AVLC vs. SDSI

Last updated Jun 3, 2026

AVLC (Avantis U.S. Large Cap Equity ETF) and SDSI (American Century Short Duration Strategic Income ETF) are both exchange-traded funds - AVLC is a Large Cap Blend Equities fund actively managed by American Century, while SDSI is a Short-Term Bond fund tracking the Bloomberg U.S. 1-3 Year Government/Credit Bond Index. AVLC is actively managed, while SDSI is passively managed. Over the past year, AVLC returned 34.32% vs 5.24% for SDSI. At a 0.24 correlation, their price movements are largely independent. AVLC charges 0.15%/yr vs 0.33%/yr for SDSI.

Performance

AVLC vs. SDSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Large Cap Equity ETF (AVLC) and American Century Short Duration Strategic Income ETF (SDSI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVLC achieves a 15.30% return, which is significantly higher than SDSI's 1.26% return.

AVLC

• 1D: 0.49%
• 1M: 5.57%
• YTD: 15.30%
• 6M: 16.17%
• 1Y: 34.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SDSI

• 1D: 0.08%
• 1M: 0.26%
• YTD: 1.26%
• 6M: 1.78%
• 1Y: 5.24%
• 3Y*: 5.78%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVLC vs. SDSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
AVLC Avantis U.S. Large Cap Equity ETF	15.30%	17.57%	22.82%	12.05%
SDSI American Century Short Duration Strategic Income ETF	1.26%	6.54%	5.63%	3.12%

Correlation

The correlation between AVLC and SDSI is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (All Time) Calculated using the full available price history since Sep 29, 2023	0.24

The correlation between AVLC and SDSI shifts across timeframes, from 0.24 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.

AVLC vs. SDSI - Sectors Allocation Comparison

Sectors	AVLC	SDSI
Technology	32.6%	-
Financial Services	13.1%	-
Industrials	10.8%	7.5%
Consumer Cyclical	10.3%	-
Communication Services	8.7%	90.0%
Energy	7.3%	-
Healthcare	7.2%	2.5%
Consumer Defensive	4.8%	-
Utilities	2.7%	-
Basic Materials	2.3%	-
Real Estate	0.2%	-

Return for Risk

AVLC vs. SDSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVLC

AVLC Risk / Return Rank: 84
AVLC Sharpe Ratio Rank: 84
AVLC Sortino Ratio Rank: 83
AVLC Omega Ratio Rank: 82
AVLC Calmar Ratio Rank: 82
AVLC Martin Ratio Rank: 89

SDSI

SDSI Risk / Return Rank: 90
SDSI Sharpe Ratio Rank: 91
SDSI Sortino Ratio Rank: 94
SDSI Omega Ratio Rank: 93
SDSI Calmar Ratio Rank: 82
SDSI Martin Ratio Rank: 89

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVLC vs. SDSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Large Cap Equity ETF (AVLC) and American Century Short Duration Strategic Income ETF (SDSI). 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.

	AVLC	SDSI	Difference
Sharpe ratio Return per unit of total volatility	2.78	3.22	-0.44
Sortino ratio Return per unit of downside risk	3.74	4.97	-1.23
Omega ratio Gain probability vs. loss probability	1.50	1.66	-0.16
Calmar ratio Return relative to maximum drawdown	4.39	4.41	-0.02
Martin ratio Return relative to average drawdown	20.29	20.71	-0.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AVLC vs. SDSI - Sharpe Ratio Comparison

The current AVLC Sharpe Ratio is 2.78, which is comparable to the SDSI Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of AVLC and SDSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AVLC	SDSI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.78	3.22	-0.44
Sharpe Ratio (All Time) Calculated using the full available price history	1.68	2.60	-0.92

Drawdowns

AVLC vs. SDSI - Drawdown Comparison

The maximum AVLC drawdown since its inception was -19.64%, which is greater than SDSI's maximum drawdown of -1.29%. Use the drawdown chart below to compare losses from any high point for AVLC and SDSI.

Drawdown Indicators

	AVLC	SDSI	Difference
Max Drawdown Largest peak-to-trough decline	-19.64%	-1.29%	-18.35%
Max Drawdown (1Y) Largest decline over 1 year	-8.00%	-1.17%	-6.83%
Max Drawdown (3Y) Largest decline over 3 years	—	-1.29%	—
Current Drawdown Current decline from peak	0.00%	-0.03%	+0.03%
Average Drawdown Average peak-to-trough decline	-1.98%	-0.24%	-1.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.73%	0.25%	+1.48%

Volatility

AVLC vs. SDSI - Volatility Comparison

Avantis U.S. Large Cap Equity ETF (AVLC) has a higher volatility of 3.04% compared to American Century Short Duration Strategic Income ETF (SDSI) at 0.43%. This indicates that AVLC's price experiences larger fluctuations and is considered to be riskier than SDSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVLC	SDSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.04%	0.43%	+2.61%
Volatility (6M) Calculated over the trailing 6-month period	9.25%	1.14%	+8.11%
Volatility (1Y) Calculated over the trailing 1-year period	12.40%	1.64%	+10.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.70%	2.28%	+13.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.70%	2.28%	+13.42%

AVLC vs. SDSI - Expense Ratio Comparison

AVLC has a 0.15% expense ratio, which is lower than SDSI's 0.33% expense ratio.

Dividends

AVLC vs. SDSI - Dividend Comparison

AVLC's dividend yield for the trailing twelve months is around 0.78%, less than SDSI's 4.41% yield.

Position	TTM	2025	2024	2023	2022
AVLC Avantis U.S. Large Cap Equity ETF	0.78%	0.92%	1.09%	0.38%	0.00%
SDSI American Century Short Duration Strategic Income ETF	4.41%	4.91%	5.49%	5.37%	0.98%

Frequently Asked Questions

Can I hold both AVLC and SDSI in my portfolio?

AVLC and SDSI have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVLC or SDSI?

AVLC has higher volatility (3.04%) compared to SDSI (0.43%). In terms of maximum drawdown, AVLC dropped -19.64% vs SDSI's -1.29%.

Which ETF is better, AVLC or SDSI?

On 1-year performance, AVLC leads with 34.32% vs 5.24% for SDSI. On fees, AVLC is cheaper at 0.15% per year. On volatility, SDSI has been the lower-risk option at 0.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVLC or SDSI?

Over the 1-year period, AVLC has performed better with a 34.32% return vs 5.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVLC or SDSI?

AVLC is cheaper with a 0.15% expense ratio, compared with 0.33% for SDSI.

Which ETF pays a higher dividend yield, AVLC or SDSI?

SDSI has the higher dividend yield at 4.41%, compared with 0.78% for AVLC.

What is the main difference between AVLC and SDSI?

AVLC is categorized as Large Cap Blend Equities, while SDSI is Short-Term Bond. Their fees differ too: 0.15% for AVLC and 0.33% for SDSI.

Which has better risk-adjusted returns?

SDSI currently has the higher Sharpe Ratio (3.22 vs 2.78), 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.