AVUSX vs. BX

Last updated Apr 1, 2026

Compare and contrast key facts about Avantis U.S. Equity Fund (AVUSX) and The Blackstone Group Inc. (BX).

AVUSX is managed by Avantis Investors. It was launched on Dec 4, 2019.

Performance

AVUSX vs. BX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Equity Fund (AVUSX) and The Blackstone Group Inc. (BX). The values are adjusted to include any dividend payments, if applicable.

AVUSX vs. BX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
AVUSX Avantis U.S. Equity Fund	-2.58%	16.44%	20.02%	21.44%	-14.42%	27.48%	18.65%	4.06%
BX The Blackstone Group Inc.	-24.53%	-7.84%	35.07%	82.75%	-40.01%	107.11%	19.78%	5.35%

Returns By Period

In the year-to-date period, AVUSX achieves a -2.58% return, which is significantly higher than BX's -24.53% return.

AVUSX

• 1D: -0.54%
• 1M: -6.68%
• YTD: -2.58%
• 6M: 0.48%
• 1Y: 18.64%
• 3Y*: 16.51%
• 5Y*: 10.44%
• 10Y*: —

BX

• 1D: 3.04%
• 1M: 1.43%
• YTD: -24.53%
• 6M: -31.31%
• 1Y: -14.93%
• 3Y*: 12.84%
• 5Y*: 12.65%
• 10Y*: 20.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AVUSX vs. BX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVUSX

AVUSX Risk / Return Rank: 62
AVUSX Sharpe Ratio Rank: 59
AVUSX Sortino Ratio Rank: 62
AVUSX Omega Ratio Rank: 65
AVUSX Calmar Ratio Rank: 56
AVUSX Martin Ratio Rank: 69

BX

BX Risk / Return Rank: 27
BX Sharpe Ratio Rank: 25
BX Sortino Ratio Rank: 24
BX Omega Ratio Rank: 24
BX Calmar Ratio Rank: 33
BX Martin Ratio Rank: 30

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 The Blackstone Group 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.

	AVUSX	BX	Difference
Sharpe ratio Return per unit of total volatility	1.05	-0.38	+1.43
Sortino ratio Return per unit of downside risk	1.56	-0.29	+1.86
Omega ratio Gain probability vs. loss probability	1.24	0.96	+0.28
Calmar ratio Return relative to maximum drawdown	1.30	-0.31	+1.62
Martin ratio Return relative to average drawdown	6.56	-0.73	+7.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AVUSX vs. BX - Sharpe Ratio Comparison

The current AVUSX Sharpe Ratio is 1.05, which is higher than the BX Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of AVUSX and BX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AVUSX	BX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	-0.38	+1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.33	+0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.28	+0.36

Correlation

The correlation between AVUSX and BX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

AVUSX vs. BX - Dividend Comparison

AVUSX's dividend yield for the trailing twelve months is around 2.71%, less than BX's 4.12% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVUSX Avantis U.S. Equity Fund	2.71%	2.64%	1.36%	1.19%	1.63%	0.92%	0.94%	0.15%	0.00%	0.00%	0.00%	0.00%
BX The Blackstone Group Inc.	4.12%	3.04%	2.00%	2.54%	6.66%	2.76%	2.95%	3.43%	8.12%	7.25%	6.14%	11.76%

Drawdowns

AVUSX vs. BX - Drawdown Comparison

The maximum AVUSX drawdown since its inception was -36.23%, smaller than the maximum BX drawdown of -87.62%. Use the drawdown chart below to compare losses from any high point for AVUSX and BX.

Drawdown Indicators

	AVUSX	BX	Difference
Max Drawdown Largest peak-to-trough decline	-36.23%	-87.62%	+51.39%
Max Drawdown (1Y) Largest decline over 1 year	-12.92%	-44.76%	+31.84%
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 Drawdown Current decline from peak	-7.48%	-39.75%	+32.27%
Average Drawdown Average peak-to-trough decline	-5.41%	-25.60%	+20.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	18.96%	-16.39%

Volatility

AVUSX vs. BX - Volatility Comparison

The current volatility for Avantis U.S. Equity Fund (AVUSX) is 4.19%, while The Blackstone Group Inc. (BX) has a volatility of 12.58%. 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.

Volatility by Period

	AVUSX	BX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.19%	12.58%	-8.39%
Volatility (6M) Calculated over the trailing 6-month period	9.23%	25.53%	-16.30%
Volatility (1Y) Calculated over the trailing 1-year period	18.43%	39.69%	-21.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.30%	38.83%	-21.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.10%	35.56%	-14.46%