PortfoliosLab logoPortfoliosLab logo
AVMC vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVMC vs. USFR - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, AVMC achieves a 12.31% return, which is significantly higher than USFR's 1.82% return.


AVMC

1D
-0.79%
1M
1.58%
YTD
12.31%
6M
10.80%
1Y
22.96%
3Y*
5Y*
10Y*

USFR

1D
0.04%
1M
0.33%
YTD
1.82%
6M
1.92%
1Y
3.99%
3Y*
4.74%
5Y*
3.71%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVMC vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023
AVMC
Avantis U.S. Mid Cap Equity ETF
12.31%9.98%16.84%14.02%
USFR
WisdomTree Floating Rate Treasury Fund
1.82%4.23%5.47%0.64%

Correlation

The correlation between AVMC and USFR is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2023

-0.06

The correlation between AVMC and USFR shifts across timeframes, from -0.18 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

AVMC vs. USFR — Risk / Return Rank

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

AVMC
AVMC Risk / Return Rank: 5555
Overall Rank
AVMC Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
AVMC Sortino Ratio Rank: 5252
Sortino Ratio Rank
AVMC Omega Ratio Rank: 4848
Omega Ratio Rank
AVMC Calmar Ratio Rank: 6262
Calmar Ratio Rank
AVMC Martin Ratio Rank: 6464
Martin Ratio Rank

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVMC vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Mid Cap Equity ETF (AVMC) and WisdomTree Floating Rate Treasury Fund (USFR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AVMCUSFRDifference
Sharpe ratioReturn per unit of total volatility

-13.03

Sortino ratioReturn per unit of downside risk

-47.74

Omega ratioGain probability vs. loss probability

1.29

13.31

-12.02

Calmar ratioReturn relative to maximum drawdown

2.92

201.33

-198.42

Martin ratioReturn relative to average drawdown

10.85

779.76

-768.91

AVMC vs. USFR - Sharpe Ratio Comparison

The current AVMC Sharpe Ratio is 1.65, which is lower than the USFR Sharpe Ratio of 14.67. The chart below compares the historical Sharpe Ratios of AVMC and USFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AVMC vs. USFR - Drawdown Comparison

The maximum AVMC drawdown since its inception was -21.84%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for AVMC and USFR.


Loading charts...

Drawdown Indicators


AVMCUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-21.84%

-1.36%

-20.48%

Max Drawdown (1Y)

Largest decline over 1 year

-7.90%

-0.02%

-7.88%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

Current Drawdown

Current decline from peak

-1.21%

0.00%

-1.21%

Average Drawdown

Average peak-to-trough decline

-3.17%

-0.15%

-3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

0.01%

+2.11%

Volatility

AVMC vs. USFR - Volatility Comparison

Avantis U.S. Mid Cap Equity ETF (AVMC) has a higher volatility of 4.16% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that AVMC's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AVMCUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

0.09%

+4.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.36%

0.19%

+10.17%

Volatility (1Y)

Calculated over the trailing 1-year period

14.03%

0.27%

+13.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

0.40%

+16.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

0.78%

+16.17%

AVMC vs. USFR - Expense Ratio Comparison

AVMC has a 0.20% expense ratio, which is higher than USFR's 0.15% 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%.


Dividends

AVMC vs. USFR - Dividend Comparison

AVMC's dividend yield for the trailing twelve months is around 1.22%, less than USFR's 3.90% yield.


PositionTTM2025202420232022202120202019201820172016
AVMC
Avantis U.S. Mid Cap Equity ETF
1.22%1.12%1.02%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USFR
WisdomTree Floating Rate Treasury Fund
3.90%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%

Frequently Asked Questions


AVMC and USFR have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVMC has higher volatility (4.16%) compared to USFR (0.09%). In terms of maximum drawdown, AVMC dropped -21.84% vs USFR's -1.36%.

On 1-year performance, AVMC leads with 22.96% vs 3.99% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AVMC has performed better with a 22.96% return vs 3.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USFR is cheaper with a 0.15% expense ratio, compared with 0.20% for AVMC.

USFR has the higher dividend yield at 3.90%, compared with 1.22% for AVMC.

AVMC is categorized as Mid Cap Blend Equities, while USFR is Government Bonds. They also come from different issuers: Avantis and WisdomTree. Their fees differ too: 0.20% for AVMC and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.67 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AVMC and USFR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer