VSGX vs. AVDV
Compare and contrast key facts about Vanguard ESG International Stock ETF (VSGX) and Avantis International Small Cap Value ETF (AVDV).
VSGX and AVDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VSGX is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap ex US Choice Index.. It was launched on Sep 18, 2018. 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: VSGX or AVDV.
Performance
VSGX vs. AVDV - Performance Comparison
Returns By Period
In the year-to-date period, VSGX achieves a 6.27% return, which is significantly lower than AVDV's 7.46% return.
VSGX
6.27%
-4.77%
-0.56%
14.11%
4.72%
N/A
AVDV
7.46%
-4.94%
-0.69%
15.70%
7.37%
N/A
Key characteristics
| VSGX | AVDV | |
|---|---|---|
| Sharpe Ratio | 1.04 | 1.16 |
| Sortino Ratio | 1.52 | 1.62 |
| Omega Ratio | 1.19 | 1.20 |
| Calmar Ratio | 0.86 | 1.98 |
| Martin Ratio | 5.78 | 6.20 |
| Ulcer Index | 2.37% | 2.67% |
| Daily Std Dev | 13.24% | 14.26% |
| Max Drawdown | -33.10% | -43.01% |
| Current Drawdown | -7.65% | -7.28% |
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VSGX vs. AVDV - Expense Ratio Comparison
VSGX has a 0.12% expense ratio, which is lower than AVDV's 0.36% expense ratio.
Correlation
The correlation between VSGX and AVDV is 0.90, 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.
Risk-Adjusted Performance
VSGX vs. AVDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG International Stock ETF (VSGX) 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
VSGX vs. AVDV - Dividend Comparison
VSGX's dividend yield for the trailing twelve months is around 3.14%, which matches AVDV's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VSGX Vanguard ESG International Stock ETF | 3.14% | 2.77% | 2.61% | 2.50% | 1.67% | 2.28% | 0.38% |
AVDV Avantis International Small Cap Value ETF | 3.14% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% |
Drawdowns
VSGX vs. AVDV - Drawdown Comparison
The maximum VSGX drawdown since its inception was -33.10%, smaller than the maximum AVDV drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for VSGX and AVDV. For additional features, visit the drawdowns tool.
Volatility
VSGX vs. AVDV - Volatility Comparison
Vanguard ESG International Stock ETF (VSGX) and Avantis International Small Cap Value ETF (AVDV) have volatilities of 3.98% and 3.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.