Avantis Emerging Markets ex-China Equity ETF

10-Year Study

AVXC.US · · US · ETF

Executive Summary: Avantis Emerging Markets ex-China Equity ETF has compounded at 22.9% annually over the last 10 years, with a maximum drawdown of 10.6% and an annualized volatility of 21.4%.

1Y CAGR
+48.2%
3Y CAGR
+22.9%
5Y CAGR
+22.9%
10Y CAGR
+22.9%

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 →
10.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.82
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +31.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 17.4%
% 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.
20268.78.7-10.210.7————————17.4%
20250.6-3.61.32.86.67.0-1.01.55.34.8-0.53.531.4%
2024———-0.71.73.51.31.10.8-3.2-2.0-2.8-0.5%

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 21.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 61.9% of variance. Idiosyncratic stock-specific factors contribute 3.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-03-0110000
2024-04-019927.80220388953
2024-05-0110100.36704136755
2024-06-0110450.297592791298
2024-07-0110583.285974259916
2024-08-0110704.723529013503
2024-09-0110789.68262923898
2024-10-0110444.511921150732
2024-11-0110235.345529747994
2024-12-019953.632560611064
2025-01-0110010.873780033686
2025-02-019647.258679020373
2025-03-019771.81475182136
2025-04-0110045.03386259235
2025-05-0110710.016803067636
2025-06-0111454.378337788847
2025-07-0111339.465051055473
2025-08-0111513.650697255498
2025-09-0112123.998022203026
2025-10-0112701.765040181694
2025-11-0112644.52382075907
2025-12-0113083.61936845906
2026-01-0114224.750775013285
2026-02-0115458.411894684363
2026-03-0113875.558819969183
2026-04-0115360.712006909978
Annual Return Matrix
YearAnnual Return
20250.31445673615018843
20260.1740414922143294
Total Factor Risk
0.21430332233100152
VTI.US Exposure
0.6189900435216578
VEA.US Exposure
0.2519528992123972
VWO.US Exposure
0.0627806979719537
QQQ.US Exposure
-0.13642958420272322
VTV.US Exposure
-0.1346741100541159
IJR.US Exposure
0.06266413805620034
QUAL.US Exposure
0.0016730906903929534
SHV.US Exposure
0.17407902085178253
TLT.US Exposure
0.06626954502338693
LQD.US Exposure
-0.031201922138449842
HYG.US Exposure
-0.01002597153406987
GLD.US Exposure
0.029833199189088732
USO.US Exposure
-0.004005121435937633
VNQ.US Exposure
0.04701092360834745
BTC-USD.CC Exposure
-0.004154751203273906
CPER.US Exposure
0.003859328291319021
VIX.INDX Exposure
-0.01953368225156368
UUP.US Exposure
-0.009203416008065563
TIP.US Exposure
-0.005489420376825497
Idiosyncratic Exposure
0.035605092788498625
Value Score
45.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
20
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.4%

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 →10.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.67%
Market Cap$24.1B
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
$4
Avg Yield on Cost
0.04%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3.90.04%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 →
+5.9%
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 →
+18.8%
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 →
1.3% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Avantis Emerging Markets ex-China Equity ETF a high-risk investment?

Avantis Emerging Markets ex-China Equity ETF (AVXC.US) has an annualized volatility of 21.4% and experienced a maximum drawdown of 10.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AVXC.US has generated a Compound Annual Growth Rate (CAGR) of 22.9%. 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.

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