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VMMSX vs. AVUV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VMMSXAVUV
YTD Return2.08%-0.71%
1Y Return5.59%21.54%
3Y Return (Ann)-4.76%8.93%
Sharpe Ratio0.471.11
Daily Std Dev14.53%20.26%
Max Drawdown-39.28%-49.42%
Current Drawdown-19.80%-5.18%

Correlation

0.61
-1.001.00

The correlation between VMMSX and AVUV is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

VMMSX vs. AVUV - Performance Comparison

In the year-to-date period, VMMSX achieves a 2.08% return, which is significantly higher than AVUV's -0.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
8.92%
18.21%
VMMSX
AVUV

Compare stocks, funds, or ETFs


Vanguard Emerging Markets Select Stock Fund

Avantis U.S. Small Cap Value ETF

VMMSX vs. AVUV - Expense Ratio Comparison

VMMSX has a 0.84% expense ratio, which is higher than AVUV's 0.25% expense ratio.

VMMSX
Vanguard Emerging Markets Select Stock Fund
0.50%1.00%1.50%2.00%0.84%
0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

VMMSX vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Select Stock Fund (VMMSX) and Avantis U.S. Small Cap Value ETF (AVUV). 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.


VMMSX
Sharpe ratio
The Sharpe ratio of VMMSX compared to the broader market-1.000.001.002.003.004.000.47
Sortino ratio
The Sortino ratio of VMMSX compared to the broader market-2.000.002.004.006.008.0010.0012.000.78
Omega ratio
The Omega ratio of VMMSX compared to the broader market1.001.502.002.503.001.09
Calmar ratio
The Calmar ratio of VMMSX compared to the broader market0.002.004.006.008.0010.0012.000.24
Martin ratio
The Martin ratio of VMMSX compared to the broader market0.0010.0020.0030.0040.0050.0060.001.14
AVUV
Sharpe ratio
The Sharpe ratio of AVUV compared to the broader market-1.000.001.002.003.004.001.11
Sortino ratio
The Sortino ratio of AVUV compared to the broader market-2.000.002.004.006.008.0010.0012.001.78
Omega ratio
The Omega ratio of AVUV compared to the broader market1.001.502.002.503.001.20
Calmar ratio
The Calmar ratio of AVUV compared to the broader market0.002.004.006.008.0010.0012.001.32
Martin ratio
The Martin ratio of AVUV compared to the broader market0.0010.0020.0030.0040.0050.0060.004.67

VMMSX vs. AVUV - Sharpe Ratio Comparison

The current VMMSX Sharpe Ratio is 0.47, which is lower than the AVUV Sharpe Ratio of 1.11. The chart below compares the 12-month rolling Sharpe Ratio of VMMSX and AVUV.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.47
1.11
VMMSX
AVUV

Dividends

VMMSX vs. AVUV - Dividend Comparison

VMMSX's dividend yield for the trailing twelve months is around 2.98%, more than AVUV's 1.66% yield.


TTM20232022202120202019201820172016201520142013
VMMSX
Vanguard Emerging Markets Select Stock Fund
2.98%3.05%3.71%6.80%1.04%2.04%2.53%1.54%1.44%1.87%1.39%1.32%
AVUV
Avantis U.S. Small Cap Value ETF
1.66%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VMMSX vs. AVUV - Drawdown Comparison

The maximum VMMSX drawdown since its inception was -39.28%, smaller than the maximum AVUV drawdown of -49.42%. The drawdown chart below compares losses from any high point along the way for VMMSX and AVUV


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-19.80%
-5.18%
VMMSX
AVUV

Volatility

VMMSX vs. AVUV - Volatility Comparison

The current volatility for Vanguard Emerging Markets Select Stock Fund (VMMSX) is 3.33%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 5.75%. This indicates that VMMSX experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
3.33%
5.75%
VMMSX
AVUV