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AVLV vs. SPYV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AVLVSPYV
YTD Return7.66%4.15%
1Y Return24.44%19.97%
Sharpe Ratio2.112.03
Daily Std Dev12.58%11.17%
Max Drawdown-19.34%-58.45%
Current Drawdown-3.56%-3.57%

Correlation

-0.50.00.51.00.9

The correlation between AVLV and SPYV is 0.91, 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. SPYV - Performance Comparison

In the year-to-date period, AVLV achieves a 7.66% return, which is significantly higher than SPYV's 4.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
25.14%
23.16%
AVLV
SPYV

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Avantis U.S. Large Cap Value ETF

SPDR Portfolio S&P 500 Value ETF

AVLV vs. SPYV - Expense Ratio Comparison

AVLV has a 0.15% expense ratio, which is higher than SPYV's 0.04% 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%.


AVLV
Avantis U.S. Large Cap Value ETF
Expense ratio chart for AVLV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SPYV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

AVLV vs. SPYV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Large Cap Value ETF (AVLV) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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.


AVLV
Sharpe ratio
The chart of Sharpe ratio for AVLV, currently valued at 2.11, compared to the broader market-1.000.001.002.003.004.002.11
Sortino ratio
The chart of Sortino ratio for AVLV, currently valued at 3.07, compared to the broader market-2.000.002.004.006.008.003.07
Omega ratio
The chart of Omega ratio for AVLV, currently valued at 1.36, compared to the broader market0.501.001.502.002.501.36
Calmar ratio
The chart of Calmar ratio for AVLV, currently valued at 2.54, compared to the broader market0.002.004.006.008.0010.002.54
Martin ratio
The chart of Martin ratio for AVLV, currently valued at 8.12, compared to the broader market0.0020.0040.0060.008.12
SPYV
Sharpe ratio
The chart of Sharpe ratio for SPYV, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.002.03
Sortino ratio
The chart of Sortino ratio for SPYV, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.002.98
Omega ratio
The chart of Omega ratio for SPYV, currently valued at 1.36, compared to the broader market0.501.001.502.002.501.36
Calmar ratio
The chart of Calmar ratio for SPYV, currently valued at 2.08, compared to the broader market0.002.004.006.008.0010.002.08
Martin ratio
The chart of Martin ratio for SPYV, currently valued at 6.65, compared to the broader market0.0020.0040.0060.006.65

AVLV vs. SPYV - Sharpe Ratio Comparison

The current AVLV Sharpe Ratio is 2.11, which roughly equals the SPYV Sharpe Ratio of 2.03. The chart below compares the 12-month rolling Sharpe Ratio of AVLV and SPYV.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
2.11
2.03
AVLV
SPYV

Dividends

AVLV vs. SPYV - Dividend Comparison

AVLV's dividend yield for the trailing twelve months is around 1.62%, less than SPYV's 1.85% yield.


TTM20232022202120202019201820172016201520142013
AVLV
Avantis U.S. Large Cap Value ETF
1.62%1.85%2.00%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYV
SPDR Portfolio S&P 500 Value ETF
1.85%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%2.19%1.96%

Drawdowns

AVLV vs. SPYV - Drawdown Comparison

The maximum AVLV drawdown since its inception was -19.34%, smaller than the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for AVLV and SPYV. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.56%
-3.57%
AVLV
SPYV

Volatility

AVLV vs. SPYV - Volatility Comparison

Avantis U.S. Large Cap Value ETF (AVLV) and SPDR Portfolio S&P 500 Value ETF (SPYV) have volatilities of 3.01% and 2.93%, 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.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.01%
2.93%
AVLV
SPYV