AVUS vs. VTI
Compare and contrast key facts about Avantis U.S. Equity ETF (AVUS) and Vanguard Total Stock Market ETF (VTI).
AVUS and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVUS or VTI.
Key characteristics
AVUS | VTI | |
---|---|---|
YTD Return | 10.07% | 9.95% |
1Y Return | 30.51% | 31.95% |
3Y Return (Ann) | 10.75% | 9.80% |
Sharpe Ratio | 2.62 | 2.84 |
Daily Std Dev | 12.32% | 11.94% |
Max Drawdown | -37.04% | -55.45% |
Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between AVUS and VTI is 0.97, 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. VTI - Performance Comparison
The year-to-date returns for both stocks are quite close, with AVUS having a 10.07% return and VTI slightly lower at 9.95%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
AVUS vs. VTI - Expense Ratio Comparison
Risk-Adjusted Performance
AVUS vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Equity ETF (AVUS) and Vanguard Total Stock Market ETF (VTI). 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Avantis U.S. Equity ETF | 2.62 | ||||
Vanguard Total Stock Market ETF | 2.84 |
Dividends
AVUS vs. VTI - Dividend Comparison
AVUS's dividend yield for the trailing twelve months is around 1.28%, less than VTI's 1.36% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Vanguard Total Stock Market ETF | 1.36% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
AVUS vs. VTI - Drawdown Comparison
The maximum AVUS drawdown since its inception was -37.04%, smaller than the maximum VTI drawdown of -55.45%. The drawdown chart below compares losses from any high point along the way for AVUS and VTI
Volatility
AVUS vs. VTI - Volatility Comparison
Avantis U.S. Equity ETF (AVUS) and Vanguard Total Stock Market ETF (VTI) have volatilities of 2.66% and 2.78%, 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.