AVUV vs. MSFT
AVUV (Avantis US Small Cap Value ETF) is Small Cap Value Equities fund actively managed by Avantis, while MSFT (Microsoft Corporation) is a stock. Over the past 5 years, AVUV returned 11.57%/yr vs 9.56%/yr for MSFT. At a 0.33 correlation, their price movements are largely independent.
Performance
AVUV vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, AVUV achieves a 22.73% return, which is significantly higher than MSFT's -18.85% return.
AVUV
- 1D
- 0.96%
- 1M
- 5.11%
- YTD
- 22.73%
- 6M
- 19.51%
- 1Y
- 42.12%
- 3Y*
- 19.24%
- 5Y*
- 11.57%
- 10Y*
- —
MSFT
- 1D
- 0.10%
- 1M
- -7.19%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.07%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
AVUV vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 22.73% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.54% |
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 13.55% |
Correlation
The correlation between AVUV and MSFT is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.33 |
Over the past year, the correlation between AVUV and MSFT has dropped to 0.09 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
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Return for Risk
AVUV vs. MSFT — Risk / Return Rank
AVUV
MSFT
AVUV vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Value ETF (AVUV) and Microsoft Corporation (MSFT). 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 | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.99 | ||
| Sortino ratioReturn per unit of downside risk | +4.08 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.89 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 5.06 | -0.53 | +5.59 |
| Martin ratioReturn relative to average drawdown | 15.09 | -1.08 | +16.17 |
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Drawdowns
AVUV vs. MSFT - Drawdown Comparison
The maximum AVUV drawdown since its inception was -49.42%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for AVUV and MSFT.
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Drawdown Indicators
| AVUV | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.42% | -69.38% | +19.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.95% | -33.91% | +25.96% |
Max Drawdown (3Y)Largest decline over 3 years | -28.79% | -33.91% | +5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -37.15% | +8.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | 0.00% | -27.46% | +27.46% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -21.78% | +13.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 16.48% | -13.81% |
Volatility
AVUV vs. MSFT - Volatility Comparison
The current volatility for Avantis US Small Cap Value ETF (AVUV) is 4.53%, while Microsoft Corporation (MSFT) has a volatility of 10.52%. This indicates that AVUV experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVUV | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 10.52% | -5.99% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 22.31% | -10.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.63% | 25.42% | -7.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 26.66% | -3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.26% | 27.06% | +1.20% |
Dividends
AVUV vs. MSFT - Dividend Comparison
AVUV's dividend yield for the trailing twelve months is around 1.61%, more than MSFT's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 1.61% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.91% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Frequently Asked Questions
AVUV and MSFT have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.52%) compared to AVUV (4.53%). In terms of maximum drawdown, AVUV dropped -49.42% vs MSFT's -69.38%.
AVUV currently has the higher Sharpe Ratio (2.28 vs -0.70), 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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