Summary
AVXC
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 40.79% 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: 16/07/2026

Current price: $78.77

Expense ratio: 0.33%

Assets under management
$425.9M
0.08% 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

-7.19%

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

5.78%

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

17.40%

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

40.79%

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

49.78%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.148%

Best day

5.85%

08/04/2026
Worst day

-6.735%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $78.70 $79.34 $78.47 $78.77 20,700
15/07/2026 $80.82 $80.82 $79.29 $80.29 37,500
14/07/2026 $80.83 $81.11 $80.47 $80.99 37,100
13/07/2026 $80.84 $80.93 $79.89 $80.03 30,800
10/07/2026 $82.52 $83.04 $82.04 $82.91 33,200
09/07/2026 $82.40 $82.97 $82.40 $82.69 26,300
08/07/2026 $80.32 $81.79 $80.19 $81.73 31,000
07/07/2026 $81.89 $82.24 $81.02 $81.46 23,100
06/07/2026 $83.54 $84.43 $83.54 $84.25 25,800
02/07/2026 $83.33 $83.86 $80.60 $81.48 33,900