PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AVDVX vs. AVUV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AVDVXAVUV
YTD Return7.31%15.62%
1Y Return15.76%30.84%
3Y Return (Ann)3.14%9.03%
Sharpe Ratio1.351.72
Sortino Ratio1.902.55
Omega Ratio1.241.31
Calmar Ratio2.373.41
Martin Ratio7.579.00
Ulcer Index2.57%4.16%
Daily Std Dev14.45%21.77%
Max Drawdown-43.06%-49.42%
Current Drawdown-7.07%-2.19%

Correlation

-0.50.00.51.00.7

The correlation between AVDVX and AVUV is 0.74, 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

AVDVX vs. AVUV - Performance Comparison

In the year-to-date period, AVDVX achieves a 7.31% return, which is significantly lower than AVUV's 15.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.26%
10.35%
AVDVX
AVUV

Compare stocks, funds, or ETFs

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


AVDVX vs. AVUV - Expense Ratio Comparison

AVDVX has a 0.36% expense ratio, which is higher than AVUV's 0.25% expense ratio.


AVDVX
Avantis International Small Cap Value Fund
Expense ratio chart for AVDVX: 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%
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

AVDVX vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value Fund (AVDVX) and Avantis U.S. Small Cap Value ETF (AVUV). 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
Sharpe ratio
The chart of Sharpe ratio for AVDVX, currently valued at 1.35, compared to the broader market0.002.004.001.35
Sortino ratio
The chart of Sortino ratio for AVDVX, currently valued at 1.90, compared to the broader market0.005.0010.001.90
Omega ratio
The chart of Omega ratio for AVDVX, currently valued at 1.24, compared to the broader market1.002.003.004.001.24
Calmar ratio
The chart of Calmar ratio for AVDVX, currently valued at 2.37, compared to the broader market0.005.0010.0015.0020.002.37
Martin ratio
The chart of Martin ratio for AVDVX, currently valued at 7.57, compared to the broader market0.0020.0040.0060.0080.00100.007.57
AVUV
Sharpe ratio
The chart of Sharpe ratio for AVUV, currently valued at 1.72, compared to the broader market0.002.004.001.72
Sortino ratio
The chart of Sortino ratio for AVUV, currently valued at 2.55, compared to the broader market0.005.0010.002.55
Omega ratio
The chart of Omega ratio for AVUV, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for AVUV, currently valued at 3.41, compared to the broader market0.005.0010.0015.0020.003.41
Martin ratio
The chart of Martin ratio for AVUV, currently valued at 9.00, compared to the broader market0.0020.0040.0060.0080.00100.009.00

AVDVX vs. AVUV - Sharpe Ratio Comparison

The current AVDVX Sharpe Ratio is 1.35, which is comparable to the AVUV Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of AVDVX and AVUV, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.35
1.72
AVDVX
AVUV

Dividends

AVDVX vs. AVUV - Dividend Comparison

AVDVX's dividend yield for the trailing twelve months is around 3.28%, more than AVUV's 1.52% yield.


TTM20232022202120202019
AVDVX
Avantis International Small Cap Value Fund
3.28%3.52%3.33%2.46%1.35%0.39%
AVUV
Avantis U.S. Small Cap Value ETF
1.52%1.65%1.74%1.28%1.21%0.38%

Drawdowns

AVDVX vs. AVUV - Drawdown Comparison

The maximum AVDVX drawdown since its inception was -43.06%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for AVDVX and AVUV. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.07%
-2.19%
AVDVX
AVUV

Volatility

AVDVX vs. AVUV - Volatility Comparison

The current volatility for Avantis International Small Cap Value Fund (AVDVX) is 3.91%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.78%. This indicates that AVDVX experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.91%
8.78%
AVDVX
AVUV