Small Cap value
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVDV Avantis International Small Cap Value ETF | Foreign Small & Mid Cap Equities, Actively Managed | 50% |
AVUV Avantis U.S. Small Cap Value ETF | Small Cap Value Equities, Actively Managed | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVDV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.39% | 12.89% | 1.19% | 12.45% | 14.95% | 10.86% |
| Small Cap value | 4.71% | 9.87% | 2.44% | 7.44% | 18.83% | N/A |
| Portfolio components: | ||||||
AVDV Avantis International Small Cap Value ETF | 16.01% | 7.86% | 16.17% | 16.51% | 15.90% | N/A |
AVUV Avantis U.S. Small Cap Value ETF | -6.28% | 12.03% | -10.25% | -1.91% | 21.24% | N/A |
Monthly Returns
The table below presents the monthly returns of Small Cap value, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.07% | -2.09% | -0.98% | -0.65% | 6.50% | 4.71% | |||||||
| 2024 | -2.37% | 1.87% | 5.64% | -3.90% | 5.59% | -3.10% | 7.91% | -1.14% | 1.32% | -3.21% | 6.19% | -4.95% | 9.08% |
| 2023 | 9.11% | -1.78% | -4.10% | 0.25% | -4.87% | 7.92% | 7.17% | -3.23% | -2.90% | -4.18% | 7.57% | 9.35% | 20.05% |
| 2022 | -3.19% | 0.87% | 1.06% | -5.58% | 2.98% | -11.62% | 8.44% | -3.60% | -10.44% | 10.59% | 8.93% | -3.95% | -8.13% |
| 2021 | 2.26% | 9.52% | 5.55% | 3.17% | 4.09% | -1.96% | -1.27% | 2.15% | -1.11% | 3.33% | -4.25% | 4.85% | 28.75% |
| 2020 | -6.97% | -10.85% | -25.45% | 16.44% | 5.78% | 2.61% | 2.10% | 7.66% | -3.36% | 0.81% | 17.25% | 8.13% | 6.10% |
| 2019 | -0.39% | 3.47% | 2.29% | 4.60% | 10.28% |
Expense Ratio
Small Cap value has an expense ratio of 0.30%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Small Cap value is 14, meaning it’s performing worse than 86% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 0.90 | 1.31 | 1.19 | 1.15 | 4.05 |
AVUV Avantis U.S. Small Cap Value ETF | -0.08 | 0.05 | 1.01 | -0.08 | -0.21 |
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Dividends
Dividend yield
Small Cap value provided a 2.74% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|
| Portfolio | 2.74% | 2.96% | 2.47% | 2.45% | 1.84% | 1.44% | 0.37% |
| Portfolio components: | |||||||
AVDV Avantis International Small Cap Value ETF | 3.72% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% |
AVUV Avantis U.S. Small Cap Value ETF | 1.76% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Small Cap value. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Small Cap value was 46.02%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current Small Cap value drawdown is 0.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.02% | Jan 3, 2020 | 55 | Mar 23, 2020 | 172 | Nov 24, 2020 | 227 |
| -24.12% | Nov 9, 2021 | 221 | Sep 26, 2022 | 211 | Jul 31, 2023 | 432 |
| -17.85% | Dec 4, 2024 | 85 | Apr 8, 2025 | — | — | — |
| -11.39% | Aug 1, 2023 | 61 | Oct 25, 2023 | 34 | Dec 13, 2023 | 95 |
| -9.75% | Jun 9, 2021 | 28 | Jul 19, 2021 | 66 | Oct 20, 2021 | 94 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | AVDV | AVUV | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.72 | 0.73 | 0.77 |
| AVDV | 0.72 | 1.00 | 0.74 | 0.89 |
| AVUV | 0.73 | 0.74 | 1.00 | 0.96 |
| Portfolio | 0.77 | 0.89 | 0.96 | 1.00 |