AVDVX vs. SCHD
Compare and contrast key facts about Avantis International Small Cap Value Fund (AVDVX) and Schwab US Dividend Equity ETF (SCHD).
AVDVX is managed by Avantis Investors. It was launched on Dec 3, 2019. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVDVX or SCHD.
Key characteristics
| AVDVX | SCHD | |
|---|---|---|
| YTD Return | 7.31% | 17.47% |
| 1Y Return | 15.76% | 27.61% |
| 3Y Return (Ann) | 3.14% | 6.96% |
| Sharpe Ratio | 1.35 | 2.70 |
| Sortino Ratio | 1.90 | 3.89 |
| Omega Ratio | 1.24 | 1.48 |
| Calmar Ratio | 2.37 | 3.71 |
| Martin Ratio | 7.57 | 14.94 |
| Ulcer Index | 2.57% | 2.04% |
| Daily Std Dev | 14.45% | 11.25% |
| Max Drawdown | -43.06% | -33.37% |
| Current Drawdown | -7.07% | -0.51% |
Correlation
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.
Performance
AVDVX vs. SCHD - Performance Comparison
In the year-to-date period, AVDVX achieves a 7.31% return, which is significantly lower than SCHD's 17.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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.
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.
Dividends
AVDVX vs. SCHD - Dividend Comparison
AVDVX's dividend yield for the trailing twelve months is around 3.28%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVDVX Avantis International Small Cap Value Fund | 3.28% | 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 | 3.37% | 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.
Volatility
AVDVX vs. SCHD - Volatility Comparison
Avantis International Small Cap Value Fund (AVDVX) has a higher volatility of 3.91% compared to Schwab US Dividend Equity ETF (SCHD) at 3.49%. This indicates that AVDVX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.