AVUV vs. T

Last updated Jun 13, 2026

AVUV (Avantis US Small Cap Value ETF) is Small Cap Value Equities fund actively managed by Avantis, while T (AT&T Inc.) is a stock. Over the past 5 years, AVUV returned 11.57%/yr vs 7.38%/yr for T. At a 0.36 correlation, their price movements are largely independent.

Performance

AVUV vs. T - Performance Comparison

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

Returns By Period

In the year-to-date period, AVUV achieves a 22.73% return, which is significantly higher than T's -2.96% return.

AVUV

• 1D: 0.96%
• 1M: 5.96%
• YTD: 22.73%
• 6M: 19.51%
• 1Y: 40.08%
• 3Y*: 19.24%
• 5Y*: 11.57%
• 10Y*: —

T

• 1D: 2.52%
• 1M: -4.69%
• YTD: -2.96%
• 6M: -1.93%
• 1Y: -12.96%
• 3Y*: 20.58%
• 5Y*: 7.38%
• 10Y*: 3.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVUV vs. T - 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%
T AT&T Inc.	-2.96%	13.97%	44.08%	-2.74%	5.76%	-8.09%	-21.37%	5.99%

Correlation

The correlation between AVUV and T is 0.01, 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	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019	0.36

Over the past year, the correlation between AVUV and T has dropped to 0.01 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

Return for Risk

AVUV vs. T — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVUV

AVUV Risk / Return Rank: 84
AVUV Sharpe Ratio Rank: 83
AVUV Sortino Ratio Rank: 84
AVUV Omega Ratio Rank: 77
AVUV Calmar Ratio Rank: 91
AVUV Martin Ratio Rank: 85

T

T Risk / Return Rank: 18
T Sharpe Ratio Rank: 17
T Sortino Ratio Rank: 17
T Omega Ratio Rank: 18
T Calmar Ratio Rank: 21
T Martin Ratio Rank: 15

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. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Value ETF (AVUV) and AT&T Inc. (T). 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	T	Difference
Sharpe ratio: Return per unit of total volatility	2.28	-0.59	+2.87
Sortino ratio: Return per unit of downside risk	3.24	-0.72	+3.96
Omega ratio: Gain probability vs. loss probability	1.39	0.92	+0.48
Calmar ratio: Return relative to maximum drawdown	5.06	-0.59	+5.66
Martin ratio: Return relative to average drawdown	15.09	-1.22	+16.31

AVUV vs. T - Sharpe Ratio Comparison

The current AVUV Sharpe Ratio is 2.28, which is higher than the T Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of AVUV and T, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AVUV vs. T - Drawdown Comparison

The maximum AVUV drawdown since its inception was -49.42%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for AVUV and T.

Drawdown Indicators

	AVUV	T	Difference
Max Drawdown Largest peak-to-trough decline	-49.42%	-64.15%	+14.73%
Max Drawdown (1Y) Largest decline over 1 year	-7.95%	-21.87%	+13.92%
Max Drawdown (3Y) Largest decline over 3 years	-28.79%	-21.87%	-6.92%
Max Drawdown (5Y) Largest decline over 5 years	-28.79%	-32.01%	+3.22%
Max Drawdown (10Y) Largest decline over 10 years	—	-42.35%	—
Current Drawdown Current decline from peak	0.00%	-18.12%	+18.12%
Average Drawdown Average peak-to-trough decline	-7.91%	-15.72%	+7.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	10.64%	-7.97%

Volatility

AVUV vs. T - Volatility Comparison

The current volatility for Avantis US Small Cap Value ETF (AVUV) is 4.53%, while AT&T Inc. (T) has a volatility of 8.21%. This indicates that AVUV experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVUV	T	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.53%	8.21%	-3.68%
Volatility (6M) Calculated over the trailing 6-month period	11.34%	17.80%	-6.46%
Volatility (1Y) Calculated over the trailing 1-year period	17.63%	22.13%	-4.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.75%	24.01%	-1.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.26%	23.73%	+4.53%

Dividends

AVUV vs. T - Dividend Comparison

AVUV's dividend yield for the trailing twelve months is around 1.61%, less than T's 4.71% 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%
T AT&T Inc.	4.71%	4.47%	4.87%	6.62%	6.66%	8.46%	7.23%	5.22%	7.01%	5.04%	4.51%	5.46%

Frequently Asked Questions

Can I hold both AVUV and T in my portfolio?

AVUV and T have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVUV or T?

T has higher volatility (8.21%) compared to AVUV (4.53%). In terms of maximum drawdown, AVUV dropped -49.42% vs T's -64.15%.

Which has better risk-adjusted returns?

AVUV currently has the higher Sharpe Ratio (2.28 vs -0.59), 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.