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AVDV vs. SCZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AVDVSCZ
YTD Return5.39%2.31%
1Y Return18.53%11.71%
3Y Return (Ann)4.98%-1.71%
Sharpe Ratio1.430.95
Daily Std Dev13.86%13.67%
Max Drawdown-43.01%-61.86%
Current Drawdown-0.05%-14.19%

Correlation

0.94
-1.001.00

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.


0.00%10.00%20.00%30.00%40.00%50.00%OctoberNovemberDecember2024FebruaryMarch
48.68%
24.25%
AVDV
SCZ

Compare stocks, funds, or ETFs


Avantis International Small Cap Value ETF

iShares MSCI EAFE Small-Cap ETF

AVDV vs. SCZ - Expense Ratio Comparison

AVDV has a 0.36% expense ratio, which is lower than SCZ's 0.40% expense ratio.

SCZ
iShares MSCI EAFE Small-Cap ETF
0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.36%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AVDV
Avantis International Small Cap Value ETF
1.43
SCZ
iShares MSCI EAFE Small-Cap ETF
0.95

AVDV vs. SCZ - Sharpe Ratio Comparison

The current AVDV Sharpe Ratio is 1.43, which is higher than the SCZ Sharpe Ratio of 0.95. The chart below compares the 12-month rolling Sharpe Ratio of AVDV and SCZ.


Rolling 12-month Sharpe Ratio0.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.43
0.95
AVDV
SCZ

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.


TTM20232022202120202019201820172016201520142013
AVDV
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%
SCZ
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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.05%
-14.19%
AVDV
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.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%OctoberNovemberDecember2024FebruaryMarch
2.96%
2.92%
AVDV
SCZ