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.
Performance
AVDV vs. SCZ - Performance Comparison
Returns By Period
In the year-to-date period, AVDV achieves a 7.46% return, which is significantly higher than SCZ's 1.77% return.
AVDV
7.46%
-4.94%
-0.69%
15.70%
7.37%
N/A
SCZ
1.77%
-5.32%
-2.30%
11.72%
3.13%
5.35%
Key characteristics
| AVDV | SCZ | |
|---|---|---|
| Sharpe Ratio | 1.16 | 0.79 |
| Sortino Ratio | 1.62 | 1.17 |
| Omega Ratio | 1.20 | 1.14 |
| Calmar Ratio | 1.98 | 0.46 |
| Martin Ratio | 6.20 | 3.75 |
| Ulcer Index | 2.67% | 2.91% |
| Daily Std Dev | 14.26% | 13.89% |
| Max Drawdown | -43.01% | -61.86% |
| Current Drawdown | -7.28% | -14.64% |
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AVDV vs. SCZ - Expense Ratio Comparison
AVDV has a 0.36% expense ratio, which is lower than SCZ's 0.40% expense ratio.
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.
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.
Dividends
AVDV vs. SCZ - Dividend Comparison
AVDV's dividend yield for the trailing twelve months is around 3.14%, more than SCZ's 2.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 3.14% | 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 | 2.78% | 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.
Volatility
AVDV vs. SCZ - Volatility Comparison
Avantis International Small Cap Value ETF (AVDV) and iShares MSCI EAFE Small-Cap ETF (SCZ) have volatilities of 3.88% and 3.98%, 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.