ASVIX vs. VIOV
Compare and contrast key facts about American Century Small Cap Value Fund (ASVIX) and Vanguard S&P Small-Cap 600 Value ETF (VIOV).
ASVIX is managed by American Century Investments. It was launched on Jul 31, 1998. VIOV is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASVIX or VIOV.
Key characteristics
| ASVIX | VIOV | |
|---|---|---|
| YTD Return | 8.00% | 6.18% |
| 1Y Return | 25.52% | 25.99% |
| 3Y Return (Ann) | 3.64% | 3.20% |
| 5Y Return (Ann) | 11.74% | 9.45% |
| 10Y Return (Ann) | 10.37% | 9.19% |
| Sharpe Ratio | 1.38 | 1.33 |
| Sortino Ratio | 2.05 | 2.01 |
| Omega Ratio | 1.25 | 1.24 |
| Calmar Ratio | 1.28 | 1.24 |
| Martin Ratio | 6.79 | 6.00 |
| Ulcer Index | 4.07% | 4.79% |
| Daily Std Dev | 20.08% | 21.50% |
| Max Drawdown | -54.90% | -47.36% |
| Current Drawdown | -1.80% | -0.66% |
Correlation
The correlation between ASVIX and VIOV is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ASVIX vs. VIOV - Performance Comparison
In the year-to-date period, ASVIX achieves a 8.00% return, which is significantly higher than VIOV's 6.18% return. Over the past 10 years, ASVIX has outperformed VIOV with an annualized return of 10.37%, while VIOV has yielded a comparatively lower 9.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ASVIX vs. VIOV - Expense Ratio Comparison
ASVIX has a 1.09% expense ratio, which is higher than VIOV's 0.15% expense ratio.
Risk-Adjusted Performance
ASVIX vs. VIOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Small Cap Value Fund (ASVIX) and Vanguard S&P Small-Cap 600 Value ETF (VIOV). 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.
Dividends
ASVIX vs. VIOV - Dividend Comparison
ASVIX's dividend yield for the trailing twelve months is around 0.95%, less than VIOV's 2.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASVIX American Century Small Cap Value Fund | 0.95% | 1.00% | 3.64% | 7.32% | 0.35% | 2.41% | 20.02% | 14.39% | 5.29% | 14.05% | 14.27% | 17.31% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.31% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% | 0.91% |
Drawdowns
ASVIX vs. VIOV - Drawdown Comparison
The maximum ASVIX drawdown since its inception was -54.90%, which is greater than VIOV's maximum drawdown of -47.36%. Use the drawdown chart below to compare losses from any high point for ASVIX and VIOV. For additional features, visit the drawdowns tool.
Volatility
ASVIX vs. VIOV - Volatility Comparison
American Century Small Cap Value Fund (ASVIX) has a higher volatility of 4.74% compared to Vanguard S&P Small-Cap 600 Value ETF (VIOV) at 4.45%. This indicates that ASVIX's price experiences larger fluctuations and is considered to be riskier than VIOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.