Summary
AVXC
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 64.85% Volatility 19.48% Sharpe 1.90
Official loaded data — not a live quote.

Avantis Emerging Markets ex-China Equity ETF

Symbol: AVXC

Exchange: NASDAQ

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 19/03/2024

Latest date: 02/06/2026

Current price: $86.72

Expense ratio: 0.33%

Assets under management
$339.5M
0.58% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

12.24%

Ann. -61.32% (Sharpe / Sortino numerator)

Volatility

35.68%

Sharpe ratio

-1.820

VaR 95%

-3.59%

CVaR 95%: -4.32%
Max drawdown: -7.77%
Sortino ratio: -2.829
Calmar ratio: -7.89

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

17.41%

Ann. 17.77% (Sharpe / Sortino numerator)

Volatility

25.87%

Sharpe ratio

0.547

VaR 95%

-3.24%

CVaR 95%: -3.84%
Max drawdown: -14.03%
Sortino ratio: 0.737
Calmar ratio: 1.27

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

40.49%

Ann. 29.36% (Sharpe / Sortino numerator)

Volatility

20.98%

Sharpe ratio

1.227

VaR 95%

-2.04%

CVaR 95%: -3.18%
Max drawdown: -14.03%
Sortino ratio: 1.586
Calmar ratio: 2.09

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

64.85%

Ann. 40.72% (Sharpe / Sortino numerator)

Volatility

19.48%

Sharpe ratio

1.904

VaR 95%

-1.80%

CVaR 95%: -2.90%
Max drawdown: -14.03%
Sortino ratio: 2.409
Calmar ratio: 2.90

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

74.10%

Ann. 17.92% (Sharpe / Sortino numerator)

Volatility

17.40%

Sharpe ratio

0.821

VaR 95%

-1.78%

CVaR 95%: -2.65%
Max drawdown: -20.44%
Sortino ratio: 1.063
Calmar ratio: 0.88

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.207%

Best day

5.85%

08/04/2026
Worst day

-4.913%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $86.22 $86.80 $86.11 $86.72 17,400
01/06/2026 $85.55 $86.73 $85.48 $86.32 38,200
29/05/2026 $85.02 $85.24 $84.60 $84.85 82,700
28/05/2026 $83.53 $85.06 $83.18 $84.93 86,500
27/05/2026 $84.54 $84.78 $83.50 $83.90 65,900
26/05/2026 $83.21 $84.37 $83.21 $84.36 39,500
22/05/2026 $81.18 $81.20 $80.72 $80.77 17,600
21/05/2026 $79.86 $81.21 $79.81 $80.78 37,900
20/05/2026 $78.35 $79.72 $78.35 $79.63 28,100
19/05/2026 $77.46 $78.72 $77.07 $77.98 37,300