AVUS vs. SWPPX
Compare and contrast key facts about Avantis U.S. Equity ETF (AVUS) and Schwab S&P 500 Index Fund (SWPPX).
AVUS is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVUS or SWPPX.
Performance
AVUS vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, AVUS achieves a 23.76% return, which is significantly lower than SWPPX's 26.21% return.
AVUS
23.76%
3.62%
13.55%
32.27%
15.42%
N/A
SWPPX
26.21%
1.78%
13.65%
32.35%
15.69%
13.15%
Key characteristics
| AVUS | SWPPX | |
|---|---|---|
| Sharpe Ratio | 2.56 | 2.67 |
| Sortino Ratio | 3.46 | 3.56 |
| Omega Ratio | 1.47 | 1.50 |
| Calmar Ratio | 3.78 | 3.89 |
| Martin Ratio | 15.54 | 17.43 |
| Ulcer Index | 2.11% | 1.89% |
| Daily Std Dev | 12.82% | 12.31% |
| Max Drawdown | -37.04% | -55.06% |
| Current Drawdown | -0.65% | -0.82% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AVUS vs. SWPPX - Expense Ratio Comparison
AVUS has a 0.15% expense ratio, which is higher than SWPPX's 0.02% 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%.
Correlation
The correlation between AVUS and SWPPX is 0.95, 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. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Equity ETF (AVUS) and Schwab S&P 500 Index Fund (SWPPX). 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. SWPPX - Dividend Comparison
AVUS's dividend yield for the trailing twelve months is around 1.23%, more than SWPPX's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUS Avantis U.S. Equity ETF | 1.23% | 1.41% | 1.60% | 1.08% | 1.19% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
AVUS vs. SWPPX - Drawdown Comparison
The maximum AVUS drawdown since its inception was -37.04%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for AVUS and SWPPX. For additional features, visit the drawdowns tool.
Volatility
AVUS vs. SWPPX - Volatility Comparison
Avantis U.S. Equity ETF (AVUS) has a higher volatility of 4.53% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.96%. This indicates that AVUS's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.