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AVLV vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVLV vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Large Cap Value ETF (AVLV) and iShares TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVLV achieves a 19.96% return, which is significantly higher than TIP's 0.86% return.


AVLV

1D
-1.32%
1M
3.29%
YTD
19.96%
6M
21.55%
1Y
37.67%
3Y*
21.73%
5Y*
10Y*

TIP

1D
-0.67%
1M
-0.17%
YTD
0.86%
6M
0.82%
1Y
3.81%
3Y*
3.60%
5Y*
0.88%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVLV vs. TIP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AVLV
Avantis U.S. Large Cap Value ETF
19.96%15.12%17.49%17.43%-5.53%6.27%
TIP
iShares TIPS Bond ETF
0.86%6.77%1.65%3.80%-12.26%1.67%

Correlation

The correlation between AVLV and TIP is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2021

0.15

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Return for Risk

AVLV vs. TIP — Risk / Return Rank

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

AVLV
AVLV Risk / Return Rank: 9292
Overall Rank
AVLV Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
AVLV Sortino Ratio Rank: 9292
Sortino Ratio Rank
AVLV Omega Ratio Rank: 9191
Omega Ratio Rank
AVLV Calmar Ratio Rank: 9393
Calmar Ratio Rank
AVLV Martin Ratio Rank: 9494
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 3434
Overall Rank
TIP Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 3232
Sortino Ratio Rank
TIP Omega Ratio Rank: 3030
Omega Ratio Rank
TIP Calmar Ratio Rank: 4040
Calmar Ratio Rank
TIP Martin Ratio Rank: 3838
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.

AVLV vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Large Cap Value ETF (AVLV) and iShares TIPS Bond ETF (TIP). 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.


AVLVTIPDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+2.47

Omega ratioGain probability vs. loss probability

1.54

1.20

+0.35

Calmar ratioReturn relative to maximum drawdown

5.92

1.93

+3.99

Martin ratioReturn relative to average drawdown

23.50

5.75

+17.75

AVLV vs. TIP - Sharpe Ratio Comparison

The current AVLV Sharpe Ratio is 3.03, which is higher than the TIP Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of AVLV and TIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVLV vs. TIP - Drawdown Comparison

The maximum AVLV drawdown since its inception was -19.50%, which is greater than TIP's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for AVLV and TIP.


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Drawdown Indicators


AVLVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-19.50%

-14.57%

-4.93%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

-1.98%

-4.41%

Max Drawdown (3Y)

Largest decline over 3 years

-19.50%

-4.54%

-14.96%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

Current Drawdown

Current decline from peak

-1.80%

-0.99%

-0.81%

Average Drawdown

Average peak-to-trough decline

-3.90%

-3.43%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

0.66%

+0.95%

Volatility

AVLV vs. TIP - Volatility Comparison

Avantis U.S. Large Cap Value ETF (AVLV) has a higher volatility of 3.87% compared to iShares TIPS Bond ETF (TIP) at 1.18%. This indicates that AVLV's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVLVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

1.18%

+2.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.38%

2.42%

+6.96%

Volatility (1Y)

Calculated over the trailing 1-year period

12.55%

3.44%

+9.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

6.20%

+11.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

5.74%

+11.60%

AVLV vs. TIP - Expense Ratio Comparison

AVLV has a 0.15% expense ratio, which is lower than TIP's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AVLV vs. TIP - Dividend Comparison

AVLV's dividend yield for the trailing twelve months is around 1.39%, less than TIP's 3.78% yield.


PositionTTM20252024202320222021202020192018201720162015
AVLV
Avantis U.S. Large Cap Value ETF
1.39%1.33%1.58%1.85%2.00%0.29%0.00%0.00%0.00%0.00%0.00%0.00%
TIP
iShares TIPS Bond ETF
3.78%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


AVLV and TIP have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVLV has higher volatility (3.87%) compared to TIP (1.18%). In terms of maximum drawdown, AVLV dropped -19.50% vs TIP's -14.57%.

On 3-year performance, AVLV leads with 21.73% vs 3.60% for TIP. On fees, AVLV is cheaper at 0.15% per year. On volatility, TIP has been the lower-risk option at 1.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, AVLV has performed better with a 21.73% return vs 3.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVLV is cheaper with a 0.15% expense ratio, compared with 0.18% for TIP.

TIP has the higher dividend yield at 3.78%, compared with 1.39% for AVLV.

AVLV is categorized as Large Cap Value Equities, while TIP is Inflation-Protected Bonds. They also come from different issuers: Avantis and iShares. Their fees differ too: 0.15% for AVLV and 0.18% for TIP.

AVLV currently has the higher Sharpe Ratio (3.03 vs 1.12), 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.

Portfolio Optimizer

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