Avantis All Equity Markets ETF

10-Year Study

AVGE.US · · US · ETF

Executive Summary: Avantis All Equity Markets ETF has compounded at 21.4% annually over the last 10 years, with a maximum drawdown of 9.9% and an annualized volatility of 12.4%.

1Y CAGR
+30.6%
3Y CAGR
+21.3%
5Y CAGR
+21.4%
10Y CAGR
+21.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
9.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +20.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 9.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.13.3-5.66.5————————9.1%
20253.2-1.2-3.5-0.95.94.71.33.72.41.01.41.520.8%
2024-0.84.44.1-4.04.5-0.13.41.11.9-1.75.4-4.514.0%
20237.7-3.0-0.30.5-2.67.14.9-3.0-3.6-3.68.36.519.0%
2022—————————8.97.7-4.511.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 57.3% of variance. Idiosyncratic stock-specific factors contribute 0.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-09-0110000
2022-10-0110888.751241496417
2022-11-0111723.869837777802
2022-12-0111194.121981695269
2023-01-0112061.257836111794
2023-02-0111696.252549739955
2023-03-0111655.905251129361
2023-04-0111714.386407082671
2023-05-0111407.88363574228
2023-06-0112220.126659333384
2023-07-0112815.489603468715
2023-08-0112426.583508655767
2023-09-0111974.561337932655
2023-10-0111544.944840180697
2023-11-0112508.025673611926
2023-12-0113325.07448978502
2024-01-0113216.015036791012
2024-02-0113798.327584181465
2024-03-0114366.222753825943
2024-04-0113785.982037015281
2024-05-0114401.208923822847
2024-06-0114392.83616519111
2024-07-0114882.83477685103
2024-08-0115044.800666403238
2024-09-0115337.548191420059
2024-10-0115075.942202334547
2024-11-0115896.686139026238
2024-12-0115184.531755609429
2025-01-0115662.911028759998
2025-02-0115480.376346956866
2025-03-0114936.937321785193
2025-04-0114796.351869453314
2025-05-0115673.398336127813
2025-06-0116406.99723399938
2025-07-0116627.230688723474
2025-08-0117249.80509841195
2025-09-0117662.718797056717
2025-10-0117838.48265108878
2025-11-0118086.675139100997
2025-12-0118349.58403195318
2026-01-0119282.97574676677
2026-02-0119915.204459775516
2026-03-0118800.260580753333
2026-04-0120026.27166611489
Annual Return Matrix
YearAnnual Return
20230.19036352396144207
20240.13954573141409932
20250.2084392411491074
20260.09137469444767787
Total Factor Risk
0.12398503791369025
VTI.US Exposure
0.5731477528414369
VEA.US Exposure
0.29364181238809217
VWO.US Exposure
0.03677028162037347
QQQ.US Exposure
-0.10369766412224057
VTV.US Exposure
0.06879782885718974
IJR.US Exposure
0.22942183806041164
QUAL.US Exposure
-0.05628391645616916
SHV.US Exposure
0.006621565080926483
TLT.US Exposure
0.004630039473598522
LQD.US Exposure
0.010973329971585321
HYG.US Exposure
-0.008285126199270977
GLD.US Exposure
0.007180948706352415
USO.US Exposure
-0.0022936606376939123
VNQ.US Exposure
-0.02806122671224657
BTC-USD.CC Exposure
-0.006191624725639484
CPER.US Exposure
-0.003744769172982567
VIX.INDX Exposure
-0.006209992289158303
UUP.US Exposure
-0.009840877491859433
TIP.US Exposure
-0.013017411115526812
Idiosyncratic Exposure
0.006440871922821318
Value Score
44.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
18.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →14.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.54%
Market Cap$53.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$35
Avg Yield on Cost
0.35%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$34.90.35%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Avantis All Equity Markets ETF a high-risk investment?

Avantis All Equity Markets ETF (AVGE.US) has an annualized volatility of 12.4% and experienced a maximum drawdown of 9.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AVGE.US?

Over the past 10 years, AVGE.US has generated a Compound Annual Growth Rate (CAGR) of 21.4%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Avantis All Equity Markets ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest