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ACSV vs. ECML
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACSV vs. ECML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Small Cap Value Insights ETF (ACSV) and EA Series Trust - Euclidean Fundamental Value ETF (ECML). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ACSV having a 14.95% return and ECML slightly lower at 14.39%.


ACSV

1D
-1.12%
1M
1.83%
YTD
14.95%
6M
14.45%
1Y
3Y*
5Y*
10Y*

ECML

1D
0.16%
1M
1.49%
YTD
14.39%
6M
14.23%
1Y
26.84%
3Y*
15.57%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACSV vs. ECML - Yearly Performance Comparison


Correlation

The correlation between ACSV and ECML is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 17, 2025

0.84

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Return for Risk

ACSV vs. ECML — Risk / Return Rank

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

ACSV

ECML
ECML Risk / Return Rank: 6161
Overall Rank
ECML Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ECML Sortino Ratio Rank: 6161
Sortino Ratio Rank
ECML Omega Ratio Rank: 5353
Omega Ratio Rank
ECML Calmar Ratio Rank: 7777
Calmar Ratio Rank
ECML Martin Ratio Rank: 6262
Martin Ratio Rank
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.

ACSV vs. ECML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Small Cap Value Insights ETF (ACSV) and EA Series Trust - Euclidean Fundamental Value ETF (ECML). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ACSV vs. ECML - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ACSVECMLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

Sharpe Ratio (All Time)

Calculated using the full available price history

1.94

0.86

+1.08

Drawdowns

ACSV vs. ECML - Drawdown Comparison

The maximum ACSV drawdown since its inception was -7.39%, smaller than the maximum ECML drawdown of -24.66%. Use the drawdown chart below to compare losses from any high point for ACSV and ECML.


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Drawdown Indicators


ACSVECMLDifference

Max Drawdown

Largest peak-to-trough decline

-7.39%

-24.66%

+17.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

Max Drawdown (3Y)

Largest decline over 3 years

-24.66%

Current Drawdown

Current decline from peak

-1.12%

-0.27%

-0.85%

Average Drawdown

Average peak-to-trough decline

-1.82%

-5.88%

+4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

Volatility

ACSV vs. ECML - Volatility Comparison


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Volatility by Period


ACSVECMLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

14.56%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

18.39%

-2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.92%

18.39%

-2.47%

ACSV vs. ECML - Expense Ratio Comparison

ACSV has a 0.49% expense ratio, which is lower than ECML's 0.95% expense ratio.


Dividends

ACSV vs. ECML - Dividend Comparison

ACSV's dividend yield for the trailing twelve months is around 0.52%, less than ECML's 1.20% yield.


PositionTTM202520242023
ACSV
American Century Small Cap Value Insights ETF
0.52%0.43%0.00%0.00%
ECML
EA Series Trust - Euclidean Fundamental Value ETF
1.20%1.38%0.98%0.77%

Frequently Asked Questions


ACSV and ECML have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ACSV is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACSV is cheaper with a 0.49% expense ratio, compared with 0.95% for ECML.

ECML has the higher dividend yield at 1.20%, compared with 0.52% for ACSV.

They also come from different issuers: American Century and Euclidean. Their fees differ too: 0.49% for ACSV and 0.95% for ECML.

Portfolio Optimizer

Find the right allocation for ACSV and ECML

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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