AVLV vs. VLUE
Compare and contrast key facts about Avantis U.S. Large Cap Value ETF (AVLV) and iShares Edge MSCI USA Value Factor ETF (VLUE).
AVLV and VLUE 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. VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013. Both AVLV and VLUE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVLV or VLUE.
Performance
AVLV vs. VLUE - Performance Comparison
Returns By Period
In the year-to-date period, AVLV achieves a 20.61% return, which is significantly higher than VLUE's 12.29% return.
AVLV
20.61%
3.04%
10.20%
30.09%
N/A
N/A
VLUE
12.29%
1.63%
8.31%
23.17%
8.02%
8.13%
Key characteristics
| AVLV | VLUE | |
|---|---|---|
| Sharpe Ratio | 2.35 | 1.69 |
| Sortino Ratio | 3.31 | 2.38 |
| Omega Ratio | 1.43 | 1.30 |
| Calmar Ratio | 3.50 | 1.50 |
| Martin Ratio | 13.14 | 6.96 |
| Ulcer Index | 2.25% | 3.19% |
| Daily Std Dev | 12.59% | 13.18% |
| Max Drawdown | -19.34% | -39.47% |
| Current Drawdown | -1.32% | -1.91% |
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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%.
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.
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.
Dividends
AVLV vs. VLUE - Dividend Comparison
AVLV's dividend yield for the trailing twelve months is around 1.54%, less than VLUE's 2.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVLV Avantis U.S. Large Cap Value ETF | 1.54% | 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 | 2.50% | 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.
Volatility
AVLV vs. VLUE - Volatility Comparison
Avantis U.S. Large Cap Value ETF (AVLV) has a higher volatility of 4.50% compared to iShares Edge MSCI USA Value Factor ETF (VLUE) at 4.08%. This indicates that AVLV's price experiences larger fluctuations and is considered to be riskier than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.