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

Performance

AVDVX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Small Cap Value Fund (AVDVX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
0.63%
14.95%
AVDVX
SCHD

Returns By Period

In the year-to-date period, AVDVX achieves a 8.76% return, which is significantly lower than SCHD's 18.85% return.


AVDVX

YTD

8.76%

1M

-0.54%

6M

0.63%

1Y

16.90%

5Y (annualized)

N/A

10Y (annualized)

N/A

SCHD

YTD

18.85%

1M

3.78%

6M

14.95%

1Y

27.79%

5Y (annualized)

13.14%

10Y (annualized)

11.69%

Key characteristics


AVDVXSCHD
Sharpe Ratio1.212.49
Sortino Ratio1.683.58
Omega Ratio1.211.44
Calmar Ratio2.063.79
Martin Ratio6.0513.58
Ulcer Index2.79%2.05%
Daily Std Dev14.02%11.15%
Max Drawdown-43.06%-33.37%
Current Drawdown-5.82%0.00%

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. SCHD - Expense Ratio Comparison

AVDVX has a 0.36% expense ratio, which is higher than SCHD's 0.06% 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 SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

-0.50.00.51.00.7

The correlation between AVDVX and SCHD is 0.71, 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

AVDVX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value Fund (AVDVX) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for AVDVX, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.005.001.212.49
The chart of Sortino ratio for AVDVX, currently valued at 1.68, compared to the broader market0.005.0010.001.683.58
The chart of Omega ratio for AVDVX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.44
The chart of Calmar ratio for AVDVX, currently valued at 2.06, compared to the broader market0.005.0010.0015.0020.002.063.79
The chart of Martin ratio for AVDVX, currently valued at 6.05, compared to the broader market0.0020.0040.0060.0080.00100.006.0513.58
AVDVX
SCHD

The current AVDVX Sharpe Ratio is 1.21, which is lower than the SCHD Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of AVDVX and SCHD, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.21
2.49
AVDVX
SCHD

Dividends

AVDVX vs. SCHD - Dividend Comparison

AVDVX's dividend yield for the trailing twelve months is around 3.24%, less than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
AVDVX
Avantis International Small Cap Value Fund
3.24%3.52%3.33%2.46%1.35%0.39%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.33%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

AVDVX vs. SCHD - Drawdown Comparison

The maximum AVDVX drawdown since its inception was -43.06%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AVDVX and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.82%
0
AVDVX
SCHD

Volatility

AVDVX vs. SCHD - Volatility Comparison

Avantis International Small Cap Value Fund (AVDVX) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.72% and 3.67%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.72%
3.67%
AVDVX
SCHD