AVGG vs AVGX: returns, Sharpe ratio and drawdown
Performance
AVGG-41.12%AVGX-41.70%
Summary
AVGG vs AVGX
Over the past year, AVGG returned -41.12% against -41.70% for AVGX. AVGG had the higher Sharpe ratio over the past year (-0.10 vs -0.11), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -69.13% for AVGG and -69.16% for AVGX. Dividends over the past year came to 3.55% of AVGG's price, while AVGX paid none. Their daily returns had a correlation of 1.00 over the past year, which is very high.
Ranking
How AVGG and AVGX rank
AVGGAVGX
Current Drawdown
AVGG-63.15%AVGX-63.13%
Rolling Volatility
AVGG123.39%AVGX124.40%
METRICS
Correlation Matrix
Fees and dividends
What AVGG and AVGX cost and pay
AVGGAVGXExpense ratio0.76%1.31%Yield3.55%0.00%Paid, past year$0.61NonePaysYearly—Growth a year——Return with dividends-41.12%1Y—Return, price only-42.40%1Y—
AVGG charges 0.76% a year and AVGX 1.31%.
Metrics
Risk Indicators
AVGGAVGX
Alpha
AVGG
-53.82%
AVGX
-54.53%
Beta
AVGG
4.46x
AVGX
4.46x
Sharpe
AVGG
-0.10
AVGX
-0.11
Sortino
AVGG
-0.14
AVGX
-0.15
Omega
AVGG
0.98
AVGX
0.98
Calmar
AVGG
-0.59
AVGX
-0.60
Martin
AVGG
-0.25
AVGX
-0.27
Comparisons