Avantis International Large Cap

10-Year Study

AVIV.US · · US · ETF

Executive Summary: Avantis International Large Cap has compounded at 13.8% annually over the last 10 years, with a maximum drawdown of 24.2% and an annualized volatility of 16.2%.

1Y CAGR
+35.0%
3Y CAGR
+23.9%
5Y CAGR
+13.8%
10Y CAGR
+13.8%

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 →
24.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +41.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.86.8-7.15.1————————10.4%
20254.23.41.33.15.62.70.05.62.60.82.73.641.8%
2024-1.52.14.4-2.34.7-3.12.82.71.4-4.40.4-2.54.3%
20239.6-2.90.42.1-5.16.64.5-3.7-1.6-3.97.55.218.6%
20221.0-2.40.6-6.64.3-11.23.1-4.0-9.77.513.2-1.6-8.3%
2021—————————2.6-5.34.91.9%

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 16.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 91.6% of variance. Idiosyncratic stock-specific factors contribute 2.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-09-0110000
2021-10-0110263.42384235546
2021-11-019717.492144246595
2021-12-0110192.54365266635
2022-01-0110297.586298184831
2022-02-0110045.557614613428
2022-03-0110102.119039123378
2022-04-019435.444698949112
2022-05-019844.19710171618
2022-06-018737.485468294984
2022-07-019008.736288401109
2022-08-018647.083875274808
2022-09-017808.676435041839
2022-10-018396.758710390312
2022-11-019506.02562184187
2022-12-019350.591051922787
2023-01-0110243.994521115574
2023-02-019945.510422541696
2023-03-019989.04223114907
2023-04-0110196.411100496092
2023-05-019673.960335639222
2023-06-0110308.244800239412
2023-07-0110767.964640476986
2023-08-0110373.415900275093
2023-09-0110204.905673407842
2023-10-019803.75004316348
2023-11-0110537.183899446356
2023-12-0111086.890963293776
2024-01-0110918.910208450832
2024-02-0111151.486550259555
2024-03-0111646.842159785449
2024-04-0111378.975356530345
2024-05-0111913.788142128707
2024-06-0111542.236904200094
2024-07-0111866.619090919554
2024-08-0112189.343799997696
2024-09-0112356.472795497184
2024-10-0111812.95825228191
2024-11-0111865.790352098897
2024-12-0111564.106400856363
2025-01-0112047.606441142278
2025-02-0112462.044913039976
2025-03-0112629.150888016664
2025-04-0113014.629542236904
2025-05-0113747.695070155041
2025-06-0114121.410237226486
2025-07-0114122.538242843495
2025-08-0114916.723258785205
2025-09-0115302.4551387562
2025-10-0115418.17930685206
2025-11-0115831.144465290805
2025-12-0116397.518387642584
2026-01-0117352.870083679598
2026-02-0118540.729059956953
2026-03-0117226.2572083012
2026-04-0118098.735022272358
Annual Return Matrix
YearAnnual Return
2022-0.08260475789312027
20230.1856887871290176
20240.043043215554526615
20250.41796675153631324
20260.10374842060929379
Total Factor Risk
0.16151104653120463
VTI.US Exposure
0.28304119136490813
VEA.US Exposure
0.9159235764928794
VWO.US Exposure
0.01001686984839615
QQQ.US Exposure
-0.08083367489910372
VTV.US Exposure
-0.01201580671082288
IJR.US Exposure
0.009906490588327268
QUAL.US Exposure
-0.13537817621448286
SHV.US Exposure
0.048744141620763216
TLT.US Exposure
-0.0012798881252444455
LQD.US Exposure
-0.029152566571821366
HYG.US Exposure
0.04406430169462259
GLD.US Exposure
-0.016473552929874784
USO.US Exposure
-0.0044617418242661935
VNQ.US Exposure
-0.05223369154619407
BTC-USD.CC Exposure
-0.006917238550611812
CPER.US Exposure
0.025402489328251978
VIX.INDX Exposure
-0.03284704239943679
UUP.US Exposure
0.010652053743868014
TIP.US Exposure
0.0010708951728438478
Idiosyncratic Exposure
0.02277136991699825
Value Score
44.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.2%

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 →13.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.66%
Market Cap$39.2B
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
$23
Avg Yield on Cost
0.23%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$22.810.23%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 →
+2.4%
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 →
+12.9%
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 →
2.4% 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 International Large Cap a high-risk investment?

Avantis International Large Cap (AVIV.US) has an annualized volatility of 16.2% and experienced a maximum drawdown of 24.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, AVIV.US has generated a Compound Annual Growth Rate (CAGR) of 13.8%. It has had a positive return in 80% 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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