AVDVX vs. FXAIX
Compare and contrast key facts about Avantis International Small Cap Value Fund (AVDVX) and Fidelity 500 Index Fund (FXAIX).
AVDVX is managed by Avantis Investors. It was launched on Dec 3, 2019. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVDVX or FXAIX.
Key characteristics
| AVDVX | FXAIX | |
|---|---|---|
| YTD Return | 8.84% | 21.13% |
| 1Y Return | 18.99% | 32.96% |
| 3Y Return (Ann) | 3.48% | 8.44% |
| Sharpe Ratio | 1.45 | 2.83 |
| Sortino Ratio | 2.03 | 3.74 |
| Omega Ratio | 1.26 | 1.53 |
| Calmar Ratio | 2.09 | 4.05 |
| Martin Ratio | 8.55 | 18.37 |
| Ulcer Index | 2.42% | 1.86% |
| Daily Std Dev | 14.21% | 12.11% |
| Max Drawdown | -43.06% | -33.79% |
| Current Drawdown | -5.74% | -2.56% |
Correlation
The correlation between AVDVX and FXAIX 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. FXAIX - Performance Comparison
In the year-to-date period, AVDVX achieves a 8.84% return, which is significantly lower than FXAIX's 21.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AVDVX vs. FXAIX - Expense Ratio Comparison
AVDVX has a 0.36% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
AVDVX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value Fund (AVDVX) and Fidelity 500 Index Fund (FXAIX). 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
AVDVX vs. FXAIX - Dividend Comparison
AVDVX's dividend yield for the trailing twelve months is around 3.23%, more than FXAIX's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVDVX Avantis International Small Cap Value Fund | 3.23% | 3.52% | 3.33% | 4.23% | 1.35% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.27% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
Drawdowns
AVDVX vs. FXAIX - Drawdown Comparison
The maximum AVDVX drawdown since its inception was -43.06%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for AVDVX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
AVDVX vs. FXAIX - Volatility Comparison
The current volatility for Avantis International Small Cap Value Fund (AVDVX) is 2.44%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.10%. This indicates that AVDVX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.