AVDV vs. SCZ
Compare and contrast key facts about Avantis International Small Cap Value ETF (AVDV) and iShares MSCI EAFE Small-Cap ETF (SCZ).
AVDV and SCZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVDV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019. SCZ is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Small Cap Index. It was launched on Dec 10, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVDV or SCZ.
Key characteristics
AVDV | SCZ | |
---|---|---|
YTD Return | 5.39% | 2.31% |
1Y Return | 18.53% | 11.71% |
3Y Return (Ann) | 4.98% | -1.71% |
Sharpe Ratio | 1.43 | 0.95 |
Daily Std Dev | 13.86% | 13.67% |
Max Drawdown | -43.01% | -61.86% |
Current Drawdown | -0.05% | -14.19% |
Correlation
The correlation between AVDV and SCZ is 0.94, 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
AVDV vs. SCZ - Performance Comparison
In the year-to-date period, AVDV achieves a 5.39% return, which is significantly higher than SCZ's 2.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
AVDV vs. SCZ - Expense Ratio Comparison
Risk-Adjusted Performance
AVDV vs. SCZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value ETF (AVDV) and iShares MSCI EAFE Small-Cap ETF (SCZ). 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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Avantis International Small Cap Value ETF | 1.43 | ||||
iShares MSCI EAFE Small-Cap ETF | 0.95 |
Dividends
AVDV vs. SCZ - Dividend Comparison
AVDV's dividend yield for the trailing twelve months is around 3.12%, more than SCZ's 2.89% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Avantis International Small Cap Value ETF | 3.12% | 3.29% | 3.17% | 2.39% | 1.67% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares MSCI EAFE Small-Cap ETF | 2.89% | 2.96% | 1.99% | 2.96% | 1.52% | 3.51% | 2.79% | 2.38% | 2.82% | 2.06% | 2.61% | 2.39% |
Drawdowns
AVDV vs. SCZ - Drawdown Comparison
The maximum AVDV drawdown since its inception was -43.01%, smaller than the maximum SCZ drawdown of -61.86%. The drawdown chart below compares losses from any high point along the way for AVDV and SCZ
Volatility
AVDV vs. SCZ - Volatility Comparison
Avantis International Small Cap Value ETF (AVDV) and iShares MSCI EAFE Small-Cap ETF (SCZ) have volatilities of 2.96% and 2.92%, 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.