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AVMV vs. SPMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVMV vs. SPMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Mid Cap Value ETF (AVMV) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVMV achieves a 13.47% return, which is significantly lower than SPMD's 15.83% return.


AVMV

1D
0.66%
1M
2.08%
YTD
13.47%
6M
11.57%
1Y
27.02%
3Y*
5Y*
10Y*

SPMD

1D
0.44%
1M
3.74%
YTD
15.83%
6M
13.38%
1Y
27.54%
3Y*
16.54%
5Y*
8.92%
10Y*
11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVMV vs. SPMD - Yearly Performance Comparison


2026 (YTD)202520242023
AVMV
Avantis U.S. Mid Cap Value ETF
13.47%10.46%18.43%14.13%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
15.83%7.44%13.91%14.52%

Correlation

The correlation between AVMV and SPMD is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.95

The correlation between AVMV and SPMD has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

AVMV vs. SPMD — Risk / Return Rank

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

AVMV
AVMV Risk / Return Rank: 6363
Overall Rank
AVMV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AVMV Sortino Ratio Rank: 6262
Sortino Ratio Rank
AVMV Omega Ratio Rank: 5656
Omega Ratio Rank
AVMV Calmar Ratio Rank: 7373
Calmar Ratio Rank
AVMV Martin Ratio Rank: 6666
Martin Ratio Rank

SPMD
SPMD Risk / Return Rank: 5757
Overall Rank
SPMD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 5454
Sortino Ratio Rank
SPMD Omega Ratio Rank: 5050
Omega Ratio Rank
SPMD Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPMD Martin Ratio Rank: 6464
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.

AVMV vs. SPMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Mid Cap Value ETF (AVMV) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). 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.


AVMVSPMDDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.34

1.31

+0.03

Calmar ratioReturn relative to maximum drawdown

3.56

3.12

+0.44

Martin ratioReturn relative to average drawdown

11.67

11.45

+0.22

AVMV vs. SPMD - Sharpe Ratio Comparison

The current AVMV Sharpe Ratio is 1.93, which is comparable to the SPMD Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of AVMV and SPMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVMV vs. SPMD - Drawdown Comparison

The maximum AVMV drawdown since its inception was -24.24%, smaller than the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for AVMV and SPMD.


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Drawdown Indicators


AVMVSPMDDifference

Max Drawdown

Largest peak-to-trough decline

-24.24%

-57.62%

+33.38%

Max Drawdown (1Y)

Largest decline over 1 year

-7.63%

-8.86%

+1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-24.08%

Max Drawdown (5Y)

Largest decline over 5 years

-24.08%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

Current Drawdown

Current decline from peak

-0.99%

-0.11%

-0.88%

Average Drawdown

Average peak-to-trough decline

-3.83%

-8.10%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.41%

-0.09%

Volatility

AVMV vs. SPMD - Volatility Comparison

The current volatility for Avantis U.S. Mid Cap Value ETF (AVMV) is 3.70%, while SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) has a volatility of 4.55%. This indicates that AVMV experiences smaller price fluctuations and is considered to be less risky than SPMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVMVSPMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

4.55%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

11.74%

-2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.08%

15.89%

-1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.94%

19.72%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

21.21%

-3.27%

AVMV vs. SPMD - Expense Ratio Comparison

AVMV has a 0.20% expense ratio, which is higher than SPMD's 0.03% 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

AVMV vs. SPMD - Dividend Comparison

AVMV's dividend yield for the trailing twelve months is around 1.32%, less than SPMD's 1.53% yield.


PositionTTM20252024202320222021202020192018201720162015
AVMV
Avantis U.S. Mid Cap Value ETF
1.32%1.20%1.30%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.53%1.39%1.42%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%

Frequently Asked Questions


With a correlation of 0.93, AVMV and SPMD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SPMD has higher volatility (4.55%) compared to AVMV (3.70%). In terms of maximum drawdown, AVMV dropped -24.24% vs SPMD's -57.62%.

On 1-year performance, SPMD leads with 27.54% vs 27.02% for AVMV. On fees, SPMD is cheaper at 0.03% per year. On volatility, AVMV has been the lower-risk option at 3.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SPMD has performed better with a 27.54% return vs 27.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMD is cheaper with a 0.03% expense ratio, compared with 0.20% for AVMV.

SPMD has the higher dividend yield at 1.53%, compared with 1.32% for AVMV.

AVMV is categorized as Mid Cap Value Equities, while SPMD is Mid Cap Blend Equities. They also come from different issuers: Avantis and State Street. Their fees differ too: 0.20% for AVMV and 0.03% for SPMD.

AVMV currently has the higher Sharpe Ratio (1.93 vs 1.74), 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

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