PortfoliosLab logoPortfoliosLab logo
AVUV vs. VCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVUV vs. VCR - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, AVUV achieves a 22.73% return, which is significantly higher than VCR's -0.09% return.


AVUV

1D
0.96%
1M
5.11%
YTD
22.73%
6M
19.51%
1Y
42.12%
3Y*
19.24%
5Y*
11.57%
10Y*

VCR

1D
0.20%
1M
0.16%
YTD
-0.09%
6M
-1.17%
1Y
12.37%
3Y*
13.30%
5Y*
6.00%
10Y*
13.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVUV vs. VCR - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AVUV
Avantis US Small Cap Value ETF
22.73%7.44%9.28%22.82%-4.91%42.20%6.43%8.54%
VCR
Vanguard Consumer Discretionary ETF
-0.09%5.77%24.27%40.38%-35.15%24.86%48.36%5.62%

Correlation

The correlation between AVUV and VCR is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.68

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

0.71

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

0.70

The correlation between AVUV and VCR has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

AVUV vs. VCR — Risk / Return Rank

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

AVUV
AVUV Risk / Return Rank: 8484
Overall Rank
AVUV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 8484
Sortino Ratio Rank
AVUV Omega Ratio Rank: 7777
Omega Ratio Rank
AVUV Calmar Ratio Rank: 9191
Calmar Ratio Rank
AVUV Martin Ratio Rank: 8585
Martin Ratio Rank

VCR
VCR Risk / Return Rank: 2020
Overall Rank
VCR Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VCR Sortino Ratio Rank: 2020
Sortino Ratio Rank
VCR Omega Ratio Rank: 1919
Omega Ratio Rank
VCR Calmar Ratio Rank: 1919
Calmar Ratio Rank
VCR Martin Ratio Rank: 2121
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. VCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Value ETF (AVUV) and Vanguard Consumer Discretionary ETF (VCR). 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.


AVUVVCRDifference
Sharpe ratioReturn per unit of total volatility

+1.68

Sortino ratioReturn per unit of downside risk

+2.28

Omega ratioGain probability vs. loss probability

1.39

1.11

+0.28

Calmar ratioReturn relative to maximum drawdown

5.06

0.72

+4.35

Martin ratioReturn relative to average drawdown

15.09

2.21

+12.88

AVUV vs. VCR - Sharpe Ratio Comparison

The current AVUV Sharpe Ratio is 2.28, which is higher than the VCR Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of AVUV and VCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AVUV vs. VCR - Drawdown Comparison

The maximum AVUV drawdown since its inception was -49.42%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for AVUV and VCR.


Loading charts...

Drawdown Indicators


AVUVVCRDifference

Max Drawdown

Largest peak-to-trough decline

-49.42%

-61.54%

+12.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

-15.59%

+7.64%

Max Drawdown (3Y)

Largest decline over 3 years

-28.79%

-27.36%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-28.79%

-39.20%

+10.41%

Max Drawdown (10Y)

Largest decline over 10 years

-39.20%

Current Drawdown

Current decline from peak

0.00%

-4.64%

+4.64%

Average Drawdown

Average peak-to-trough decline

-7.91%

-9.39%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

5.05%

-2.38%

Volatility

AVUV vs. VCR - Volatility Comparison

The current volatility for Avantis US Small Cap Value ETF (AVUV) is 4.53%, while Vanguard Consumer Discretionary ETF (VCR) has a volatility of 6.17%. This indicates that AVUV experiences smaller price fluctuations and is considered to be less risky than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AVUVVCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

6.17%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

13.48%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

17.63%

18.62%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.75%

24.03%

-1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.26%

22.43%

+5.83%

AVUV vs. VCR - Expense Ratio Comparison

AVUV has a 0.25% expense ratio, which is higher than VCR's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AVUV vs. VCR - Dividend Comparison

AVUV's dividend yield for the trailing twelve months is around 1.61%, more than VCR's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VCR
Vanguard Consumer Discretionary ETF
0.73%0.74%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%

Frequently Asked Questions


AVUV and VCR have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCR has higher volatility (6.17%) compared to AVUV (4.53%). In terms of maximum drawdown, AVUV dropped -49.42% vs VCR's -61.54%.

On 5-year performance, AVUV leads with 11.57% vs 6.00% for VCR. On fees, VCR is cheaper at 0.10% per year. On volatility, AVUV has been the lower-risk option at 4.53%. 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 11.57% return vs 6.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCR is cheaper with a 0.10% expense ratio, compared with 0.25% for AVUV.

AVUV has the higher dividend yield at 1.61%, compared with 0.73% for VCR.

AVUV is categorized as Small Cap Value Equities, while VCR is Consumer Discretionary Equities. They also come from different issuers: Avantis and Vanguard. Their fees differ too: 0.25% for AVUV and 0.10% for VCR.

AVUV currently has the higher Sharpe Ratio (2.28 vs 0.60), 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.

Portfolio Optimizer

Find the right allocation for AVUV and VCR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer