AIS vs. AVLV

Last updated Jul 21, 2026

AIS (VistaShares Artificial Intelligence Supercycle ETF) and AVLV (Avantis U.S. Large Cap Value ETF) are both exchange-traded funds - AIS is a Technology Equities fund actively managed by VistaShares, while AVLV is a Large Cap Value Equities fund actively managed by Avantis. Both are actively managed. Over the past year, AIS returned 132.70% vs 33.92% for AVLV. A 0.64 correlation means they provide meaningful diversification when combined. AIS charges 0.75%/yr vs 0.15%/yr for AVLV.

Performance

AIS vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Artificial Intelligence Supercycle ETF (AIS) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIS achieves a 76.17% return, which is significantly higher than AVLV's 21.22% return.

AIS

• 1D: 0.30%
• 1M: -22.24%
• 6M: 59.19%
• YTD: 76.17%
• 1Y: 132.70%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 82.39%

AVLV

• 1D: -0.38%
• 1M: 0.38%
• 6M: 15.69%
• YTD: 21.22%
• 1Y: 33.92%
• 3Y*: 20.50%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.64%

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

AIS vs. AVLV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AIS VistaShares Artificial Intelligence Supercycle ETF	76.17%	58.35%	-4.74%
AVLV Avantis U.S. Large Cap Value ETF	21.22%	15.12%	-5.68%

Correlation

The correlation between AIS and AVLV is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.63
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024	0.64

The correlation between AIS and AVLV has been stable across timeframes, ranging from 0.63 to 0.64 - a consistent structural relationship.

AIS vs. AVLV - Sectors Allocation Comparison

Sectors	AIS	AVLV
Technology	86.2%	16.9%
Industrials	10.8%	15.3%
Utilities	2.9%	0.4%
Consumer Defensive	0.3%	6.2%
Basic Materials	-	1.8%
Communication Services	-	6.7%
Consumer Cyclical	-	14.2%
Energy	-	12.7%
Healthcare	-	4.4%
Real Estate	-	0.0%
Financial Services	-0.0%	21.5%

Return for Risk

AIS vs. AVLV — Risk / Return Rank

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

AIS

AIS Risk / Return Rank: 92
AIS Sharpe Ratio Rank: 95
AIS Sortino Ratio Rank: 87
AIS Omega Ratio Rank: 89
AIS Calmar Ratio Rank: 94
AIS Martin Ratio Rank: 94

AVLV

AVLV Risk / Return Rank: 94
AVLV Sharpe Ratio Rank: 94
AVLV Sortino Ratio Rank: 94
AVLV Omega Ratio Rank: 93
AVLV Calmar Ratio Rank: 94
AVLV Martin Ratio Rank: 95

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.

AIS vs. AVLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Artificial Intelligence Supercycle ETF (AIS) and Avantis U.S. Large Cap Value ETF (AVLV). 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.

	AIS	AVLV	Difference
Sharpe ratio: Return per unit of total volatility	2.95	2.75	+0.20
Sortino ratio: Return per unit of downside risk	3.08	3.85	-0.76
Omega ratio: Gain probability vs. loss probability	1.43	1.50	-0.07
Calmar ratio: Return relative to maximum drawdown	5.35	5.33	+0.02
Martin ratio: Return relative to average drawdown	19.98	21.13	-1.15

AIS vs. AVLV - Sharpe Ratio Comparison

The current AIS Sharpe Ratio is 2.95, which is comparable to the AVLV Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of AIS and AVLV, 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

AIS vs. AVLV - Drawdown Comparison

The maximum AIS drawdown since its inception was -32.78%, which is greater than AVLV's maximum drawdown of -19.50%. Use the drawdown chart below to compare losses from any high point for AIS and AVLV.

Drawdown Indicators

	AIS	AVLV	Difference
Max Drawdown Largest peak-to-trough decline	-32.78%	-19.50%	-13.28%
Max Drawdown (1Y) Largest decline over 1 year	-24.96%	-6.39%	-18.57%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.50%	—
Current Drawdown Current decline from peak	-24.74%	-0.77%	-23.97%
Average Drawdown Average peak-to-trough decline	-5.88%	-3.85%	-2.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.67%	1.61%	+5.06%

Volatility

AIS vs. AVLV - Volatility Comparison

VistaShares Artificial Intelligence Supercycle ETF (AIS) has a higher volatility of 22.23% compared to Avantis U.S. Large Cap Value ETF (AVLV) at 2.31%. This indicates that AIS's price experiences larger fluctuations and is considered to be riskier than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIS	AVLV	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.23%	2.31%	+19.92%
Volatility (6M) Calculated over the trailing 6-month period	40.60%	9.10%	+31.50%
Volatility (1Y) Calculated over the trailing 1-year period	45.37%	12.41%	+32.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.75%	17.22%	+25.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.75%	17.22%	+25.53%

AIS vs. AVLV - Expense Ratio Comparison

AIS has a 0.75% expense ratio, which is higher than AVLV's 0.15% expense ratio.

Dividends

AIS vs. AVLV - Dividend Comparison

AIS has not paid dividends to shareholders, while AVLV's dividend yield for the trailing twelve months is around 1.07%.

Position	TTM	2025	2024	2023	2022	2021
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AVLV Avantis U.S. Large Cap Value ETF	1.07%	1.33%	1.58%	1.85%	2.00%	0.29%

Frequently Asked Questions

Can I hold both AIS and AVLV in my portfolio?

AIS and AVLV have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AIS or AVLV?

AIS has higher volatility (22.23%) compared to AVLV (2.31%). In terms of maximum drawdown, AIS dropped -32.78% vs AVLV's -19.50%.

Which ETF is better, AIS or AVLV?

On 1-year performance, AIS leads with 132.70% vs 33.92% for AVLV. On fees, AVLV is cheaper at 0.15% per year. On volatility, AVLV has been the lower-risk option at 2.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIS or AVLV?

Over the 1-year period, AIS has performed better with a 132.70% return vs 33.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIS or AVLV?

AVLV is cheaper with a 0.15% expense ratio, compared with 0.75% for AIS.

Which ETF pays a higher dividend yield, AIS or AVLV?

AVLV has the higher dividend yield at 1.07%, compared with 0.00% for AIS.

What is the main difference between AIS and AVLV?

AIS is categorized as Technology Equities, while AVLV is Large Cap Value Equities. They also come from different issuers: VistaShares and Avantis. Their fees differ too: 0.75% for AIS and 0.15% for AVLV.

Which has better risk-adjusted returns?

AIS currently has the higher Sharpe Ratio (2.95 vs 2.75), 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.