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AVDV vs. FUND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVDV vs. FUND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Small Cap Value ETF (AVDV) and Sprott Focus Trust, Inc. (FUND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVDV achieves a 14.99% return, which is significantly lower than FUND's 19.89% return.


AVDV

1D
0.89%
1M
-1.99%
YTD
14.99%
6M
17.18%
1Y
41.91%
3Y*
26.72%
5Y*
13.63%
10Y*

FUND

1D
0.52%
1M
-0.93%
YTD
19.89%
6M
21.14%
1Y
45.55%
3Y*
16.40%
5Y*
10.39%
10Y*
13.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVDV vs. FUND - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AVDV
Avantis International Small Cap Value ETF
14.99%49.37%8.67%16.85%-11.47%15.80%5.01%11.78%
FUND
Sprott Focus Trust, Inc.
19.89%27.57%-1.08%6.94%-1.16%36.20%2.44%8.12%

Correlation

The correlation between AVDV and FUND is 0.66, 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

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.71

The correlation between AVDV and FUND has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

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Return for Risk

AVDV vs. FUND — Risk / Return Rank

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

AVDV
AVDV Risk / Return Rank: 8181
Overall Rank
AVDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8686
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8686
Omega Ratio Rank
AVDV Calmar Ratio Rank: 7171
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7676
Martin Ratio Rank

FUND
FUND Risk / Return Rank: 9494
Overall Rank
FUND Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FUND Sortino Ratio Rank: 9494
Sortino Ratio Rank
FUND Omega Ratio Rank: 9393
Omega Ratio Rank
FUND Calmar Ratio Rank: 9191
Calmar Ratio Rank
FUND Martin Ratio Rank: 9696
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.

AVDV vs. FUND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value ETF (AVDV) and Sprott Focus Trust, Inc. (FUND). 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.


AVDVFUNDDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.46

1.48

-0.03

Calmar ratioReturn relative to maximum drawdown

3.12

4.41

-1.29

Martin ratioReturn relative to average drawdown

12.44

20.19

-7.75

AVDV vs. FUND - Sharpe Ratio Comparison

The current AVDV Sharpe Ratio is 2.53, which is comparable to the FUND Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of AVDV and FUND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVDV vs. FUND - Drawdown Comparison

The maximum AVDV drawdown since its inception was -43.01%, smaller than the maximum FUND drawdown of -65.37%. Use the drawdown chart below to compare losses from any high point for AVDV and FUND.


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Drawdown Indicators


AVDVFUNDDifference

Max Drawdown

Largest peak-to-trough decline

-43.01%

-65.37%

+22.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-10.32%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

-18.25%

+4.08%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-24.67%

-3.41%

Max Drawdown (10Y)

Largest decline over 10 years

-43.32%

Current Drawdown

Current decline from peak

-2.24%

-1.93%

-0.31%

Average Drawdown

Average peak-to-trough decline

-6.76%

-12.33%

+5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

2.25%

+1.05%

Volatility

AVDV vs. FUND - Volatility Comparison

Avantis International Small Cap Value ETF (AVDV) and Sprott Focus Trust, Inc. (FUND) have volatilities of 6.26% and 6.58%, 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


AVDVFUNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

6.58%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

12.66%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

15.82%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

18.77%

-1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.77%

19.74%

+0.03%

Dividends

AVDV vs. FUND - Dividend Comparison

AVDV's dividend yield for the trailing twelve months is around 4.11%, less than FUND's 7.14% yield.


PositionTTM20252024202320222021202020192018201720162015
AVDV
Avantis International Small Cap Value ETF
4.11%3.05%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%
FUND
Sprott Focus Trust, Inc.
5.87%6.65%8.27%6.22%6.72%8.79%7.93%6.30%11.92%6.59%5.76%7.59%

Frequently Asked Questions


AVDV and FUND have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FUND has higher volatility (6.58%) compared to AVDV (6.26%). In terms of maximum drawdown, AVDV dropped -43.01% vs FUND's -65.37%.

FUND currently has the higher Sharpe Ratio (2.88 vs 2.53), 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.

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