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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.


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.

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Key characteristics

Sharpe Ratio

VSGX:

0.72

AVDV:

0.87

Sortino Ratio

VSGX:

1.15

AVDV:

1.35

Omega Ratio

VSGX:

1.15

AVDV:

1.19

Calmar Ratio

VSGX:

0.92

AVDV:

1.19

Martin Ratio

VSGX:

2.91

AVDV:

4.17

Ulcer Index

VSGX:

4.35%

AVDV:

4.05%

Daily Std Dev

VSGX:

16.95%

AVDV:

18.54%

Max Drawdown

VSGX:

-33.10%

AVDV:

-43.01%

Current Drawdown

VSGX:

0.00%

AVDV:

0.00%

Returns By Period

In the year-to-date period, VSGX achieves a 10.88% return, which is significantly lower than AVDV's 13.88% return.


VSGX

YTD

10.88%

1M

9.79%

6M

7.31%

1Y

12.05%

5Y*

10.31%

10Y*

N/A

AVDV

YTD

13.88%

1M

9.60%

6M

13.05%

1Y

15.96%

5Y*

16.54%

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.


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 7474
Overall Rank
The Sharpe Ratio Rank of VSGX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VSGX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VSGX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VSGX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VSGX is 7474
Martin Ratio Rank

AVDV
The Risk-Adjusted Performance Rank of AVDV is 8282
Overall Rank
The Sharpe Ratio Rank of AVDV is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDV is 7979
Sortino Ratio Rank
The Omega Ratio Rank of AVDV is 8181
Omega Ratio Rank
The Calmar Ratio Rank of AVDV is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AVDV is 8383
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 current VSGX Sharpe Ratio is 0.72, which is comparable to the AVDV Sharpe Ratio of 0.87. 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.


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Dividends

VSGX vs. AVDV - Dividend Comparison

VSGX has not paid dividends to shareholders, while AVDV's dividend yield for the trailing twelve months is around 3.78%.


TTM202420232022202120202019
VSGX
Vanguard ESG International Stock ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF
3.78%4.31%3.29%3.17%2.39%1.67%0.36%

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.


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Volatility

VSGX vs. AVDV - Volatility Comparison

Vanguard ESG International Stock ETF (VSGX) has a higher volatility of 4.37% compared to Avantis International Small Cap Value ETF (AVDV) at 4.08%. This indicates that VSGX's price experiences larger fluctuations and is considered to be riskier than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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