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AVMC vs. AVMV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVMC and AVMV is 0.97, 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.


-0.50.00.51.01.0

Performance

AVMC vs. AVMV - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
10.80%
10.71%
AVMC
AVMV

Key characteristics

Sharpe Ratio

AVMC:

1.10

AVMV:

1.10

Sortino Ratio

AVMC:

1.59

AVMV:

1.64

Omega Ratio

AVMC:

1.20

AVMV:

1.20

Calmar Ratio

AVMC:

2.04

AVMV:

1.96

Martin Ratio

AVMC:

5.31

AVMV:

5.26

Ulcer Index

AVMC:

3.03%

AVMV:

3.33%

Daily Std Dev

AVMC:

14.68%

AVMV:

15.91%

Max Drawdown

AVMC:

-7.88%

AVMV:

-8.95%

Current Drawdown

AVMC:

-7.22%

AVMV:

-8.06%

Returns By Period

In the year-to-date period, AVMC achieves a 16.87% return, which is significantly lower than AVMV's 18.33% return.


AVMC

YTD

16.87%

1M

-6.99%

6M

11.04%

1Y

16.87%

5Y*

N/A

10Y*

N/A

AVMV

YTD

18.33%

1M

-7.83%

6M

10.84%

1Y

18.33%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


AVMC vs. AVMV - Expense Ratio Comparison

Both AVMC and AVMV have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


AVMC
Avantis U.S. Mid Cap Equity ETF
Expense ratio chart for AVMC: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for AVMV: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

AVMC vs. AVMV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Mid Cap Equity ETF (AVMC) and Avantis U.S. Mid Cap Value ETF (AVMV). 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 AVMC, currently valued at 1.10, compared to the broader market0.002.004.001.101.10
The chart of Sortino ratio for AVMC, currently valued at 1.59, compared to the broader market-2.000.002.004.006.008.0010.001.591.64
The chart of Omega ratio for AVMC, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.20
The chart of Calmar ratio for AVMC, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.041.96
The chart of Martin ratio for AVMC, currently valued at 5.31, compared to the broader market0.0020.0040.0060.0080.00100.005.315.26
AVMC
AVMV

The current AVMC Sharpe Ratio is 1.10, which is comparable to the AVMV Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of AVMC and AVMV, 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 Ratio1.001.502.002.50Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29
1.10
1.10
AVMC
AVMV

Dividends

AVMC vs. AVMV - Dividend Comparison

AVMC's dividend yield for the trailing twelve months is around 1.02%, less than AVMV's 1.31% yield.


TTM2023
AVMC
Avantis U.S. Mid Cap Equity ETF
1.02%0.24%
AVMV
Avantis U.S. Mid Cap Value ETF
1.31%0.25%

Drawdowns

AVMC vs. AVMV - Drawdown Comparison

The maximum AVMC drawdown since its inception was -7.88%, smaller than the maximum AVMV drawdown of -8.95%. Use the drawdown chart below to compare losses from any high point for AVMC and AVMV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-7.22%
-8.06%
AVMC
AVMV

Volatility

AVMC vs. AVMV - Volatility Comparison

Avantis U.S. Mid Cap Equity ETF (AVMC) and Avantis U.S. Mid Cap Value ETF (AVMV) have volatilities of 4.27% and 4.31%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember
4.27%
4.31%
AVMC
AVMV
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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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