AVLV vs. VTV
Compare and contrast key facts about Avantis U.S. Large Cap Value ETF (AVLV) and Vanguard Value ETF (VTV).
AVLV and VTV 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. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both AVLV and VTV 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 VTV.
Performance
AVLV vs. VTV - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with AVLV having a 22.12% return and VTV slightly lower at 21.74%.
AVLV
22.12%
4.43%
12.68%
31.13%
N/A
N/A
VTV
21.74%
1.65%
12.77%
29.27%
11.77%
10.57%
Key characteristics
| AVLV | VTV | |
|---|---|---|
| Sharpe Ratio | 2.51 | 2.90 |
| Sortino Ratio | 3.52 | 4.08 |
| Omega Ratio | 1.46 | 1.53 |
| Calmar Ratio | 3.74 | 5.83 |
| Martin Ratio | 14.06 | 18.64 |
| Ulcer Index | 2.25% | 1.59% |
| Daily Std Dev | 12.64% | 10.23% |
| Max Drawdown | -19.34% | -59.27% |
| Current Drawdown | -0.09% | -0.22% |
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AVLV vs. VTV - Expense Ratio Comparison
AVLV has a 0.15% expense ratio, which is higher than VTV'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%.
Correlation
The correlation between AVLV and VTV 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.
Risk-Adjusted Performance
AVLV vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Large Cap Value ETF (AVLV) and Vanguard Value ETF (VTV). 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. VTV - Dividend Comparison
AVLV's dividend yield for the trailing twelve months is around 1.52%, less than VTV's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVLV Avantis U.S. Large Cap Value ETF | 1.52% | 1.85% | 2.00% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 2.22% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
AVLV vs. VTV - Drawdown Comparison
The maximum AVLV drawdown since its inception was -19.34%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for AVLV and VTV. For additional features, visit the drawdowns tool.
Volatility
AVLV vs. VTV - Volatility Comparison
Avantis U.S. Large Cap Value ETF (AVLV) has a higher volatility of 4.54% compared to Vanguard Value ETF (VTV) at 3.76%. This indicates that AVLV's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.