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AVSC vs. VTWO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVSC vs. VTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis US Small Cap Equity ETF (AVSC) and Vanguard Russell 2000 ETF (VTWO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with AVSC having a 21.34% return and VTWO slightly higher at 21.67%.


AVSC

1D
0.00%
1M
4.53%
YTD
21.34%
6M
18.56%
1Y
44.03%
3Y*
18.76%
5Y*
10Y*

VTWO

1D
0.92%
1M
4.84%
YTD
21.67%
6M
18.16%
1Y
44.30%
3Y*
19.86%
5Y*
6.94%
10Y*
11.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVSC vs. VTWO - Yearly Performance Comparison


2026 (YTD)2025202420232022
AVSC
Avantis US Small Cap Equity ETF
21.34%9.42%7.75%19.68%-12.40%
VTWO
Vanguard Russell 2000 ETF
21.67%12.90%11.55%17.08%-18.01%

Correlation

The correlation between AVSC and VTWO 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 (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2022

0.97

The correlation between AVSC and VTWO has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

AVSC vs. VTWO — Risk / Return Rank

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

AVSC
AVSC Risk / Return Rank: 8282
Overall Rank
AVSC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AVSC Sortino Ratio Rank: 8181
Sortino Ratio Rank
AVSC Omega Ratio Rank: 7272
Omega Ratio Rank
AVSC Calmar Ratio Rank: 9191
Calmar Ratio Rank
AVSC Martin Ratio Rank: 8686
Martin Ratio Rank

VTWO
VTWO Risk / Return Rank: 7373
Overall Rank
VTWO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VTWO Sortino Ratio Rank: 7171
Sortino Ratio Rank
VTWO Omega Ratio Rank: 6363
Omega Ratio Rank
VTWO Calmar Ratio Rank: 8080
Calmar Ratio Rank
VTWO Martin Ratio Rank: 7777
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.

AVSC vs. VTWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Equity ETF (AVSC) and Vanguard Russell 2000 ETF (VTWO). 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.


AVSCVTWODifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

5.61

4.05

+1.56

Martin ratioReturn relative to average drawdown

17.56

14.36

+3.21

AVSC vs. VTWO - Sharpe Ratio Comparison

The current AVSC Sharpe Ratio is 2.43, which is comparable to the VTWO Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of AVSC and VTWO, 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

AVSC vs. VTWO - Drawdown Comparison

The maximum AVSC drawdown since its inception was -28.40%, smaller than the maximum VTWO drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for AVSC and VTWO.


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Drawdown Indicators


AVSCVTWODifference

Max Drawdown

Largest peak-to-trough decline

-28.40%

-41.19%

+12.79%

Max Drawdown (1Y)

Largest decline over 1 year

-7.89%

-10.99%

+3.10%

Max Drawdown (3Y)

Largest decline over 3 years

-28.40%

-27.57%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-31.88%

Max Drawdown (10Y)

Largest decline over 10 years

-41.19%

Current Drawdown

Current decline from peak

-0.38%

0.00%

-0.38%

Average Drawdown

Average peak-to-trough decline

-7.36%

-8.37%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

3.09%

-0.58%

Volatility

AVSC vs. VTWO - Volatility Comparison

The current volatility for Avantis US Small Cap Equity ETF (AVSC) is 4.68%, while Vanguard Russell 2000 ETF (VTWO) has a volatility of 6.49%. This indicates that AVSC experiences smaller price fluctuations and is considered to be less risky than VTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVSCVTWODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

6.49%

-1.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.00%

14.25%

-2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.21%

19.69%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.29%

22.56%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

23.14%

-0.85%

AVSC vs. VTWO - Expense Ratio Comparison

AVSC has a 0.25% expense ratio, which is higher than VTWO's 0.06% 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

AVSC vs. VTWO - Dividend Comparison

AVSC's dividend yield for the trailing twelve months is around 1.20%, more than VTWO's 1.09% yield.


PositionTTM20252024202320222021202020192018201720162015
AVSC
Avantis US Small Cap Equity ETF
1.20%1.16%1.17%1.42%1.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTWO
Vanguard Russell 2000 ETF
1.09%1.25%1.21%1.45%1.48%1.13%0.92%1.36%1.41%1.18%1.27%1.23%

Frequently Asked Questions


With a correlation of 0.93, AVSC and VTWO 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.

VTWO has higher volatility (6.49%) compared to AVSC (4.68%). In terms of maximum drawdown, AVSC dropped -28.40% vs VTWO's -41.19%.

On 3-year performance, VTWO leads with 19.86% vs 18.76% for AVSC. On fees, VTWO is cheaper at 0.06% per year. On volatility, AVSC has been the lower-risk option at 4.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VTWO has performed better with a 19.86% return vs 18.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTWO is cheaper with a 0.06% expense ratio, compared with 0.25% for AVSC.

AVSC has the higher dividend yield at 1.20%, compared with 1.09% for VTWO.

AVSC is categorized as Small Cap Value Equities, while VTWO is Small Cap Blend Equities. Both ETFs track Russell 2000 Index. They also come from different issuers: Avantis and Vanguard. Their fees differ too: 0.25% for AVSC and 0.06% for VTWO.

AVSC currently has the higher Sharpe Ratio (2.43 vs 2.27), 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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