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AVUV vs. FYT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AVUV vs. FYT

Last updated Jun 25, 2026

AVUV (Avantis US Small Cap Value ETF) and FYT (First Trust Small Cap Value AlphaDEX Fund) are both Small Cap Value Equities funds. AVUV is actively managed, while FYT is passively managed. Over the past 5 years, AVUV returned 11.66%/yr vs 7.44%/yr for FYT. With a 0.96 correlation, they move nearly in lockstep. AVUV charges 0.25%/yr vs 0.72%/yr for FYT.

Performance

AVUV vs. FYT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis US Small Cap Value ETF (AVUV) and First Trust Small Cap Value AlphaDEX Fund (FYT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with AVUV having a 21.53% return and FYT slightly higher at 21.99%.

AVUV

1D
0.65%
1M
2.99%
YTD
21.53%
6M
19.38%
1Y
38.52%
3Y*
20.29%
5Y*
11.66%
10Y*
—

FYT

1D
1.59%
1M
5.25%
YTD
21.99%
6M
20.26%
1Y
39.35%
3Y*
17.67%
5Y*
7.44%
10Y*
10.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVUV vs. FYT - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
AVUV
Avantis US Small Cap Value ETF		21.53%7.44%9.28%22.82%-4.91%42.20%6.43%8.54%
FYT
First Trust Small Cap Value AlphaDEX Fund		21.99%4.00%3.24%22.90%-14.05%29.33%9.82%10.16%

Correlation

The correlation between AVUV and FYT is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.96

The correlation between AVUV and FYT has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

AVUV vs. FYT - Sectors Allocation Comparison

Sectors
AVUV
FYT

Financial Services

26.1%
25.5%

Consumer Cyclical

18.7%
13.3%

Energy

15.8%
7.2%

Industrials

13.6%
12.9%

Technology

7.4%
8.4%

Basic Materials

5.1%
4.6%

Healthcare

4.8%
6.1%

Consumer Defensive

4.7%
7.2%

Communication Services

3.1%
2.7%

Real Estate

0.7%
9.1%

Utilities

0.1%
2.7%

Financial Services

AVUV
26.1%
FYT
25.5%

Consumer Cyclical

AVUV
18.7%
FYT
13.3%

Energy

AVUV
15.8%
FYT
7.2%

Industrials

AVUV
13.6%
FYT
12.9%

Technology

AVUV
7.4%
FYT
8.4%

Basic Materials

AVUV
5.1%
FYT
4.6%

Healthcare

AVUV
4.8%
FYT
6.1%

Consumer Defensive

AVUV
4.7%
FYT
7.2%

Communication Services

AVUV
3.1%
FYT
2.7%

Real Estate

AVUV
0.7%
FYT
9.1%

Utilities

AVUV
0.1%
FYT
2.7%

Compare stocks, funds, or ETFs

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

Avantis US Small Cap Value ETF

First Trust Small Cap Value AlphaDEX Fund

Often compared with AVUV:
AVUV vs. VBRAVUV vs. VTIAVUV vs. IWMAVUV vs. IJRAVUV vs. DFSVAVUV vs. VIOVAVUV vs. AVUVX
Often compared with FYT:
FYT vs. VTIFYT vs. SLYGFYT vs. VBRFYT vs. SPYFYT vs. FNCMXFYT vs. VIOGFYT vs. SPYG

Return for Risk

AVUV vs. FYT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AVUV
AVUV Risk / Return Rank: 7979
Overall Rank
AVUV Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 7979
Sortino Ratio Rank
AVUV Omega Ratio Rank: 7171
Omega Ratio Rank
AVUV Calmar Ratio Rank: 8989
Calmar Ratio Rank
AVUV Martin Ratio Rank: 8181
Martin Ratio Rank
FYT
FYT Risk / Return Rank: 7979
Overall Rank
FYT Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FYT Sortino Ratio Rank: 7979
Sortino Ratio Rank
FYT Omega Ratio Rank: 7171
Omega Ratio Rank
FYT Calmar Ratio Rank: 8989
Calmar Ratio Rank
FYT Martin Ratio Rank: 7979
Martin Ratio Rank
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.

AVUV vs. FYT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Value ETF (AVUV) and First Trust Small Cap Value AlphaDEX Fund (FYT). 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.

AVUVFYTDifference
Sharpe ratioReturn per unit of total volatility
2.20
2.10

+0.09

Sortino ratioReturn per unit of downside risk
3.14
3.09

+0.04

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

4.87

4.74

+0.13

Martin ratioReturn relative to average drawdown

14.43

13.48

+0.94

AVUV vs. FYT - Sharpe Ratio Comparison

The current AVUV Sharpe Ratio is 2.20, which is comparable to the FYT Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of AVUV and FYT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

AVUV vs. FYT - Drawdown Comparison

The maximum AVUV drawdown since its inception was -49.42%, roughly equal to the maximum FYT drawdown of -50.48%. Use the drawdown chart below to compare losses from any high point for AVUV and FYT.

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Drawdown Indicators

AVUVFYTDifference

Max Drawdown

Largest peak-to-trough decline

-49.42%

-50.48%

+1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

-8.34%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-28.79%

-28.90%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-28.79%

-28.90%

+0.11%

Max Drawdown (10Y)

Largest decline over 10 years

—

-50.48%

—

Current Drawdown

Current decline from peak

-0.97%

0.00%

-0.97%

Average Drawdown

Average peak-to-trough decline

-7.89%

-8.51%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.93%

-0.25%

Volatility

AVUV vs. FYT - Volatility Comparison

The current volatility for Avantis US Small Cap Value ETF (AVUV) is 4.28%, while First Trust Small Cap Value AlphaDEX Fund (FYT) has a volatility of 4.51%. This indicates that AVUV experiences smaller price fluctuations and is considered to be less risky than FYT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AVUVFYTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

4.51%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

11.40%

11.69%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.62%

18.81%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.64%

22.53%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.21%

25.94%

+2.27%

AVUV vs. FYT - Expense Ratio Comparison

AVUV has a 0.25% expense ratio, which is lower than FYT's 0.72% expense ratio.

Dividends

AVUV vs. FYT - Dividend Comparison

AVUV's dividend yield for the trailing twelve months is around 1.27%, more than FYT's 1.06% yield.

PositionTTM20252024202320222021202020192018201720162015
AVUV
Avantis US Small Cap Value ETF		1.27%1.58%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%
FYT
First Trust Small Cap Value AlphaDEX Fund		1.06%0.94%2.07%1.50%1.36%1.19%0.96%1.44%1.78%1.16%1.16%0.96%

Frequently Asked Questions

With a correlation of 0.93, AVUV and FYT 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.

FYT has higher volatility (4.51%) compared to AVUV (4.28%). In terms of maximum drawdown, AVUV dropped -49.42% vs FYT's -50.48%.

On 5-year performance, AVUV leads with 11.66% vs 7.44% for FYT. On fees, AVUV is cheaper at 0.25% per year. On volatility, AVUV has been the lower-risk option at 4.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVUV has performed better with a 11.66% return vs 7.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVUV is cheaper with a 0.25% expense ratio, compared with 0.72% for FYT.

AVUV has the higher dividend yield at 1.27%, compared with 1.06% for FYT.

They also come from different issuers: Avantis and First Trust. Their fees differ too: 0.25% for AVUV and 0.72% for FYT.

AVUV currently has the higher Sharpe Ratio (2.20 vs 2.10), 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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