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

Correlation

The correlation between AVUS and VV 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.


-0.50.00.51.01.0

Performance

AVUS vs. VV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Equity ETF (AVUS) and Vanguard Large-Cap ETF (VV). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
108.76%
116.39%
AVUS
VV

Key characteristics

Sharpe Ratio

AVUS:

1.74

VV:

2.21

Sortino Ratio

AVUS:

2.37

VV:

2.93

Omega Ratio

AVUS:

1.32

VV:

1.41

Calmar Ratio

AVUS:

2.61

VV:

3.29

Martin Ratio

AVUS:

10.33

VV:

14.55

Ulcer Index

AVUS:

2.19%

VV:

1.95%

Daily Std Dev

AVUS:

13.02%

VV:

12.81%

Max Drawdown

AVUS:

-37.04%

VV:

-54.81%

Current Drawdown

AVUS:

-4.48%

VV:

-2.66%

Returns By Period

In the year-to-date period, AVUS achieves a 20.71% return, which is significantly lower than VV's 26.47% return.


AVUS

YTD

20.71%

1M

-1.55%

6M

8.65%

1Y

21.26%

5Y*

13.92%

10Y*

N/A

VV

YTD

26.47%

1M

-0.05%

6M

9.79%

1Y

26.70%

5Y*

14.80%

10Y*

13.04%

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. VV - Expense Ratio Comparison

AVUS has a 0.15% expense ratio, which is higher than VV's 0.04% 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%.


AVUS
Avantis U.S. Equity ETF
Expense ratio chart for AVUS: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

AVUS vs. VV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Equity ETF (AVUS) and Vanguard Large-Cap ETF (VV). 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
The chart of Sharpe ratio for AVUS, currently valued at 1.74, compared to the broader market0.002.004.001.742.21
The chart of Sortino ratio for AVUS, currently valued at 2.37, compared to the broader market-2.000.002.004.006.008.0010.002.372.93
The chart of Omega ratio for AVUS, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.41
The chart of Calmar ratio for AVUS, currently valued at 2.61, compared to the broader market0.005.0010.0015.002.613.29
The chart of Martin ratio for AVUS, currently valued at 10.33, compared to the broader market0.0020.0040.0060.0080.00100.0010.3314.55
AVUS
VV

The current AVUS Sharpe Ratio is 1.74, which is comparable to the VV Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of AVUS and VV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.74
2.21
AVUS
VV

Dividends

AVUS vs. VV - Dividend Comparison

AVUS's dividend yield for the trailing twelve months is around 0.91%, which matches VV's 0.91% yield.


TTM20232022202120202019201820172016201520142013
AVUS
Avantis U.S. Equity ETF
0.91%1.41%1.60%1.08%1.19%0.35%0.00%0.00%0.00%0.00%0.00%0.00%
VV
Vanguard Large-Cap ETF
0.91%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%1.75%

Drawdowns

AVUS vs. VV - Drawdown Comparison

The maximum AVUS drawdown since its inception was -37.04%, smaller than the maximum VV drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for AVUS and VV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.48%
-2.66%
AVUS
VV

Volatility

AVUS vs. VV - Volatility Comparison

Avantis U.S. Equity ETF (AVUS) and Vanguard Large-Cap ETF (VV) have volatilities of 4.14% and 4.08%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.14%
4.08%
AVUS
VV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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