Avantis Core Fixed Income ETF

10-Year Study

AVIG.US · · US · ETF

Executive Summary: Avantis Core Fixed Income ETF has compounded at -0.1% annually over the last 10 years, with a maximum drawdown of 18.5% and an annualized volatility of 7.2%.

1Y CAGR
+5.3%
3Y CAGR
+4.4%
5Y CAGR
+0.1%
10Y CAGR
-0.1%

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 →
18.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +8.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.31.5-2.30.4————————-0.2%
20250.62.2-0.00.3-0.21.6-0.11.31.00.40.8-0.28.0%
2024-0.2-1.51.0-2.51.80.72.31.51.5-2.61.2-1.71.5%
20233.5-3.03.00.5-1.3-0.10.0-0.7-2.5-1.64.93.96.4%
2022-2.4-1.2-3.4-4.11.0-2.03.1-3.4-4.6-0.94.1-0.8-13.9%
2021-0.8-1.9-1.20.90.40.91.2-0.3-1.0-0.30.0-0.1-2.1%
2020——————————1.20.41.6%

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 7.2%. The dominant macroeconomic risk driver is LQD.US, accounting for 55.4% of variance. Idiosyncratic stock-specific factors contribute 1.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-10-0110000
2020-11-0110123.302115287595
2020-12-0110161.366293596277
2021-01-0110078.734509529195
2021-02-019891.211048175574
2021-03-019774.10153476106
2021-04-019866.655827620916
2021-05-019903.16587804639
2021-06-019990.316587804638
2021-07-0110111.32337575704
2021-08-0110079.977811835759
2021-09-019979.318144323488
2021-10-019953.208795885625
2021-11-019955.838858457206
2021-12-019942.927642196724
2022-01-019704.452695933684
2022-02-019587.247543880203
2022-03-019265.543072056542
2022-04-018890.161414112916
2022-05-018976.9295693153
2022-06-018798.754784920655
2022-07-019071.516183253196
2022-08-018764.922616386244
2022-09-018361.734024163103
2022-10-018285.07965503143
2022-11-018624.33381710545
2022-12-018557.171582891204
2023-01-018857.070445030497
2023-02-018593.825091275126
2023-03-018852.00159716527
2023-04-018895.612816534007
2023-05-018780.774720794949
2023-06-018774.008287088067
2023-07-018774.534299602383
2023-08-018716.720742347115
2023-09-018496.058492591592
2023-10-018356.306531401751
2023-11-018766.28546699152
2023-12-019105.802635322698
2024-01-019088.396403030789
2024-02-018953.139457872376
2024-03-019046.028485968616
2024-04-018822.473167384354
2024-05-018983.86337064037
2024-06-019048.87373547787
2024-07-019260.091669635449
2024-08-019397.117929614744
2024-09-019542.177835267226
2024-10-019296.12352686609
2024-11-019411.391996480497
2024-12-019246.845718138586
2025-01-019303.822437302895
2025-02-019503.99410865984
2025-03-019500.814123914202
2025-04-019524.675964336353
2025-05-019506.193797356069
2025-06-019662.084778871513
2025-07-019650.560322876045
2025-08-019780.772329828975
2025-09-019877.056529608526
2025-10-019918.922343816124
2025-11-0110001.721495501397
2025-12-019985.367288238122
2026-01-0110010.854985522701
2026-02-0110161.60539019369
2026-03-019932.072656674023
2026-04-019967.937146286471
Annual Return Matrix
YearAnnual Return
2021-0.0214969763994447
2022-0.13937102925545986
20230.06411359724612753
20240.015489363042941795
20250.0798674048006287
2026-0.0017455684351422862
Total Factor Risk
0.07181297808744976
VTI.US Exposure
0.02110027276026041
VEA.US Exposure
0.029300338917121936
VWO.US Exposure
-0.008984362466296294
QQQ.US Exposure
-0.015123950043622639
VTV.US Exposure
0.0031349616298387353
IJR.US Exposure
0.0007388502336534677
QUAL.US Exposure
-0.028460528950666125
SHV.US Exposure
0.3341510502042631
TLT.US Exposure
0.02251510716202634
LQD.US Exposure
0.5537313429482731
HYG.US Exposure
-0.02367809613473997
GLD.US Exposure
0.006531393837225587
USO.US Exposure
0.008879967654456465
VNQ.US Exposure
-0.011301531287904775
BTC-USD.CC Exposure
-0.0002316350490757731
CPER.US Exposure
-0.004698623096330559
VIX.INDX Exposure
0.0006208973211498185
UUP.US Exposure
-0.0031516914816747473
TIP.US Exposure
0.09913228291965036
Idiosyncratic Exposure
0.015793952922391503
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
52.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.2%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.34%
Market Cap$0
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
$111
Avg Yield on Cost
1.11%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$110.851.11%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 →
-0.4%
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 →
+0.6%
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 →
1.9% 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 →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Avantis Core Fixed Income ETF a high-risk investment?

Avantis Core Fixed Income ETF (AVIG.US) has an annualized volatility of 7.2% and experienced a maximum drawdown of 18.5% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, AVIG.US has generated a Compound Annual Growth Rate (CAGR) of -0.1%. It has had a positive return in 50% 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.

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