AVDVX vs. ASMNX
Compare and contrast key facts about Avantis International Small Cap Value Fund (AVDVX) and AQR Small Cap Momentum Style Fund Class N (ASMNX).
AVDVX is managed by Avantis Investors. It was launched on Dec 3, 2019. ASMNX is an actively managed fund by AQR Funds. It was launched on Dec 17, 2012.
Performance
AVDVX vs. ASMNX - Performance Comparison
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AVDVX vs. ASMNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AVDVX Avantis International Small Cap Value Fund | 6.48% | 48.24% | 8.41% | 16.75% | -10.88% | 15.46% | 5.65% | 5.61% |
ASMNX AQR Small Cap Momentum Style Fund Class N | 1.15% | 16.62% | 16.62% | 18.09% | -19.78% | 15.05% | 25.80% | 2.22% |
Returns By Period
In the year-to-date period, AVDVX achieves a 6.48% return, which is significantly higher than ASMNX's 1.15% return.
AVDVX
- 1D
- 3.38%
- 1M
- -8.56%
- YTD
- 6.48%
- 6M
- 14.16%
- 1Y
- 47.14%
- 3Y*
- 23.70%
- 5Y*
- 13.43%
- 10Y*
- —
ASMNX
- 1D
- 4.57%
- 1M
- -6.73%
- YTD
- 1.15%
- 6M
- -0.52%
- 1Y
- 30.43%
- 3Y*
- 17.28%
- 5Y*
- 5.85%
- 10Y*
- 11.15%
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AVDVX vs. ASMNX - Expense Ratio Comparison
AVDVX has a 0.36% expense ratio, which is lower than ASMNX's 0.88% expense ratio.
Return for Risk
AVDVX vs. ASMNX — Risk / Return Rank
AVDVX
ASMNX
AVDVX vs. ASMNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value Fund (AVDVX) and AQR Small Cap Momentum Style Fund Class N (ASMNX). 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.
| AVDVX | ASMNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.78 | 1.15 | +1.63 |
Sortino ratioReturn per unit of downside risk | 3.36 | 1.67 | +1.68 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.21 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 3.53 | 2.22 | +1.30 |
Martin ratioReturn relative to average drawdown | 14.52 | 6.68 | +7.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AVDVX | ASMNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.78 | 1.15 | +1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.21 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.43 | +0.29 |
Correlation
The correlation between AVDVX and ASMNX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AVDVX vs. ASMNX - Dividend Comparison
AVDVX's dividend yield for the trailing twelve months is around 9.84%, more than ASMNX's 7.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVDVX Avantis International Small Cap Value Fund | 9.84% | 10.48% | 4.35% | 3.52% | 3.33% | 4.23% | 1.35% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
ASMNX AQR Small Cap Momentum Style Fund Class N | 7.96% | 8.05% | 19.09% | 3.54% | 0.27% | 24.51% | 5.45% | 3.83% | 29.34% | 9.61% | 0.00% | 0.97% |
Drawdowns
AVDVX vs. ASMNX - Drawdown Comparison
The maximum AVDVX drawdown since its inception was -43.06%, roughly equal to the maximum ASMNX drawdown of -42.57%. Use the drawdown chart below to compare losses from any high point for AVDVX and ASMNX.
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Drawdown Indicators
| AVDVX | ASMNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.06% | -42.57% | -0.49% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -13.75% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -27.37% | -40.27% | +12.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.57% | — |
Current DrawdownCurrent decline from peak | -9.22% | -9.81% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -11.67% | +4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 4.58% | -1.44% |
Volatility
AVDVX vs. ASMNX - Volatility Comparison
The current volatility for Avantis International Small Cap Value Fund (AVDVX) is 7.64%, while AQR Small Cap Momentum Style Fund Class N (ASMNX) has a volatility of 9.84%. This indicates that AVDVX experiences smaller price fluctuations and is considered to be less risky than ASMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVDVX | ASMNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.64% | 9.84% | -2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.03% | 19.32% | -7.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 26.95% | -9.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.61% | 27.98% | -11.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.47% | 26.43% | -6.96% |