ACLC vs. AVUS

Last updated Jun 27, 2026

ACLC (American Century Large Cap Equity ETF) and AVUS (Avantis U.S. Equity ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 5 years, ACLC returned 9.98%/yr vs 12.69%/yr for AVUS. Their correlation of 0.93 suggests significant overlap in exposure. ACLC charges 0.39%/yr vs 0.15%/yr for AVUS.

Performance

ACLC vs. AVUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Large Cap Equity ETF (ACLC) and Avantis U.S. Equity ETF (AVUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACLC achieves a 5.55% return, which is significantly lower than AVUS's 13.35% return.

ACLC

• 1D: 0.07%
• 1M: -1.67%
• YTD: 5.55%
• 6M: 4.11%
• 1Y: 15.94%
• 3Y*: 15.91%
• 5Y*: 9.98%
• 10Y*: —

AVUS

• 1D: -0.50%
• 1M: -0.48%
• YTD: 13.35%
• 6M: 11.84%
• 1Y: 27.51%
• 3Y*: 20.97%
• 5Y*: 12.69%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ACLC vs. AVUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ACLC American Century Large Cap Equity ETF	5.55%	11.80%	19.96%	24.74%	-19.37%	28.97%	17.02%
AVUS Avantis U.S. Equity ETF	13.35%	16.68%	20.43%	21.77%	-13.82%	28.73%	24.17%

Correlation

The correlation between ACLC and AVUS is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020	0.93

The correlation between ACLC and AVUS has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

Return for Risk

ACLC vs. AVUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACLC

ACLC Risk / Return Rank: 38
ACLC Sharpe Ratio Rank: 39
ACLC Sortino Ratio Rank: 37
ACLC Omega Ratio Rank: 36
ACLC Calmar Ratio Rank: 34
ACLC Martin Ratio Rank: 46

AVUS

AVUS Risk / Return Rank: 78
AVUS Sharpe Ratio Rank: 78
AVUS Sortino Ratio Rank: 75
AVUS Omega Ratio Rank: 75
AVUS Calmar Ratio Rank: 77
AVUS Martin Ratio Rank: 85

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACLC vs. AVUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Large Cap Equity ETF (ACLC) and Avantis U.S. Equity ETF (AVUS). 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.

	ACLC	AVUS	Difference
Sharpe ratio: Return per unit of total volatility	1.25	2.18	-0.93
Sortino ratio: Return per unit of downside risk	1.78	2.97	-1.19
Omega ratio: Gain probability vs. loss probability	1.22	1.39	-0.17
Calmar ratio: Return relative to maximum drawdown	1.56	3.52	-1.96
Martin ratio: Return relative to average drawdown	6.66	15.59	-8.94

ACLC vs. AVUS - Sharpe Ratio Comparison

The current ACLC Sharpe Ratio is 1.25, which is lower than the AVUS Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of ACLC and AVUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ACLC vs. AVUS - Drawdown Comparison

The maximum ACLC drawdown since its inception was -26.44%, smaller than the maximum AVUS drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for ACLC and AVUS.

Drawdown Indicators

	ACLC	AVUS	Difference
Max Drawdown Largest peak-to-trough decline	-26.44%	-37.04%	+10.60%
Max Drawdown (1Y) Largest decline over 1 year	-10.28%	-7.85%	-2.43%
Max Drawdown (3Y) Largest decline over 3 years	-20.49%	-19.74%	-0.75%
Max Drawdown (5Y) Largest decline over 5 years	-26.44%	-22.19%	-4.25%
Current Drawdown Current decline from peak	-3.55%	-1.83%	-1.72%
Average Drawdown Average peak-to-trough decline	-5.84%	-5.06%	-0.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	1.77%	+0.63%

Volatility

ACLC vs. AVUS - Volatility Comparison

American Century Large Cap Equity ETF (ACLC) and Avantis U.S. Equity ETF (AVUS) have volatilities of 4.74% and 4.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACLC	AVUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.74%	4.70%	+0.04%
Volatility (6M) Calculated over the trailing 6-month period	10.19%	9.82%	+0.37%
Volatility (1Y) Calculated over the trailing 1-year period	12.81%	12.69%	+0.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.27%	17.35%	-0.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.12%	20.82%	-3.70%

ACLC vs. AVUS - Expense Ratio Comparison

ACLC has a 0.39% expense ratio, which is higher than AVUS's 0.15% expense ratio.

Dividends

ACLC vs. AVUS - Dividend Comparison

ACLC's dividend yield for the trailing twelve months is around 0.55%, less than AVUS's 0.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
ACLC American Century Large Cap Equity ETF	0.55%	0.64%	0.89%	1.09%	1.10%	0.72%	0.43%	0.00%
AVUS Avantis U.S. Equity ETF	0.94%	1.08%	1.27%	1.41%	1.59%	1.08%	1.19%	0.35%

Frequently Asked Questions

Can I hold both ACLC and AVUS in my portfolio?

With a correlation of 0.92, ACLC and AVUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, ACLC or AVUS?

ACLC has higher volatility (4.74%) compared to AVUS (4.70%). In terms of maximum drawdown, ACLC dropped -26.44% vs AVUS's -37.04%.

Which ETF is better, ACLC or AVUS?

On 5-year performance, AVUS leads with 12.69% vs 9.98% for ACLC. On fees, AVUS is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ACLC or AVUS?

Over the 5-year period, AVUS has performed better with a 12.69% return vs 9.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ACLC or AVUS?

AVUS is cheaper with a 0.15% expense ratio, compared with 0.39% for ACLC.

Which ETF pays a higher dividend yield, ACLC or AVUS?

AVUS has the higher dividend yield at 0.94%, compared with 0.55% for ACLC.

What is the main difference between ACLC and AVUS?

They also come from different issuers: American Century and Avantis. Their fees differ too: 0.39% for ACLC and 0.15% for AVUS.

Which has better risk-adjusted returns?

AVUS currently has the higher Sharpe Ratio (2.18 vs 1.25), 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.