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

Key characteristics


AVUSVOO
YTD Return10.07%10.40%
1Y Return30.51%32.36%
3Y Return (Ann)10.75%11.45%
Sharpe Ratio2.622.95
Daily Std Dev12.32%11.59%
Max Drawdown-37.04%-33.99%
Current Drawdown0.00%-0.14%

Correlation

0.96
-1.001.00

The correlation between AVUS and VOO 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.

Performance

AVUS vs. VOO - Performance Comparison

The year-to-date returns for both investments are quite close, with AVUS having a 10.07% return and VOO slightly higher at 10.40%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%60.00%70.00%80.00%90.00%OctoberNovemberDecember2024FebruaryMarch
90.35%
89.50%
AVUS
VOO

Compare stocks, funds, or ETFs


Avantis U.S. Equity ETF

Vanguard S&P 500 ETF

AVUS vs. VOO - Expense Ratio Comparison

AVUS has a 0.15% expense ratio, which is higher than VOO's 0.03% expense ratio.

AVUS
Avantis U.S. Equity ETF
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

AVUS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Equity ETF (AVUS) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AVUS
Avantis U.S. Equity ETF
2.62
VOO
Vanguard S&P 500 ETF
2.95

AVUS vs. VOO - Sharpe Ratio Comparison

The current AVUS Sharpe Ratio is 2.62, which roughly equals the VOO Sharpe Ratio of 2.95. The chart below compares the 12-month rolling Sharpe Ratio of AVUS and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.62
2.95
AVUS
VOO

Dividends

AVUS vs. VOO - Dividend Comparison

AVUS's dividend yield for the trailing twelve months is around 1.28%, less than VOO's 1.33% yield.


TTM20232022202120202019201820172016201520142013
AVUS
Avantis U.S. Equity ETF
1.28%1.41%1.59%1.08%1.19%0.35%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AVUS vs. VOO - Drawdown Comparison

The maximum AVUS drawdown since its inception was -37.04%, which is greater than VOO's maximum drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for AVUS and VOO


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch0
-0.14%
AVUS
VOO

Volatility

AVUS vs. VOO - Volatility Comparison

The current volatility for Avantis U.S. Equity ETF (AVUS) is 2.66%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.89%. This indicates that AVUS experiences smaller price fluctuations and is considered to be less risky 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%OctoberNovemberDecember2024FebruaryMarch
2.66%
2.89%
AVUS
VOO