AVUSX vs. BX
AVUSX (Avantis U.S. Equity Fund) is Large Cap Blend Equities fund managed by Avantis, while BX (Blackstone Inc.) is a stock. Over the past 5 years, AVUSX returned 12.24%/yr vs 5.49%/yr for BX. Their 0.68 correlation means they have sometimes moved together and sometimes differently.
Performance
AVUSX vs. BX - Performance Comparison
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Returns By Period
In the year-to-date period, AVUSX achieves a 14.37% return, which is significantly higher than BX's -15.38% 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%
BX
- 1D
- -0.25%
- 1M
- 4.05%
- 6M
- -8.42%
- YTD
- -15.38%
- 1Y
- -22.31%
- 3Y*
- 9.46%
- 5Y*
- 5.49%
- 10Y*
- 22.48%
- ALL TIME*
- 12.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $746.59M | $603.17M | $618.74M |
AVUSX vs. BX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AVUSX Avantis U.S. Equity Fund | 14.37% | 16.44% | 20.02% | 21.44% | -14.42% | 27.48% | 18.65% | 4.06% |
BX Blackstone Inc. | -15.38% | -7.84% | 35.07% | 82.75% | -40.01% | 107.11% | 19.78% | 5.55% |
Correlation
The correlation between AVUSX and BX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2019 | 0.68 |
Over the past year, the correlation between AVUSX and BX has dropped to 0.48 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
AVUSX vs. BX — Risk / Return Rank
AVUSX
BX
AVUSX vs. BX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Equity Fund (AVUSX) and Blackstone Inc. (BX). 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 | BX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.58 | ||
| Sortino ratioReturn per unit of downside risk | +3.45 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 0.91 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | -0.53 | +3.79 |
| Martin ratioReturn relative to average drawdown | 14.27 | -0.87 | +15.14 |
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Drawdowns
AVUSX vs. BX - Drawdown Comparison
The maximum AVUSX drawdown since its inception was -36.23%, smaller than the maximum BX drawdown of -88.09%. Use the drawdown chart below to compare losses from any high point for AVUSX and BX.
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Drawdown Indicators
| AVUSX | BX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.23% | -88.09% | +51.86% |
Max Drawdown (1Y)Largest decline over 1 year | -7.48% | -44.76% | +37.28% |
Max Drawdown (3Y)Largest decline over 3 years | -19.61% | -46.50% | +26.89% |
Max Drawdown (5Y)Largest decline over 5 years | -22.62% | -49.29% | +26.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.29% | — |
Current DrawdownCurrent decline from peak | -1.16% | -32.45% | +31.29% |
Average DrawdownAverage peak-to-trough decline | -5.18% | -26.44% | +21.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 26.92% | -25.21% |
Volatility
AVUSX vs. BX - Volatility Comparison
The current volatility for Avantis U.S. Equity Fund (AVUSX) is 3.21%, while Blackstone Inc. (BX) has a volatility of 9.31%. This indicates that AVUSX experiences smaller price fluctuations and is considered to be less risky than BX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVUSX | BX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 9.31% | -6.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 28.89% | -19.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 35.16% | -22.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 39.56% | -22.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.78% | 35.77% | -14.99% |
Dividends
AVUSX vs. BX - Dividend Comparison
AVUSX's dividend yield for the trailing twelve months is around 2.31%, less than BX's 3.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUSX Avantis U.S. Equity Fund | 2.31% | 2.64% | 1.36% | 1.19% | 1.63% | 0.92% | 0.94% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% |
BX Blackstone Inc. | 3.89% | 3.04% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 6.14% | 11.76% |
Frequently Asked Questions
AVUSX and BX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BX has higher volatility (9.31%) compared to AVUSX (3.21%). In terms of maximum drawdown, AVUSX dropped -36.23% vs BX's -88.09%.
AVUSX currently has the higher Sharpe Ratio (1.91 vs -0.67), 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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