AVIV vs. PHYS
AVIV (Avantis International Large Cap Value ETF) is Foreign Large Cap Equities fund tracking the MSCI World ex-U.S. Value Index, while PHYS (Sprott Physical Gold Trust) is a stock. Over the past 3 years, AVIV returned 21.41%/yr vs 28.00%/yr for PHYS. At a 0.35 correlation, their price movements are largely independent.
Performance
AVIV vs. PHYS - Performance Comparison
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Returns By Period
In the year-to-date period, AVIV achieves a 12.06% return, which is significantly higher than PHYS's -3.85% return.
AVIV
- 1D
- 0.59%
- 1M
- 0.54%
- YTD
- 12.06%
- 6M
- 13.52%
- 1Y
- 32.22%
- 3Y*
- 21.41%
- 5Y*
- —
- 10Y*
- —
PHYS
- 1D
- 0.19%
- 1M
- -9.95%
- YTD
- -3.85%
- 6M
- -3.47%
- 1Y
- 20.77%
- 3Y*
- 28.00%
- 5Y*
- 16.26%
- 10Y*
- 11.42%
AVIV vs. PHYS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AVIV Avantis International Large Cap Value ETF | 12.06% | 41.80% | 4.30% | 18.47% | -8.26% | 1.83% |
PHYS Sprott Physical Gold Trust | -3.85% | 63.95% | 26.43% | 12.98% | -1.81% | 5.59% |
Correlation
The correlation between AVIV and PHYS is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2021 | 0.35 |
The correlation between AVIV and PHYS shifts across timeframes, from 0.35 (all time) to 0.45 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AVIV vs. PHYS — Risk / Return Rank
AVIV
PHYS
AVIV vs. PHYS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Large Cap Value ETF (AVIV) and Sprott Physical Gold Trust (PHYS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AVIV | PHYS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.17 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 0.92 | +1.99 |
| Martin ratioReturn relative to average drawdown | 11.35 | 2.64 | +8.72 |
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Drawdowns
AVIV vs. PHYS - Drawdown Comparison
The maximum AVIV drawdown since its inception was -27.69%, smaller than the maximum PHYS drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for AVIV and PHYS.
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Drawdown Indicators
| AVIV | PHYS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.69% | -48.16% | +20.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -24.80% | +14.02% |
Max Drawdown (3Y)Largest decline over 3 years | -14.13% | -24.80% | +10.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.80% | — |
Current DrawdownCurrent decline from peak | -0.89% | -22.43% | +21.54% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -20.99% | +15.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 8.60% | -5.84% |
Volatility
AVIV vs. PHYS - Volatility Comparison
The current volatility for Avantis International Large Cap Value ETF (AVIV) is 5.13%, while Sprott Physical Gold Trust (PHYS) has a volatility of 7.80%. This indicates that AVIV experiences smaller price fluctuations and is considered to be less risky than PHYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVIV | PHYS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 7.80% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.33% | 24.75% | -12.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.61% | 28.17% | -13.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 18.53% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 16.41% | +0.52% |
Dividends
AVIV vs. PHYS - Dividend Comparison
AVIV's dividend yield for the trailing twelve months is around 3.95%, while PHYS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
AVIV Avantis International Large Cap Value ETF | 3.95% | 3.01% | 3.46% | 3.64% | 2.84% | 0.57% |
PHYS Sprott Physical Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AVIV and PHYS have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PHYS has higher volatility (7.80%) compared to AVIV (5.13%). In terms of maximum drawdown, AVIV dropped -27.69% vs PHYS's -48.16%.
AVIV currently has the higher Sharpe Ratio (2.15 vs 0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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