AVDVX vs. VBR
Compare and contrast key facts about Avantis International Small Cap Value Fund (AVDVX) and Vanguard Small-Cap Value ETF (VBR).
AVDVX is managed by Avantis Investors. It was launched on Dec 3, 2019. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVDVX or VBR.
Key characteristics
| AVDVX | VBR | |
|---|---|---|
| YTD Return | 9.86% | 19.39% |
| 1Y Return | 23.19% | 39.83% |
| 3Y Return (Ann) | 3.79% | 6.85% |
| Sharpe Ratio | 1.63 | 2.23 |
| Sortino Ratio | 2.25 | 3.17 |
| Omega Ratio | 1.29 | 1.40 |
| Calmar Ratio | 2.40 | 2.95 |
| Martin Ratio | 9.46 | 12.96 |
| Ulcer Index | 2.48% | 2.95% |
| Daily Std Dev | 14.37% | 17.16% |
| Max Drawdown | -43.06% | -62.01% |
| Current Drawdown | -4.86% | 0.00% |
Correlation
The correlation between AVDVX and VBR is 0.75, 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. VBR - Performance Comparison
In the year-to-date period, AVDVX achieves a 9.86% return, which is significantly lower than VBR's 19.39% 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. VBR - Expense Ratio Comparison
AVDVX has a 0.36% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
AVDVX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value Fund (AVDVX) and Vanguard Small-Cap Value ETF (VBR). 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. VBR - Dividend Comparison
AVDVX's dividend yield for the trailing twelve months is around 3.20%, more than VBR's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVDVX Avantis International Small Cap Value Fund | 3.20% | 3.52% | 3.33% | 2.46% | 1.35% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.88% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
AVDVX vs. VBR - Drawdown Comparison
The maximum AVDVX drawdown since its inception was -43.06%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for AVDVX and VBR. For additional features, visit the drawdowns tool.
Volatility
AVDVX vs. VBR - Volatility Comparison
The current volatility for Avantis International Small Cap Value Fund (AVDVX) is 3.81%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 5.68%. This indicates that AVDVX experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.