AVUV vs. BSMC

Last updated Aug 4, 2026

AVUV (Avantis US Small Cap Value ETF) and BSMC (Brandes U.S. Small-Mid Cap Value ETF) are both Small Cap Value Equities funds. Both are actively managed. Over the past year, AVUV returned 42.62% vs 32.91% for BSMC. Their correlation of 0.87 means they have usually moved in the same direction. AVUV charges 0.25%/yr vs 0.70%/yr for BSMC.

Performance

AVUV vs. BSMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis US Small Cap Value ETF (AVUV) and Brandes U.S. Small-Mid Cap Value ETF (BSMC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVUV achieves a 25.35% return, which is significantly higher than BSMC's 17.58% return.

AVUV

• 1D: 1.40%
• 1M: 2.86%
• 6M: 15.44%
• YTD: 25.35%
• 1Y: 42.62%
• 3Y*: 17.00%
• 5Y*: 13.90%
• 10Y*: —
• ALL TIME*: 16.35%

BSMC

• 1D: 1.16%
• 1M: 3.08%
• 6M: 10.68%
• YTD: 17.58%
• 1Y: 32.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.93%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVUV Avantis US Small Cap Value ETF	$147.82M	$147.76M	$156.17M
BSMC Brandes U.S. Small-Mid Cap Value ETF	$434.93K	$465.46K	$441.00K

AVUV vs. BSMC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
AVUV Avantis US Small Cap Value ETF	25.35%	7.44%	9.28%	20.17%
BSMC Brandes U.S. Small-Mid Cap Value ETF	17.58%	15.52%	10.21%	11.69%

Correlation

The correlation between AVUV and BSMC is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.80
Correlation (All Time) Calculated using the full available price history since Oct 5, 2023	0.87

The correlation between AVUV and BSMC has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.

AVUV vs. BSMC - Sectors Allocation Comparison

Sectors	AVUV	BSMC
Financial Services	27.8%	10.5%
Consumer Cyclical	18.5%	7.6%
Energy	13.9%	6.4%
Industrials	13.5%	16.0%
Technology	7.4%	15.1%
Healthcare	5.3%	23.3%
Consumer Defensive	4.9%	13.7%
Basic Materials	4.8%	3.8%
Communication Services	2.9%	3.6%
Real Estate	0.7%	-
Utilities	0.2%	-

Return for Risk

AVUV vs. BSMC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AVUV

AVUV Risk / Return Rank: 93
AVUV Sharpe Ratio Rank: 93
AVUV Sortino Ratio Rank: 94
AVUV Omega Ratio Rank: 92
AVUV Calmar Ratio Rank: 95
AVUV Martin Ratio Rank: 93

BSMC

BSMC Risk / Return Rank: 88
BSMC Sharpe Ratio Rank: 89
BSMC Sortino Ratio Rank: 90
BSMC Omega Ratio Rank: 86
BSMC Calmar Ratio Rank: 87
BSMC Martin Ratio Rank: 87

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AVUV vs. BSMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Value ETF (AVUV) and Brandes U.S. Small-Mid Cap Value ETF (BSMC). 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.

	AVUV	BSMC	Difference
Sharpe ratio: Return per unit of total volatility	2.56	2.29	+0.27
Sortino ratio: Return per unit of downside risk	3.67	3.32	+0.35
Omega ratio: Gain probability vs. loss probability	1.45	1.40	+0.05
Calmar ratio: Return relative to maximum drawdown	5.39	3.67	+1.72
Martin ratio: Return relative to average drawdown	17.01	13.55	+3.46

AVUV vs. BSMC - Sharpe Ratio Comparison

The current AVUV Sharpe Ratio is 2.56, which is comparable to the BSMC Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of AVUV and BSMC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AVUV vs. BSMC - Drawdown Comparison

The maximum AVUV drawdown since its inception was -49.42%, which is greater than BSMC's maximum drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for AVUV and BSMC.

Drawdown Indicators

	AVUV	BSMC	Difference
Max Drawdown Largest peak-to-trough decline	-49.42%	-19.15%	-30.27%
Max Drawdown (1Y) Largest decline over 1 year	-7.95%	-9.02%	+1.07%
Max Drawdown (3Y) Largest decline over 3 years	-28.79%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-28.79%	—	—
Current Drawdown Current decline from peak	0.00%	-0.27%	+0.27%
Average Drawdown Average peak-to-trough decline	-7.78%	-2.57%	-5.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.51%	2.44%	+0.07%

Volatility

AVUV vs. BSMC - Volatility Comparison

The current volatility for Avantis US Small Cap Value ETF (AVUV) is 3.08%, while Brandes U.S. Small-Mid Cap Value ETF (BSMC) has a volatility of 4.10%. This indicates that AVUV experiences smaller price fluctuations and is considered to be less risky than BSMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVUV	BSMC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.08%	4.10%	-1.02%
Volatility (6M) Calculated over the trailing 6-month period	10.58%	10.46%	+0.12%
Volatility (1Y) Calculated over the trailing 1-year period	16.77%	14.45%	+2.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.41%	15.96%	+6.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.02%	15.96%	+12.06%

AVUV vs. BSMC - Expense Ratio Comparison

AVUV has a 0.25% expense ratio, which is lower than BSMC's 0.70% expense ratio.

Dividends

AVUV vs. BSMC - Dividend Comparison

AVUV's dividend yield for the trailing twelve months is around 1.23%, more than BSMC's 0.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVUV Avantis US Small Cap Value ETF	1.23%	1.58%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%
BSMC Brandes U.S. Small-Mid Cap Value ETF	0.89%	1.17%	1.02%	0.15%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AVUV and BSMC in my portfolio?

AVUV and BSMC have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVUV or BSMC?

BSMC has higher volatility (4.10%) compared to AVUV (3.08%). In terms of maximum drawdown, AVUV dropped -49.42% vs BSMC's -19.15%.

Which ETF is better, AVUV or BSMC?

On 1-year performance, AVUV leads with 42.62% vs 32.91% for BSMC. On fees, AVUV is cheaper at 0.25% per year. On volatility, AVUV has been the lower-risk option at 3.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVUV or BSMC?

Over the 1-year period, AVUV has performed better with a 42.62% return vs 32.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVUV or BSMC?

AVUV is cheaper with a 0.25% expense ratio, compared with 0.70% for BSMC.

Which ETF pays a higher dividend yield, AVUV or BSMC?

AVUV has the higher dividend yield at 1.23%, compared with 0.89% for BSMC.

What is the main difference between AVUV and BSMC?

They also come from different issuers: Avantis and Brandes. Their fees differ too: 0.25% for AVUV and 0.70% for BSMC.

Which has better risk-adjusted returns?

AVUV currently has the higher Sharpe Ratio (2.56 vs 2.29), 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.