AVDVX vs. ISVL
Compare and contrast key facts about Avantis International Small Cap Value Fund (AVDVX) and iShares International Developed Small Cap Value Factor ETF (ISVL).
AVDVX is managed by Avantis Investors. It was launched on Dec 3, 2019. ISVL is a passively managed fund by iShares that tracks the performance of the FTSE Developed ex US ex Korea Small Cap Focused Value Index. It was launched on Mar 23, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVDVX or ISVL.
Key characteristics
| AVDVX | ISVL | |
|---|---|---|
| YTD Return | 8.50% | 7.07% |
| 1Y Return | 19.80% | 17.10% |
| 3Y Return (Ann) | 4.20% | 2.83% |
| Sharpe Ratio | 1.46 | 1.21 |
| Daily Std Dev | 13.38% | 13.75% |
| Max Drawdown | -43.06% | -30.48% |
| Current Drawdown | -0.16% | -0.06% |
Correlation
The correlation between AVDVX and ISVL is 0.96, 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. ISVL - Performance Comparison
In the year-to-date period, AVDVX achieves a 8.50% return, which is significantly higher than ISVL's 7.07% 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. ISVL - Expense Ratio Comparison
AVDVX has a 0.36% expense ratio, which is higher than ISVL's 0.30% expense ratio.
Risk-Adjusted Performance
AVDVX vs. ISVL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value Fund (AVDVX) and iShares International Developed Small Cap Value Factor ETF (ISVL). 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. ISVL - Dividend Comparison
AVDVX's dividend yield for the trailing twelve months is around 3.24%, less than ISVL's 3.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
AVDVX Avantis International Small Cap Value Fund | 3.24% | 3.52% | 3.33% | 4.23% | 1.35% | 0.39% |
ISVL iShares International Developed Small Cap Value Factor ETF | 3.57% | 3.82% | 3.37% | 2.82% | 0.00% | 0.00% |
Drawdowns
AVDVX vs. ISVL - Drawdown Comparison
The maximum AVDVX drawdown since its inception was -43.06%, which is greater than ISVL's maximum drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for AVDVX and ISVL. For additional features, visit the drawdowns tool.
Volatility
AVDVX vs. ISVL - Volatility Comparison
Avantis International Small Cap Value Fund (AVDVX) has a higher volatility of 3.64% compared to iShares International Developed Small Cap Value Factor ETF (ISVL) at 3.42%. This indicates that AVDVX's price experiences larger fluctuations and is considered to be riskier than ISVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.