AVIV vs AVDE: returns, Sharpe ratio and drawdown

Over the past year, AVIV returned +21.87% against +17.38% for AVDE. Over five years, AVIV averaged +12.56% a year, compared with +9.87% for AVDE. AVIV had the higher Sharpe ratio over the past year (1.13 vs 0.85), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.78% for AVIV and -11.48% for AVDE. Dividends over the past year came to 2.82% of AVIV's price, against 2.80% for AVDE. Their daily returns had a correlation of 0.98 over the past year, which is very high.

AVIV charges 0.25% a year and AVDE 0.23%. Over five years, reinvested dividends added 3.42 points a year to AVIV's return and 3.27 to AVDE's.