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VSGX vs. AVDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSGX and AVDV is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

VSGX vs. AVDV - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
39.98%
68.54%
VSGX
AVDV

Key characteristics

Sharpe Ratio

VSGX:

0.73

AVDV:

0.86

Sortino Ratio

VSGX:

1.11

AVDV:

1.27

Omega Ratio

VSGX:

1.15

AVDV:

1.18

Calmar Ratio

VSGX:

0.89

AVDV:

1.12

Martin Ratio

VSGX:

2.82

AVDV:

3.93

Ulcer Index

VSGX:

4.35%

AVDV:

4.05%

Daily Std Dev

VSGX:

16.90%

AVDV:

18.64%

Max Drawdown

VSGX:

-33.10%

AVDV:

-43.01%

Current Drawdown

VSGX:

-2.07%

AVDV:

-0.57%

Returns By Period

In the year-to-date period, VSGX achieves a 6.59% return, which is significantly lower than AVDV's 9.94% return.


VSGX

YTD

6.59%

1M

-0.87%

6M

2.36%

1Y

11.29%

5Y*

9.77%

10Y*

N/A

AVDV

YTD

9.94%

1M

-0.01%

6M

8.42%

1Y

15.66%

5Y*

16.17%

10Y*

N/A

*Annualized

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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.


Expense ratio chart for AVDV: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVDV: 0.36%
Expense ratio chart for VSGX: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSGX: 0.12%

Risk-Adjusted Performance

VSGX vs. AVDV — Risk-Adjusted Performance Rank

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

VSGX
The Risk-Adjusted Performance Rank of VSGX is 7373
Overall Rank
The Sharpe Ratio Rank of VSGX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VSGX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VSGX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VSGX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VSGX is 7171
Martin Ratio Rank

AVDV
The Risk-Adjusted Performance Rank of AVDV is 7979
Overall Rank
The Sharpe Ratio Rank of AVDV is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDV is 7676
Sortino Ratio Rank
The Omega Ratio Rank of AVDV is 7777
Omega Ratio Rank
The Calmar Ratio Rank of AVDV is 8585
Calmar Ratio Rank
The Martin Ratio Rank of AVDV is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VSGX, currently valued at 0.73, compared to the broader market-1.000.001.002.003.004.00
VSGX: 0.73
AVDV: 0.86
The chart of Sortino ratio for VSGX, currently valued at 1.11, compared to the broader market-2.000.002.004.006.008.00
VSGX: 1.11
AVDV: 1.27
The chart of Omega ratio for VSGX, currently valued at 1.15, compared to the broader market0.501.001.502.00
VSGX: 1.15
AVDV: 1.18
The chart of Calmar ratio for VSGX, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.00
VSGX: 0.89
AVDV: 1.12
The chart of Martin ratio for VSGX, currently valued at 2.82, compared to the broader market0.0020.0040.0060.00
VSGX: 2.82
AVDV: 3.93

The current VSGX Sharpe Ratio is 0.73, which is comparable to the AVDV Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of VSGX and AVDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.73
0.86
VSGX
AVDV

Dividends

VSGX vs. AVDV - Dividend Comparison

VSGX's dividend yield for the trailing twelve months is around 3.05%, less than AVDV's 3.92% yield.


TTM2024202320222021202020192018
VSGX
Vanguard ESG International Stock ETF
3.05%3.10%2.77%2.61%2.50%1.67%2.28%0.38%
AVDV
Avantis International Small Cap Value ETF
3.92%4.31%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.07%
-0.57%
VSGX
AVDV

Volatility

VSGX vs. AVDV - Volatility Comparison

The current volatility for Vanguard ESG International Stock ETF (VSGX) is 10.72%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 12.42%. This indicates that VSGX 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.72%
12.42%
VSGX
AVDV