6.91%

VCLT vs. AVDV - Expense Ratio Comparison

VCLT has a 0.03% expense ratio, which is lower than AVDV's 0.36% expense ratio.


Dividends

VCLT vs. AVDV - Dividend Comparison

VCLT's dividend yield for the trailing twelve months is around 5.52%, more than AVDV's 4.09% yield.


PositionTTM20252024202320222021202020192018201720162015
AVDV
Avantis International Small Cap Value ETF
4.09%3.05%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.52%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%

Frequently Asked Questions


VCLT and AVDV have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVDV has higher volatility (6.07%) compared to VCLT (2.21%). In terms of maximum drawdown, VCLT dropped -34.31% vs AVDV's -43.01%.

On 5-year performance, AVDV leads with 14.77% vs -2.36% for VCLT. On fees, VCLT is cheaper at 0.03% per year. On volatility, VCLT has been the lower-risk option at 2.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVDV has performed better with a 14.77% return vs -2.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCLT is cheaper with a 0.03% expense ratio, compared with 0.36% for AVDV.

VCLT has the higher dividend yield at 5.52%, compared with 4.09% for AVDV.

VCLT is categorized as Corporate Bonds, while AVDV is Foreign Small & Mid Cap Equities. They also come from different issuers: Vanguard and Avantis. Their fees differ too: 0.03% for VCLT and 0.36% for AVDV.

AVDV currently has the higher Sharpe Ratio (2.67 vs 0.85), 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.

Portfolio Optimizer

Find the right allocation for VCLT and AVDV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer