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

Correlation

The correlation between AVLV and VLUE is 0.93, 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.


-0.50.00.51.00.9

Performance

AVLV vs. VLUE - 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 Edge MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
37.59%
13.38%
AVLV
VLUE

Key characteristics

Sharpe Ratio

AVLV:

1.47

VLUE:

0.74

Sortino Ratio

AVLV:

2.10

VLUE:

1.11

Omega Ratio

AVLV:

1.27

VLUE:

1.14

Calmar Ratio

AVLV:

2.21

VLUE:

1.05

Martin Ratio

AVLV:

7.78

VLUE:

2.87

Ulcer Index

AVLV:

2.41%

VLUE:

3.43%

Daily Std Dev

AVLV:

12.73%

VLUE:

13.24%

Max Drawdown

AVLV:

-19.34%

VLUE:

-39.47%

Current Drawdown

AVLV:

-6.14%

VLUE:

-7.84%

Returns By Period

In the year-to-date period, AVLV achieves a 17.11% return, which is significantly higher than VLUE's 7.24% return.


AVLV

YTD

17.11%

1M

-2.90%

6M

7.12%

1Y

17.54%

5Y*

N/A

10Y*

N/A

VLUE

YTD

7.24%

1M

-5.79%

6M

3.92%

1Y

8.03%

5Y*

6.21%

10Y*

7.53%

Compare stocks, funds, or ETFs

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


AVLV vs. VLUE - Expense Ratio Comparison

Both AVLV and VLUE 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%.


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 VLUE: 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%

Risk-Adjusted Performance

AVLV vs. VLUE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Large Cap Value ETF (AVLV) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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.


Sharpe ratio
The chart of Sharpe ratio for AVLV, currently valued at 1.47, compared to the broader market0.002.004.001.470.74
The chart of Sortino ratio for AVLV, currently valued at 2.10, compared to the broader market-2.000.002.004.006.008.0010.002.101.11
The chart of Omega ratio for AVLV, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.14
The chart of Calmar ratio for AVLV, currently valued at 2.21, compared to the broader market0.005.0010.0015.002.211.05
The chart of Martin ratio for AVLV, currently valued at 7.78, compared to the broader market0.0020.0040.0060.0080.00100.007.782.87
AVLV
VLUE

The current AVLV Sharpe Ratio is 1.47, which is higher than the VLUE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of AVLV and VLUE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.47
0.74
AVLV
VLUE

Dividends

AVLV vs. VLUE - Dividend Comparison

AVLV's dividend yield for the trailing twelve months is around 1.13%, less than VLUE's 2.73% yield.


TTM20232022202120202019201820172016201520142013
AVLV
Avantis U.S. Large Cap Value ETF
1.13%1.85%2.00%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VLUE
iShares Edge MSCI USA Value Factor ETF
2.73%2.66%3.19%2.22%2.42%2.60%2.70%2.14%2.07%2.39%1.64%1.33%

Drawdowns

AVLV vs. VLUE - Drawdown Comparison

The maximum AVLV drawdown since its inception was -19.34%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for AVLV and VLUE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.14%
-7.84%
AVLV
VLUE

Volatility

AVLV vs. VLUE - Volatility Comparison

Avantis U.S. Large Cap Value ETF (AVLV) and iShares Edge MSCI USA Value Factor ETF (VLUE) have volatilities of 4.18% and 4.32%, 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%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.18%
4.32%
AVLV
VLUE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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