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VEA vs. AVDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEA vs. AVDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed Markets ETF (VEA) and Avantis International Equity ETF (AVDE). The values are adjusted to include any dividend payments, if applicable.

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VEA vs. AVDE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VEA
Vanguard FTSE Developed Markets ETF
4.45%35.16%3.15%17.93%-15.34%11.66%9.71%8.25%
AVDE
Avantis International Equity ETF
4.77%38.05%4.88%17.18%-13.68%13.62%8.26%8.07%

Returns By Period

In the year-to-date period, VEA achieves a 4.45% return, which is significantly lower than AVDE's 4.77% return.


VEA

1D
1.65%
1M
-5.45%
YTD
4.45%
6M
9.91%
1Y
31.74%
3Y*
16.71%
5Y*
8.93%
10Y*
9.55%

AVDE

1D
1.54%
1M
-4.94%
YTD
4.77%
6M
10.06%
1Y
33.71%
3Y*
18.35%
5Y*
10.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEA vs. AVDE - Expense Ratio Comparison

VEA has a 0.03% expense ratio, which is lower than AVDE's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VEA vs. AVDE — Risk / Return Rank

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

VEA
VEA Risk / Return Rank: 8787
Overall Rank
VEA Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 8888
Sortino Ratio Rank
VEA Omega Ratio Rank: 8787
Omega Ratio Rank
VEA Calmar Ratio Rank: 8787
Calmar Ratio Rank
VEA Martin Ratio Rank: 8787
Martin Ratio Rank

AVDE
AVDE Risk / Return Rank: 9090
Overall Rank
AVDE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AVDE Sortino Ratio Rank: 9090
Sortino Ratio Rank
AVDE Omega Ratio Rank: 9191
Omega Ratio Rank
AVDE Calmar Ratio Rank: 8989
Calmar Ratio Rank
AVDE Martin Ratio Rank: 8989
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.

VEA vs. AVDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) and Avantis International Equity ETF (AVDE). 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.


VEAAVDEDifference

Sharpe ratio

Return per unit of total volatility

1.81

1.98

-0.18

Sortino ratio

Return per unit of downside risk

2.46

2.64

-0.19

Omega ratio

Gain probability vs. loss probability

1.36

1.41

-0.04

Calmar ratio

Return relative to maximum drawdown

2.77

2.96

-0.18

Martin ratio

Return relative to average drawdown

10.77

11.66

-0.89

VEA vs. AVDE - Sharpe Ratio Comparison

The current VEA Sharpe Ratio is 1.81, which is comparable to the AVDE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of VEA and AVDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEAAVDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.98

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.63

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.61

-0.39

Correlation

The correlation between VEA and AVDE is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VEA vs. AVDE - Dividend Comparison

VEA's dividend yield for the trailing twelve months is around 2.88%, more than AVDE's 2.66% yield.


TTM20252024202320222021202020192018201720162015
VEA
Vanguard FTSE Developed Markets ETF
2.88%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%
AVDE
Avantis International Equity ETF
2.66%2.66%3.29%3.01%2.79%2.46%1.63%0.29%0.00%0.00%0.00%0.00%

Drawdowns

VEA vs. AVDE - Drawdown Comparison

The maximum VEA drawdown since its inception was -60.68%, which is greater than AVDE's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for VEA and AVDE.


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Drawdown Indicators


VEAAVDEDifference

Max Drawdown

Largest peak-to-trough decline

-60.68%

-36.99%

-23.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-11.48%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-28.73%

-0.98%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

Current Drawdown

Current decline from peak

-7.20%

-6.54%

-0.66%

Average Drawdown

Average peak-to-trough decline

-13.39%

-6.26%

-7.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.91%

+0.08%

Volatility

VEA vs. AVDE - Volatility Comparison

Vanguard FTSE Developed Markets ETF (VEA) has a higher volatility of 7.92% compared to Avantis International Equity ETF (AVDE) at 7.17%. This indicates that VEA's price experiences larger fluctuations and is considered to be riskier than AVDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEAAVDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

7.17%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.68%

11.00%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

17.67%

17.08%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

16.15%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

18.94%

-1.68%