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

Correlation

The correlation between AVLV and VTV is 0.83, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

AVLV vs. VTV - Performance Comparison

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

20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
29.52%
30.74%
AVLV
VTV

Key characteristics

Sharpe Ratio

AVLV:

0.15

VTV:

0.49

Sortino Ratio

AVLV:

0.35

VTV:

0.78

Omega Ratio

AVLV:

1.05

VTV:

1.11

Calmar Ratio

AVLV:

0.15

VTV:

0.52

Martin Ratio

AVLV:

0.60

VTV:

2.06

Ulcer Index

AVLV:

4.94%

VTV:

3.67%

Daily Std Dev

AVLV:

19.19%

VTV:

15.48%

Max Drawdown

AVLV:

-19.50%

VTV:

-59.27%

Current Drawdown

AVLV:

-11.64%

VTV:

-8.17%

Returns By Period

In the year-to-date period, AVLV achieves a -6.17% return, which is significantly lower than VTV's -1.92% return.


AVLV

YTD

-6.17%

1M

-6.21%

6M

-5.41%

1Y

2.10%

5Y*

N/A

10Y*

N/A

VTV

YTD

-1.92%

1M

-4.59%

6M

-4.49%

1Y

6.77%

5Y*

14.25%

10Y*

9.66%

*Annualized

Compare stocks, funds, or ETFs

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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%.


Expense ratio chart for AVLV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVLV: 0.15%
Expense ratio chart for VTV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTV: 0.04%

Risk-Adjusted Performance

AVLV vs. VTV — Risk-Adjusted Performance Rank

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

AVLV
The Risk-Adjusted Performance Rank of AVLV is 3535
Overall Rank
The Sharpe Ratio Rank of AVLV is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of AVLV is 3434
Sortino Ratio Rank
The Omega Ratio Rank of AVLV is 3535
Omega Ratio Rank
The Calmar Ratio Rank of AVLV is 3737
Calmar Ratio Rank
The Martin Ratio Rank of AVLV is 3636
Martin Ratio Rank

VTV
The Risk-Adjusted Performance Rank of VTV is 6060
Overall Rank
The Sharpe Ratio Rank of VTV is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VTV is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTV is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VTV is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VTV is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for AVLV, currently valued at 0.15, compared to the broader market-1.000.001.002.003.004.00
AVLV: 0.15
VTV: 0.49
The chart of Sortino ratio for AVLV, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.00
AVLV: 0.35
VTV: 0.78
The chart of Omega ratio for AVLV, currently valued at 1.05, compared to the broader market0.501.001.502.00
AVLV: 1.05
VTV: 1.11
The chart of Calmar ratio for AVLV, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.00
AVLV: 0.15
VTV: 0.52
The chart of Martin ratio for AVLV, currently valued at 0.60, compared to the broader market0.0020.0040.0060.00
AVLV: 0.60
VTV: 2.06

The current AVLV Sharpe Ratio is 0.15, which is lower than the VTV Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of AVLV and VTV, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.15
0.49
AVLV
VTV

Dividends

AVLV vs. VTV - Dividend Comparison

AVLV's dividend yield for the trailing twelve months is around 1.77%, less than VTV's 2.38% yield.


TTM20242023202220212020201920182017201620152014
AVLV
Avantis U.S. Large Cap Value ETF
1.77%1.58%1.85%2.00%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTV
Vanguard Value ETF
2.38%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%

Drawdowns

AVLV vs. VTV - Drawdown Comparison

The maximum AVLV drawdown since its inception was -19.50%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.64%
-8.17%
AVLV
VTV

Volatility

AVLV vs. VTV - Volatility Comparison

Avantis U.S. Large Cap Value ETF (AVLV) has a higher volatility of 14.09% compared to Vanguard Value ETF (VTV) at 11.21%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.09%
11.21%
AVLV
VTV