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AVUV vs. CALF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AVUVCALF
YTD Return3.32%-7.18%
1Y Return16.91%6.46%
3Y Return (Ann)8.58%2.16%
Sharpe Ratio0.780.30
Daily Std Dev20.74%20.84%
Max Drawdown-49.42%-47.58%
Current Drawdown-7.70%-9.47%

Correlation

-0.50.00.51.01.0

The correlation between AVUV and CALF 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.

Performance

AVUV vs. CALF - Performance Comparison

In the year-to-date period, AVUV achieves a 3.32% return, which is significantly higher than CALF's -7.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
3.21%
-6.87%
AVUV
CALF

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Avantis U.S. Small Cap Value ETF

Pacer US Small Cap Cash Cows 100 ETF

AVUV vs. CALF - Expense Ratio Comparison

AVUV has a 0.25% expense ratio, which is lower than CALF's 0.59% expense ratio.


CALF
Pacer US Small Cap Cash Cows 100 ETF
Expense ratio chart for CALF: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

AVUV vs. CALF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Small Cap Value ETF (AVUV) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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.


AVUV
Sharpe ratio
The chart of Sharpe ratio for AVUV, currently valued at 0.78, compared to the broader market0.002.004.000.78
Sortino ratio
The chart of Sortino ratio for AVUV, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.0010.0012.001.25
Omega ratio
The chart of Omega ratio for AVUV, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.003.501.15
Calmar ratio
The chart of Calmar ratio for AVUV, currently valued at 1.30, compared to the broader market0.005.0010.0015.001.30
Martin ratio
The chart of Martin ratio for AVUV, currently valued at 3.90, compared to the broader market0.0020.0040.0060.0080.00100.003.90
CALF
Sharpe ratio
The chart of Sharpe ratio for CALF, currently valued at 0.30, compared to the broader market0.002.004.000.30
Sortino ratio
The chart of Sortino ratio for CALF, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.0010.0012.000.59
Omega ratio
The chart of Omega ratio for CALF, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.07
Calmar ratio
The chart of Calmar ratio for CALF, currently valued at 0.45, compared to the broader market0.005.0010.0015.000.45
Martin ratio
The chart of Martin ratio for CALF, currently valued at 1.12, compared to the broader market0.0020.0040.0060.0080.00100.001.12

AVUV vs. CALF - Sharpe Ratio Comparison

The current AVUV Sharpe Ratio is 0.78, which is higher than the CALF Sharpe Ratio of 0.30. The chart below compares the 12-month rolling Sharpe Ratio of AVUV and CALF.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
0.78
0.30
AVUV
CALF

Dividends

AVUV vs. CALF - Dividend Comparison

AVUV's dividend yield for the trailing twelve months is around 1.66%, more than CALF's 1.12% yield.


TTM2023202220212020201920182017
AVUV
Avantis U.S. Small Cap Value ETF
1.66%1.65%1.74%1.28%1.21%0.38%0.00%0.00%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.12%1.18%0.85%2.63%0.82%0.99%1.39%0.70%

Drawdowns

AVUV vs. CALF - Drawdown Comparison

The maximum AVUV drawdown since its inception was -49.42%, roughly equal to the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for AVUV and CALF. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-7.70%
-9.47%
AVUV
CALF

Volatility

AVUV vs. CALF - Volatility Comparison

Avantis U.S. Small Cap Value ETF (AVUV) and Pacer US Small Cap Cash Cows 100 ETF (CALF) have volatilities of 6.56% and 6.85%, 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%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
6.56%
6.85%
AVUV
CALF