^IXF vs. AVUV
^IXF (NASDAQ Financial 100 Index) is an index, while AVUV (Avantis US Small Cap Value ETF) is Small Cap Value Equities fund actively managed by Avantis. Over the past 5 years, ^IXF returned 4.23%/yr vs 13.16%/yr for AVUV. Their correlation of 0.84 means they have usually moved in the same direction.
Performance
^IXF vs. AVUV - Performance Comparison
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Returns By Period
In the year-to-date period, ^IXF achieves a 1.34% return, which is significantly lower than AVUV's 23.62% return.
^IXF
- 1D
- -0.33%
- 1M
- -0.02%
- 6M
- 0.70%
- YTD
- 1.34%
- 1Y
- 2.98%
- 3Y*
- 15.12%
- 5Y*
- 4.23%
- 10Y*
- 8.35%
- ALL TIME*
- 9.48%
AVUV
- 1D
- 0.03%
- 1M
- 1.43%
- 6M
- 15.37%
- YTD
- 23.62%
- 1Y
- 40.65%
- 3Y*
- 16.14%
- 5Y*
- 13.16%
- 10Y*
- —
- ALL TIME*
- 16.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $143.14M | $148.43M | $155.85M |
^IXF vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
^IXF NASDAQ Financial 100 Index | 1.34% | 13.38% | 22.61% | 10.06% | -25.89% | 24.95% | 1.07% | 2.93% |
AVUV Avantis US Small Cap Value ETF | 23.62% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.54% |
Correlation
The correlation between ^IXF and AVUV is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.84 |
Over the past year, the correlation between ^IXF and AVUV has dropped to 0.64 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
^IXF vs. AVUV — Risk / Return Rank
^IXF
AVUV
^IXF vs. AVUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ Financial 100 Index (^IXF) and Avantis US Small Cap Value ETF (AVUV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^IXF | AVUV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -3.11 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.40 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 4.74 | -4.75 |
| Martin ratioReturn relative to average drawdown | -0.02 | 14.98 | -14.99 |
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Drawdowns
^IXF vs. AVUV - Drawdown Comparison
The maximum ^IXF drawdown since its inception was -61.80%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for ^IXF and AVUV.
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Drawdown Indicators
| ^IXF | AVUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.80% | -49.42% | -12.38% |
Max Drawdown (1Y)Largest decline over 1 year | -15.87% | -7.95% | -7.92% |
Max Drawdown (3Y)Largest decline over 3 years | -21.75% | -28.79% | +7.04% |
Max Drawdown (5Y)Largest decline over 5 years | -41.61% | -28.79% | -12.82% |
Max Drawdown (10Y)Largest decline over 10 years | -41.61% | — | — |
Current DrawdownCurrent decline from peak | -3.62% | -0.72% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -12.03% | -7.78% | -4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.43% | 2.52% | +3.91% |
Volatility
^IXF vs. AVUV - Volatility Comparison
NASDAQ Financial 100 Index (^IXF) has a higher volatility of 4.88% compared to Avantis US Small Cap Value ETF (AVUV) at 2.88%. This indicates that ^IXF's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^IXF | AVUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 2.88% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 10.51% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.88% | 16.90% | +1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.90% | 22.40% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.47% | 28.02% | -5.55% |
Frequently Asked Questions
^IXF and AVUV have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^IXF has higher volatility (4.88%) compared to AVUV (2.88%). In terms of maximum drawdown, ^IXF dropped -61.80% vs AVUV's -49.42%.
AVUV currently has the higher Sharpe Ratio (2.24 vs -0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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