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

Performance

AVMV vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Mid Cap Value ETF (AVMV) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.94%
13.06%
AVMV
VOO

Returns By Period

In the year-to-date period, AVMV achieves a 23.73% return, which is significantly lower than VOO's 25.52% return.


AVMV

YTD

23.73%

1M

4.95%

6M

13.70%

1Y

36.10%

5Y (annualized)

N/A

10Y (annualized)

N/A

VOO

YTD

25.52%

1M

1.19%

6M

12.21%

1Y

32.23%

5Y (annualized)

15.58%

10Y (annualized)

13.15%

Key characteristics


AVMVVOO
Sharpe Ratio2.222.62
Sortino Ratio3.153.50
Omega Ratio1.391.49
Calmar Ratio4.153.78
Martin Ratio11.8417.12
Ulcer Index3.00%1.86%
Daily Std Dev15.95%12.19%
Max Drawdown-8.56%-33.99%
Current Drawdown-1.08%-1.36%

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AVMV vs. VOO - Expense Ratio Comparison

AVMV has a 0.20% expense ratio, which is higher than VOO'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%.


AVMV
Avantis U.S. Mid Cap Value ETF
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%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.7

The correlation between AVMV and VOO is 0.70, 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.

Risk-Adjusted Performance

AVMV vs. VOO - 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 S&P 500 ETF (VOO). 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 AVMV, currently valued at 2.22, compared to the broader market0.002.004.002.222.62
The chart of Sortino ratio for AVMV, currently valued at 3.15, compared to the broader market-2.000.002.004.006.008.0010.0012.003.153.50
The chart of Omega ratio for AVMV, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.49
The chart of Calmar ratio for AVMV, currently valued at 4.15, compared to the broader market0.005.0010.0015.004.153.78
The chart of Martin ratio for AVMV, currently valued at 11.84, compared to the broader market0.0020.0040.0060.0080.00100.0011.8417.12
AVMV
VOO

The current AVMV Sharpe Ratio is 2.22, which is comparable to the VOO Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of AVMV and VOO, 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 Ratio2.202.402.602.803.00Wed 13Thu 14Fri 15Sat 16Nov 17Mon 18Tue 19Wed 20
2.22
2.62
AVMV
VOO

Dividends

AVMV vs. VOO - Dividend Comparison

AVMV's dividend yield for the trailing twelve months is around 1.02%, less than VOO's 1.25% yield.


TTM20232022202120202019201820172016201520142013
AVMV
Avantis U.S. Mid Cap Value ETF
1.02%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.25%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AVMV vs. VOO - Drawdown Comparison

The maximum AVMV drawdown since its inception was -8.56%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AVMV and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.08%
-1.36%
AVMV
VOO

Volatility

AVMV vs. VOO - Volatility Comparison

Avantis U.S. Mid Cap Value ETF (AVMV) has a higher volatility of 5.74% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that AVMV's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.74%
4.10%
AVMV
VOO