Avantis Emerging Markets ex-China Equity ETF (AVXC) Performance
AVXC total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +22.0% since Dec 31, 2025
- 1 year
- +27.3% total return
- Since first price
- +59.0% since 2024
AVXC trailing returns vs SPY, QQQ, AGG
| Period | AVXC total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −7.4% | −7.4% | −1.0% | −5.0% | +0.9% |
| 3 months | −2.3% | −2.8% | +3.2% | +1.9% | −0.4% |
| 6 months | +3.1% | +2.0% | +7.8% | +8.4% | −1.5% |
| YTD | +22.0% | +20.6% | +12.3% | +15.1% | −1.0% |
| 1 year | +27.3% | +24.2% | +14.4% | +15.9% | −1.1% |
| Since inceptionMar 21, 2024 | +59.0% | +52.1% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: AVXC vs SPY
From Mar 21, 2024: AVXC grew to $15,904, SPY to $14,983.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
AVXC returns by calendar year
1 of 1 full years positive. Best 2025 (+31.4%), worst 2025 (+31.4%). 2026 is year to date.
AVXC annual returns table
| Year | AVXC | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +22.0% | −16.4% | +12.3% | +15.1% | −1.0% |
| 2025 | +31.4% | −13.6% | +17.7% | +20.8% | +7.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
AVXC largest drawdowns
Now 12.5% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Sep 26, 2024 | −20.4% | Apr 8, 2025 | Jun 10, 2025 | 6 months | 8 months |
| Jun 22, 2026 | −16.4% | Jul 29, 2026 | not yet | 37 days | 4 months so far |
| Feb 25, 2026 | −14.0% | Mar 30, 2026 | Apr 17, 2026 | 33 days | 51 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
AVXC risk statistics
| Statistic | Since 2024 |
|---|---|
| Annualized return | +23.8% |
| Volatility (annualized) | 18.3% |
| Sharpe ratio | 1.03 |
| Sortino ratio | 1.85 |
| Best month | +14.2% |
| Worst month | −10.2% |
| Best 12 months | +62.6% |
| Worst 12 months | −2.3% |
| Positive months | 70% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
AVXC rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 20 | −2.3% | +28.5% | +62.6% | 95% |
Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.
AVXC performance overview
Avantis Emerging Markets ex-China Equity ETF (AVXC) returned +27.3% over the past year, with distributions reinvested. Since its first recorded price on Mar 21, 2024 it has returned +59.0%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −20.4%, from Sep 26, 2024 to Apr 8, 2025, and it took 2 months to get back to the old high. Volatility has been 18.3% a year.
Related: AVXC chart, AVXC holdings, AVXC dividends. See the AVXC overview for the latest quote and fund facts.
AVXC performance FAQ
What is the AVXC return over the past year?
AVXC returned +27.3% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 24.2%.
How much would $10,000 invested in AVXC be worth?
$10,000 invested in AVXC at its first recorded close on March 21, 2024 would be worth about $15,904 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of AVXC?
The largest peak-to-trough decline was −20.4% between September 26, 2024 and April 8, 2025. It recovered to the old high on June 10, 2025, 2 months after the bottom.
How volatile is AVXC?
Over the past history AVXC had an annualized volatility of 18.3% and a Sharpe ratio of 1.03 (excess return over 1–3 month T-bills per unit of risk).