AVUS vs. AVLV
Compare and contrast key facts about Avantis U.S. Equity ETF (AVUS) and Avantis U.S. Large Cap Value ETF (AVLV).
AVUS and AVLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVUS is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019. AVLV is a passively managed fund by American Century Investments that tracks the performance of the Russell 1000 Value Index. It was launched on Sep 21, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVUS or AVLV.
Performance
AVUS vs. AVLV - Performance Comparison
Returns By Period
In the year-to-date period, AVUS achieves a 23.76% return, which is significantly higher than AVLV's 22.12% return.
AVUS
23.76%
3.62%
13.55%
32.27%
15.42%
N/A
AVLV
22.12%
4.43%
12.68%
31.13%
N/A
N/A
Key characteristics
| AVUS | AVLV | |
|---|---|---|
| Sharpe Ratio | 2.56 | 2.51 |
| Sortino Ratio | 3.46 | 3.52 |
| Omega Ratio | 1.47 | 1.46 |
| Calmar Ratio | 3.78 | 3.74 |
| Martin Ratio | 15.54 | 14.06 |
| Ulcer Index | 2.11% | 2.25% |
| Daily Std Dev | 12.82% | 12.64% |
| Max Drawdown | -37.04% | -19.34% |
| Current Drawdown | -0.65% | -0.09% |
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AVUS vs. AVLV - Expense Ratio Comparison
Both AVUS and AVLV have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between AVUS and AVLV is 0.96, 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.
Risk-Adjusted Performance
AVUS vs. AVLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Equity ETF (AVUS) and Avantis U.S. Large Cap Value ETF (AVLV). 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
AVUS vs. AVLV - Dividend Comparison
AVUS's dividend yield for the trailing twelve months is around 1.23%, less than AVLV's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
AVUS Avantis U.S. Equity ETF | 1.23% | 1.41% | 1.60% | 1.08% | 1.19% | 0.35% |
AVLV Avantis U.S. Large Cap Value ETF | 1.52% | 1.85% | 2.00% | 0.29% | 0.00% | 0.00% |
Drawdowns
AVUS vs. AVLV - Drawdown Comparison
The maximum AVUS drawdown since its inception was -37.04%, which is greater than AVLV's maximum drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for AVUS and AVLV. For additional features, visit the drawdowns tool.
Volatility
AVUS vs. AVLV - Volatility Comparison
Avantis U.S. Equity ETF (AVUS) and Avantis U.S. Large Cap Value ETF (AVLV) have volatilities of 4.53% and 4.54%, 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.