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AVLC vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVLC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Large Cap Equity ETF (AVLC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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AVLC vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023
AVLC
Avantis U.S. Large Cap Equity ETF
-1.17%17.57%22.82%12.05%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%11.42%

Returns By Period

In the year-to-date period, AVLC achieves a -1.17% return, which is significantly higher than VOO's -4.42% return.


AVLC

1D
2.88%
1M
-4.53%
YTD
-1.17%
6M
1.83%
1Y
21.92%
3Y*
5Y*
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVLC vs. VOO - Expense Ratio Comparison

AVLC has a 0.15% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

AVLC vs. VOO — Risk / Return Rank

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

AVLC
AVLC Risk / Return Rank: 7272
Overall Rank
AVLC Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
AVLC Sortino Ratio Rank: 7070
Sortino Ratio Rank
AVLC Omega Ratio Rank: 7272
Omega Ratio Rank
AVLC Calmar Ratio Rank: 7171
Calmar Ratio Rank
AVLC Martin Ratio Rank: 8181
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Large Cap Equity ETF (AVLC) and Vanguard S&P 500 ETF (VOO). 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.


AVLCVOODifference

Sharpe ratio

Return per unit of total volatility

1.16

0.98

+0.18

Sortino ratio

Return per unit of downside risk

1.71

1.50

+0.21

Omega ratio

Gain probability vs. loss probability

1.26

1.23

+0.04

Calmar ratio

Return relative to maximum drawdown

1.77

1.53

+0.23

Martin ratio

Return relative to average drawdown

8.74

7.29

+1.45

AVLC vs. VOO - Sharpe Ratio Comparison

The current AVLC Sharpe Ratio is 1.16, which is comparable to the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of AVLC and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AVLCVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.98

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.83

+0.47

Correlation

The correlation between AVLC and VOO is 0.97, 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.


Dividends

AVLC vs. VOO - Dividend Comparison

AVLC's dividend yield for the trailing twelve months is around 0.91%, less than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
AVLC
Avantis U.S. Large Cap Equity ETF
0.91%0.92%1.09%0.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

AVLC vs. VOO - Drawdown Comparison

The maximum AVLC drawdown since its inception was -19.64%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AVLC and VOO.


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Drawdown Indicators


AVLCVOODifference

Max Drawdown

Largest peak-to-trough decline

-19.64%

-33.99%

+14.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-11.98%

-0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-5.35%

-6.29%

+0.94%

Average Drawdown

Average peak-to-trough decline

-2.06%

-3.72%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.52%

+0.06%

Volatility

AVLC vs. VOO - Volatility Comparison

Avantis U.S. Large Cap Equity ETF (AVLC) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.53% and 5.29%, 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.


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Volatility by Period


AVLCVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

5.29%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

9.44%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

19.03%

18.10%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

16.82%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.94%

17.99%

-2.05%