AVUV vs. PM
AVUV (Avantis US Small Cap Value ETF) is Small Cap Value Equities fund actively managed by Avantis, while PM (Philip Morris International Inc.) is a stock. Over the past 5 years, AVUV returned 11.57%/yr vs 18.78%/yr for PM. At a 0.31 correlation, their price movements are largely independent.
Performance
AVUV vs. PM - 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 PM's 15.93% return.
AVUV
- 1D
- 0.96%
- 1M
- 6.47%
- YTD
- 22.73%
- 6M
- 19.51%
- 1Y
- 42.12%
- 3Y*
- 19.24%
- 5Y*
- 11.57%
- 10Y*
- —
PM
- 1D
- 1.95%
- 1M
- -2.80%
- YTD
- 15.93%
- 6M
- 22.12%
- 1Y
- 3.53%
- 3Y*
- 31.18%
- 5Y*
- 18.78%
- 10Y*
- 11.71%
AVUV vs. PM - 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% |
PM Philip Morris International Inc. | 15.93% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% | 3.69% | 14.59% |
Correlation
The correlation between AVUV and PM is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.31 |
The correlation between AVUV and PM shifts across timeframes, from -0.05 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AVUV vs. PM — Risk / Return Rank
AVUV
PM
AVUV vs. PM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Value ETF (AVUV) and Philip Morris International Inc. (PM). 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 | PM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.15 | ||
| Sortino ratioReturn per unit of downside risk | +2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.05 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 5.06 | 0.18 | +4.89 |
| Martin ratioReturn relative to average drawdown | 15.09 | 0.34 | +14.75 |
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Drawdowns
AVUV vs. PM - Drawdown Comparison
The maximum AVUV drawdown since its inception was -49.42%, which is greater than PM's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for AVUV and PM.
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Drawdown Indicators
| AVUV | PM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.42% | -42.87% | -6.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.95% | -20.64% | +12.69% |
Max Drawdown (3Y)Largest decline over 3 years | -28.79% | -20.64% | -8.15% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -22.78% | -6.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.87% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.94% | +3.94% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -10.02% | +2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 10.81% | -8.14% |
Volatility
AVUV vs. PM - Volatility Comparison
The current volatility for Avantis US Small Cap Value ETF (AVUV) is 4.53%, while Philip Morris International Inc. (PM) has a volatility of 7.76%. This indicates that AVUV experiences smaller price fluctuations and is considered to be less risky than PM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVUV | PM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 7.76% | -3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 21.07% | -9.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.63% | 27.73% | -10.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 22.73% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.26% | 24.46% | +3.80% |
Dividends
AVUV vs. PM - Dividend Comparison
AVUV's dividend yield for the trailing twelve months is around 1.61%, less than PM's 3.13% 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% |
PM Philip Morris International Inc. | 3.13% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
Frequently Asked Questions
AVUV and PM have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PM has higher volatility (7.76%) compared to AVUV (4.53%). In terms of maximum drawdown, AVUV dropped -49.42% vs PM's -42.87%.
AVUV currently has the higher Sharpe Ratio (2.28 vs 0.13), 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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