AVDV vs. PHYS
AVDV (Avantis International Small Cap Value ETF) is Foreign Small & Mid Cap Equities fund actively managed by Avantis, while PHYS (Sprott Physical Gold Trust) is a stock. Over the past 5 years, AVDV returned 13.63%/yr vs 16.26%/yr for PHYS. At a 0.33 correlation, their price movements are largely independent.
Performance
AVDV vs. PHYS - Performance Comparison
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Returns By Period
In the year-to-date period, AVDV achieves a 14.99% return, which is significantly higher than PHYS's -3.85% return.
AVDV
- 1D
- 0.89%
- 1M
- -1.95%
- YTD
- 14.99%
- 6M
- 17.18%
- 1Y
- 40.93%
- 3Y*
- 26.72%
- 5Y*
- 13.63%
- 10Y*
- —
PHYS
- 1D
- 0.19%
- 1M
- -10.61%
- YTD
- -3.85%
- 6M
- -3.47%
- 1Y
- 22.63%
- 3Y*
- 28.00%
- 5Y*
- 16.26%
- 10Y*
- 11.42%
AVDV vs. PHYS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 14.99% | 49.37% | 8.67% | 16.85% | -11.47% | 15.80% | 5.01% | 11.78% |
PHYS Sprott Physical Gold Trust | -3.85% | 63.95% | 26.43% | 12.98% | -1.81% | -4.84% | 23.89% | 0.74% |
Correlation
The correlation between AVDV and PHYS is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.33 |
The correlation between AVDV and PHYS shifts across timeframes, from 0.33 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AVDV vs. PHYS — Risk / Return Rank
AVDV
PHYS
AVDV vs. PHYS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value ETF (AVDV) and Sprott Physical Gold Trust (PHYS). 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.
| AVDV | PHYS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.17 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 0.92 | +2.20 |
| Martin ratioReturn relative to average drawdown | 12.44 | 2.64 | +9.81 |
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Drawdowns
AVDV vs. PHYS - Drawdown Comparison
The maximum AVDV drawdown since its inception was -43.01%, smaller than the maximum PHYS drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for AVDV and PHYS.
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Drawdown Indicators
| AVDV | PHYS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.01% | -48.16% | +5.15% |
Max Drawdown (1Y)Largest decline over 1 year | -13.19% | -24.80% | +11.61% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -24.80% | +10.63% |
Max Drawdown (5Y)Largest decline over 5 years | -28.08% | -24.80% | -3.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.80% | — |
Current DrawdownCurrent decline from peak | -2.24% | -22.43% | +20.19% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -20.99% | +14.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 8.60% | -5.30% |
Volatility
AVDV vs. PHYS - Volatility Comparison
The current volatility for Avantis International Small Cap Value ETF (AVDV) is 6.26%, while Sprott Physical Gold Trust (PHYS) has a volatility of 7.80%. This indicates that AVDV experiences smaller price fluctuations and is considered to be less risky than PHYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVDV | PHYS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 7.80% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 13.88% | 24.75% | -10.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.25% | 28.17% | -11.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 18.53% | -1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 16.41% | +3.36% |
Dividends
AVDV vs. PHYS - Dividend Comparison
AVDV's dividend yield for the trailing twelve months is around 4.11%, while PHYS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 4.11% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% |
PHYS Sprott Physical Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AVDV and PHYS have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PHYS has higher volatility (7.80%) compared to AVDV (6.26%). In terms of maximum drawdown, AVDV dropped -43.01% vs PHYS's -48.16%.
AVDV currently has the higher Sharpe Ratio (2.53 vs 0.81), 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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