AVUSX vs. AVLVX
AVUSX (Avantis U.S. Equity Fund) and AVLVX (Avantis U.S. Large Cap Value Fund Institutional Class) are both mutual funds - AVUSX is a Large Cap Blend Equities fund managed by Avantis, while AVLVX is a Large Cap Value Equities fund actively managed by Avantis. Over the past 3 years, AVUSX returned 18.75%/yr vs 20.58%/yr for AVLVX. Their correlation of 0.94 means they have usually moved in the same direction. Both charge a 0.15% expense ratio.
Performance
AVUSX vs. AVLVX - Performance Comparison
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Returns By Period
In the year-to-date period, AVUSX achieves a 14.37% return, which is significantly lower than AVLVX's 24.65% return.
AVUSX
- 1D
- 1.66%
- 1M
- -0.08%
- 6M
- 10.42%
- YTD
- 14.37%
- 1Y
- 26.73%
- 3Y*
- 18.75%
- 5Y*
- 12.24%
- 10Y*
- —
- ALL TIME*
- 15.54%
AVLVX
- 1D
- 0.77%
- 1M
- 1.65%
- 6M
- 16.69%
- YTD
- 24.65%
- 1Y
- 40.27%
- 3Y*
- 20.58%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
AVUSX vs. AVLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AVUSX Avantis U.S. Equity Fund | 14.37% | 16.44% | 20.02% | 21.44% | 7.91% |
AVLVX Avantis U.S. Large Cap Value Fund Institutional Class | 24.65% | 15.23% | 16.93% | 16.75% | 8.38% |
Correlation
The correlation between AVUSX and AVLVX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2022 | 0.95 |
The correlation between AVUSX and AVLVX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
AVUSX vs. AVLVX — Risk / Return Rank
AVUSX
AVLVX
AVUSX vs. AVLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Equity Fund (AVUSX) and Avantis U.S. Large Cap Value Fund Institutional Class (AVLVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AVUSX | AVLVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.55 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 6.29 | -3.03 |
| Martin ratioReturn relative to average drawdown | 14.27 | 25.69 | -11.43 |
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Drawdowns
AVUSX vs. AVLVX - Drawdown Comparison
The maximum AVUSX drawdown since its inception was -36.23%, which is greater than AVLVX's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for AVUSX and AVLVX.
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Drawdown Indicators
| AVUSX | AVLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.23% | -19.51% | -16.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.48% | -6.01% | -1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -19.61% | -19.51% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -22.62% | — | — |
Current DrawdownCurrent decline from peak | -1.16% | -0.30% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -5.18% | -3.09% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 1.47% | +0.24% |
Volatility
AVUSX vs. AVLVX - Volatility Comparison
Avantis U.S. Equity Fund (AVUSX) has a higher volatility of 3.21% compared to Avantis U.S. Large Cap Value Fund Institutional Class (AVLVX) at 2.22%. This indicates that AVUSX's price experiences larger fluctuations and is considered to be riskier than AVLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVUSX | AVLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 2.22% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 8.98% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 12.55% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 16.37% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.78% | 16.37% | +4.41% |
AVUSX vs. AVLVX - Expense Ratio Comparison
Both AVUSX and AVLVX 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%.
Dividends
AVUSX vs. AVLVX - Dividend Comparison
AVUSX's dividend yield for the trailing twelve months is around 2.31%, less than AVLVX's 2.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVLVX Avantis U.S. Large Cap Value Fund Institutional Class | 2.66% | 3.32% | 1.61% | 1.59% | 1.02% | 0.00% | 0.00% | 0.00% |
AVUSX Avantis U.S. Equity Fund | 2.31% | 2.64% | 1.36% | 1.19% | 1.63% | 0.92% | 0.94% | 0.15% |
Frequently Asked Questions
With a correlation of 0.91, AVUSX and AVLVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
AVUSX has higher volatility (3.21%) compared to AVLVX (2.22%). In terms of maximum drawdown, AVUSX dropped -36.23% vs AVLVX's -19.51%.
AVLVX currently has the higher Sharpe Ratio (3.02 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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