AVSF vs. SDSI
Compare and contrast key facts about Avantis Short-Term Fixed Income ETF (AVSF) and American Century Short Duration Strategic Income ETF (SDSI).
AVSF and SDSI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVSF is an actively managed fund by American Century Investments. It was launched on Oct 15, 2020. SDSI is a passively managed fund by American Century that tracks the performance of the Bloomberg U.S. 1-3 Year Government/Credit Bond Index. It was launched on Oct 11, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVSF or SDSI.
Key characteristics
| AVSF | SDSI | |
|---|---|---|
| YTD Return | 3.72% | 5.20% |
| 1Y Return | 6.70% | 7.81% |
| Sharpe Ratio | 2.77 | 3.58 |
| Sortino Ratio | 4.42 | 5.90 |
| Omega Ratio | 1.57 | 1.77 |
| Calmar Ratio | 1.42 | 8.23 |
| Martin Ratio | 16.10 | 26.62 |
| Ulcer Index | 0.40% | 0.29% |
| Daily Std Dev | 2.33% | 2.14% |
| Max Drawdown | -8.85% | -1.29% |
| Current Drawdown | -0.89% | -0.70% |
Correlation
The correlation between AVSF and SDSI is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AVSF vs. SDSI - Performance Comparison
In the year-to-date period, AVSF achieves a 3.72% return, which is significantly lower than SDSI's 5.20% 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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AVSF vs. SDSI - Expense Ratio Comparison
AVSF has a 0.15% expense ratio, which is lower than SDSI's 0.33% expense ratio.
Risk-Adjusted Performance
AVSF vs. SDSI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis Short-Term Fixed Income ETF (AVSF) and American Century Short Duration Strategic Income ETF (SDSI). 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
AVSF vs. SDSI - Dividend Comparison
AVSF's dividend yield for the trailing twelve months is around 4.29%, less than SDSI's 5.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
AVSF Avantis Short-Term Fixed Income ETF | 4.29% | 3.93% | 1.79% | 0.47% | 0.10% |
SDSI American Century Short Duration Strategic Income ETF | 5.60% | 5.37% | 0.98% | 0.00% | 0.00% |
Drawdowns
AVSF vs. SDSI - Drawdown Comparison
The maximum AVSF drawdown since its inception was -8.85%, which is greater than SDSI's maximum drawdown of -1.29%. Use the drawdown chart below to compare losses from any high point for AVSF and SDSI. For additional features, visit the drawdowns tool.
Volatility
AVSF vs. SDSI - Volatility Comparison
Avantis Short-Term Fixed Income ETF (AVSF) and American Century Short Duration Strategic Income ETF (SDSI) have volatilities of 0.63% and 0.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.