AVUV vs. IJS

In the year-to-date period, AVUV achieves a -10.04% return, which is significantly higher than IJS's -12.66% return.

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Both AVUV and IJS have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Small Cap Value ETF (AVUV) and iShares S&P SmallCap 600 Value ETF (IJS). 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.

The current AVUV Sharpe Ratio is -0.21, which is comparable to the IJS Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of AVUV and IJS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AVUV's dividend yield for the trailing twelve months is around 1.84%, less than IJS's 2.04% yield.

The maximum AVUV drawdown since its inception was -49.42%, smaller than the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for AVUV and IJS. For additional features, visit the drawdowns tool.

Avantis U.S. Small Cap Value ETF (AVUV) and iShares S&P SmallCap 600 Value ETF (IJS) have volatilities of 7.85% and 7.75%, 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.