ARCIX vs. AVUV
Compare and contrast key facts about AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and Avantis US Small Cap Value ETF (AVUV).
ARCIX is managed by AQR Funds. It was launched on Jul 8, 2012. AVUV is a passively managed fund by Avantis that tracks the performance of the Russell 2000 Value. It was launched on Sep 24, 2019.
Performance
ARCIX vs. AVUV - Performance Comparison
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ARCIX vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 17.04% | 20.99% | 7.43% | -0.22% | 21.39% | 39.74% | 8.15% | 8.37% |
AVUV Avantis US Small Cap Value ETF | 8.60% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.50% |
Returns By Period
In the year-to-date period, ARCIX achieves a 17.04% return, which is significantly higher than AVUV's 8.60% return.
ARCIX
- 1D
- 0.56%
- 1M
- 6.06%
- YTD
- 17.04%
- 6M
- 26.39%
- 1Y
- 30.67%
- 3Y*
- 14.38%
- 5Y*
- 18.72%
- 10Y*
- 12.98%
AVUV
- 1D
- 2.03%
- 1M
- -1.97%
- YTD
- 8.60%
- 6M
- 11.68%
- 1Y
- 28.72%
- 3Y*
- 16.19%
- 5Y*
- 10.38%
- 10Y*
- —
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ARCIX vs. AVUV - Expense Ratio Comparison
ARCIX has a 1.00% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Return for Risk
ARCIX vs. AVUV — Risk / Return Rank
ARCIX
AVUV
ARCIX vs. AVUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Risk-Balanced Commodities Strategy Fund (ARCIX) 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.
| ARCIX | AVUV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 1.23 | +0.75 |
Sortino ratioReturn per unit of downside risk | 2.48 | 1.80 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.25 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.08 | 1.87 | +1.21 |
Martin ratioReturn relative to average drawdown | 9.79 | 7.37 | +2.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ARCIX | AVUV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.23 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.45 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.52 | -0.21 |
Correlation
The correlation between ARCIX and AVUV is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ARCIX vs. AVUV - Dividend Comparison
ARCIX's dividend yield for the trailing twelve months is around 11.48%, more than AVUV's 1.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 11.48% | 13.44% | 2.11% | 7.56% | 9.51% | 18.23% | 0.09% | 5.19% | 0.67% | 0.01% | 4.82% |
AVUV Avantis US Small Cap Value ETF | 1.41% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% |
Drawdowns
ARCIX vs. AVUV - Drawdown Comparison
The maximum ARCIX drawdown since its inception was -54.25%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for ARCIX and AVUV.
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Drawdown Indicators
| ARCIX | AVUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -49.42% | -4.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -15.43% | +5.24% |
Max Drawdown (5Y)Largest decline over 5 years | -20.29% | -28.79% | +8.50% |
Max Drawdown (10Y)Largest decline over 10 years | -32.45% | — | — |
Current DrawdownCurrent decline from peak | -1.09% | -4.14% | +3.05% |
Average DrawdownAverage peak-to-trough decline | -25.68% | -8.14% | -17.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.91% | -0.70% |
Volatility
ARCIX vs. AVUV - Volatility Comparison
AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and Avantis US Small Cap Value ETF (AVUV) have volatilities of 5.41% and 5.51%, 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.
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Volatility by Period
| ARCIX | AVUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 5.51% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 13.11% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 23.46% | -7.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 22.95% | -3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 28.60% | -11.14% |