ASMOX vs. AVUV

In the year-to-date period, ASMOX achieves a -3.53% return, which is significantly higher than AVUV's -8.36% return.

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ASMOX has a 0.61% expense ratio, which is higher than AVUV's 0.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Small Cap Momentum Style Fund (ASMOX) and Avantis U.S. 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.

The current ASMOX Sharpe Ratio is 0.17, which is higher than the AVUV Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of ASMOX and AVUV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ASMOX's dividend yield for the trailing twelve months is around 19.84%, more than AVUV's 1.80% yield.

The maximum ASMOX drawdown since its inception was -42.16%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for ASMOX and AVUV.

The current volatility for AQR Small Cap Momentum Style Fund (ASMOX) is 6.09%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 6.84%. This indicates that ASMOX experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.