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

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.


-0.50.00.51.00.9

Performance

AVDV vs. SCZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Small Cap Value ETF (AVDV) and iShares MSCI EAFE Small-Cap ETF (SCZ). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
50.66%
22.55%
AVDV
SCZ

Key characteristics

Sharpe Ratio

AVDV:

0.69

SCZ:

0.28

Sortino Ratio

AVDV:

1.00

SCZ:

0.48

Omega Ratio

AVDV:

1.13

SCZ:

1.06

Calmar Ratio

AVDV:

1.19

SCZ:

0.19

Martin Ratio

AVDV:

3.05

SCZ:

1.03

Ulcer Index

AVDV:

3.18%

SCZ:

3.73%

Daily Std Dev

AVDV:

14.08%

SCZ:

13.75%

Max Drawdown

AVDV:

-43.01%

SCZ:

-61.86%

Current Drawdown

AVDV:

-7.85%

SCZ:

-15.38%

Returns By Period

In the year-to-date period, AVDV achieves a 6.80% return, which is significantly higher than SCZ's 0.90% return.


AVDV

YTD

6.80%

1M

-1.20%

6M

1.80%

1Y

7.92%

5Y*

6.39%

10Y*

N/A

SCZ

YTD

0.90%

1M

-0.84%

6M

0.14%

1Y

2.24%

5Y*

2.27%

10Y*

5.31%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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
Expense ratio chart for SCZ: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for AVDV: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.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 ratio
The chart of Sharpe ratio for AVDV, currently valued at 0.69, compared to the broader market0.002.004.000.690.28
The chart of Sortino ratio for AVDV, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.0010.001.000.48
The chart of Omega ratio for AVDV, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.06
The chart of Calmar ratio for AVDV, currently valued at 1.19, compared to the broader market0.005.0010.0015.001.190.19
The chart of Martin ratio for AVDV, currently valued at 3.05, compared to the broader market0.0020.0040.0060.0080.00100.003.051.03
AVDV
SCZ

The current AVDV Sharpe Ratio is 0.69, which is higher than the SCZ Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of AVDV and SCZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.69
0.28
AVDV
SCZ

Dividends

AVDV vs. SCZ - Dividend Comparison

AVDV's dividend yield for the trailing twelve months is around 4.38%, more than SCZ's 3.52% yield.


TTM20232022202120202019201820172016201520142013
AVDV
Avantis International Small Cap Value ETF
4.38%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%0.00%0.00%
SCZ
iShares MSCI EAFE Small-Cap ETF
3.52%2.95%1.99%2.96%1.52%3.51%2.79%2.38%2.82%2.06%2.61%2.40%

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%. Use the drawdown chart below to compare losses from any high point for AVDV and SCZ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.85%
-15.38%
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 3.60% and 3.65%, 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.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.60%
3.65%
AVDV
SCZ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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