VFWAX vs. AVDV
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) and Avantis International Small Cap Value ETF (AVDV).
VFWAX is managed by Vanguard. It was launched on Sep 27, 2011. AVDV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFWAX or AVDV.
Key characteristics
| VFWAX | AVDV | |
|---|---|---|
| YTD Return | 9.51% | 11.98% |
| 1Y Return | 16.79% | 19.48% |
| 3Y Return (Ann) | 2.07% | 4.62% |
| Sharpe Ratio | 1.39 | 1.35 |
| Daily Std Dev | 12.08% | 14.89% |
| Max Drawdown | -34.93% | -43.01% |
| Current Drawdown | -1.49% | -1.11% |
Correlation
The correlation between VFWAX and AVDV is 0.91, 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.
Performance
VFWAX vs. AVDV - Performance Comparison
In the year-to-date period, VFWAX achieves a 9.51% return, which is significantly lower than AVDV's 11.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFWAX vs. AVDV - Expense Ratio Comparison
VFWAX has a 0.11% expense ratio, which is lower than AVDV's 0.36% expense ratio.
Risk-Adjusted Performance
VFWAX vs. AVDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) 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.
Dividends
VFWAX vs. AVDV - Dividend Comparison
VFWAX's dividend yield for the trailing twelve months is around 2.47%, less than AVDV's 3.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.47% | 3.28% | 3.07% | 3.03% | 1.97% | 3.07% | 3.24% | 2.67% | 2.96% | 2.95% | 3.53% | 2.68% |
AVDV Avantis International Small Cap Value ETF | 3.02% | 3.29% | 3.17% | 2.39% | 1.67% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VFWAX vs. AVDV - Drawdown Comparison
The maximum VFWAX drawdown since its inception was -34.93%, smaller than the maximum AVDV drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for VFWAX and AVDV. For additional features, visit the drawdowns tool.
Volatility
VFWAX vs. AVDV - Volatility Comparison
The current volatility for Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) is 3.78%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 4.78%. This indicates that VFWAX 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.