AVMV vs. VONG
Compare and contrast key facts about Avantis U.S. Mid Cap Value ETF (AVMV) and Vanguard Russell 1000 Growth ETF (VONG).
AVMV and VONG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVMV is an actively managed fund by Avantis. It was launched on Nov 7, 2023. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVMV or VONG.
Key characteristics
| AVMV | VONG | |
|---|---|---|
| YTD Return | 23.57% | 32.07% |
| 1Y Return | 36.10% | 39.77% |
| Sharpe Ratio | 2.50 | 2.56 |
| Sortino Ratio | 3.53 | 3.28 |
| Omega Ratio | 1.44 | 1.47 |
| Calmar Ratio | 4.77 | 3.24 |
| Martin Ratio | 13.66 | 12.81 |
| Ulcer Index | 2.99% | 3.32% |
| Daily Std Dev | 16.36% | 16.64% |
| Max Drawdown | -8.56% | -32.72% |
| Current Drawdown | -1.21% | -0.07% |
Correlation
The correlation between AVMV and VONG is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AVMV vs. VONG - Performance Comparison
In the year-to-date period, AVMV achieves a 23.57% return, which is significantly lower than VONG's 32.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AVMV vs. VONG - Expense Ratio Comparison
AVMV has a 0.20% expense ratio, which is higher than VONG's 0.08% 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%.
Risk-Adjusted Performance
AVMV vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Mid Cap Value ETF (AVMV) and Vanguard Russell 1000 Growth ETF (VONG). 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
AVMV vs. VONG - Dividend Comparison
AVMV's dividend yield for the trailing twelve months is around 1.03%, more than VONG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVMV Avantis U.S. Mid Cap Value ETF | 1.03% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.59% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
AVMV vs. VONG - Drawdown Comparison
The maximum AVMV drawdown since its inception was -8.56%, smaller than the maximum VONG drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for AVMV and VONG. For additional features, visit the drawdowns tool.
Volatility
AVMV vs. VONG - Volatility Comparison
Avantis U.S. Mid Cap Value ETF (AVMV) has a higher volatility of 5.95% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.03%. This indicates that AVMV's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.