AVLV vs. AVUS
Compare and contrast key facts about Avantis U.S. Large Cap Value ETF (AVLV) and Avantis U.S. Equity ETF (AVUS).
AVLV and AVUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVLV is a passively managed fund by American Century Investments that tracks the performance of the Russell 1000 Value Index. It was launched on Sep 21, 2021. AVUS is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVLV or AVUS.
Key characteristics
| AVLV | AVUS | |
|---|---|---|
| YTD Return | 15.59% | 17.32% |
| 1Y Return | 27.34% | 29.98% |
| 3Y Return (Ann) | 8.86% | 7.23% |
| Sharpe Ratio | 2.33 | 2.51 |
| Sortino Ratio | 3.20 | 3.37 |
| Omega Ratio | 1.41 | 1.46 |
| Calmar Ratio | 3.39 | 3.65 |
| Martin Ratio | 12.74 | 15.11 |
| Ulcer Index | 2.26% | 2.09% |
| Daily Std Dev | 12.32% | 12.57% |
| Max Drawdown | -19.34% | -37.04% |
| Current Drawdown | -2.02% | -2.54% |
Correlation
The correlation between AVLV and AVUS is 0.96, 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
AVLV vs. AVUS - Performance Comparison
In the year-to-date period, AVLV achieves a 15.59% return, which is significantly lower than AVUS's 17.32% 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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AVLV vs. AVUS - Expense Ratio Comparison
Both AVLV and AVUS have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
AVLV vs. AVUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Large Cap Value ETF (AVLV) and Avantis U.S. Equity ETF (AVUS). 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
AVLV vs. AVUS - Dividend Comparison
AVLV's dividend yield for the trailing twelve months is around 1.60%, more than AVUS's 1.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
AVLV Avantis U.S. Large Cap Value ETF | 1.60% | 1.85% | 2.00% | 0.29% | 0.00% | 0.00% |
AVUS Avantis U.S. Equity ETF | 1.30% | 1.41% | 1.59% | 1.08% | 1.19% | 0.35% |
Drawdowns
AVLV vs. AVUS - Drawdown Comparison
The maximum AVLV drawdown since its inception was -19.34%, smaller than the maximum AVUS drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for AVLV and AVUS. For additional features, visit the drawdowns tool.
Volatility
AVLV vs. AVUS - Volatility Comparison
The current volatility for Avantis U.S. Large Cap Value ETF (AVLV) is 2.59%, while Avantis U.S. Equity ETF (AVUS) has a volatility of 2.92%. This indicates that AVLV experiences smaller price fluctuations and is considered to be less risky than AVUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.