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AVUV vs. VIOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVUV and VIOO is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

AVUV vs. VIOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Small Cap Value ETF (AVUV) and Vanguard S&P Small-Cap 600 ETF (VIOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AVUV:

-0.21

VIOO:

-0.14

Sortino Ratio

AVUV:

-0.05

VIOO:

0.01

Omega Ratio

AVUV:

0.99

VIOO:

1.00

Calmar Ratio

AVUV:

-0.14

VIOO:

-0.09

Martin Ratio

AVUV:

-0.38

VIOO:

-0.27

Ulcer Index

AVUV:

10.35%

VIOO:

9.65%

Daily Std Dev

AVUV:

25.23%

VIOO:

23.76%

Max Drawdown

AVUV:

-49.42%

VIOO:

-44.15%

Current Drawdown

AVUV:

-18.04%

VIOO:

-17.67%

Returns By Period

The year-to-date returns for both investments are quite close, with AVUV having a -10.04% return and VIOO slightly higher at -9.72%.


AVUV

YTD

-10.04%

1M

11.04%

6M

-15.40%

1Y

-4.81%

5Y*

20.92%

10Y*

N/A

VIOO

YTD

-9.72%

1M

10.05%

6M

-15.51%

1Y

-2.99%

5Y*

12.54%

10Y*

7.56%

*Annualized

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AVUV vs. VIOO - Expense Ratio Comparison

AVUV has a 0.25% expense ratio, which is higher than VIOO'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%.


Risk-Adjusted Performance

AVUV vs. VIOO — Risk-Adjusted Performance Rank

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

AVUV
The Risk-Adjusted Performance Rank of AVUV is 1212
Overall Rank
The Sharpe Ratio Rank of AVUV is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of AVUV is 1313
Sortino Ratio Rank
The Omega Ratio Rank of AVUV is 1313
Omega Ratio Rank
The Calmar Ratio Rank of AVUV is 1212
Calmar Ratio Rank
The Martin Ratio Rank of AVUV is 1313
Martin Ratio Rank

VIOO
The Risk-Adjusted Performance Rank of VIOO is 1414
Overall Rank
The Sharpe Ratio Rank of VIOO is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of VIOO is 1515
Sortino Ratio Rank
The Omega Ratio Rank of VIOO is 1515
Omega Ratio Rank
The Calmar Ratio Rank of VIOO is 1414
Calmar Ratio Rank
The Martin Ratio Rank of VIOO is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AVUV vs. VIOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Small Cap Value ETF (AVUV) and Vanguard S&P Small-Cap 600 ETF (VIOO). 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 lower than the VIOO Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of AVUV and VIOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AVUV vs. VIOO - Dividend Comparison

AVUV's dividend yield for the trailing twelve months is around 1.84%, more than VIOO's 1.64% yield.


TTM20242023202220212020201920182017201620152014
AVUV
Avantis U.S. Small Cap Value ETF
1.84%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%
VIOO
Vanguard S&P Small-Cap 600 ETF
1.64%1.48%1.47%1.51%1.16%1.09%1.37%1.32%1.11%0.95%1.26%1.06%

Drawdowns

AVUV vs. VIOO - Drawdown Comparison

The maximum AVUV drawdown since its inception was -49.42%, which is greater than VIOO's maximum drawdown of -44.15%. Use the drawdown chart below to compare losses from any high point for AVUV and VIOO. For additional features, visit the drawdowns tool.


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Volatility

AVUV vs. VIOO - Volatility Comparison

Avantis U.S. Small Cap Value ETF (AVUV) has a higher volatility of 7.85% compared to Vanguard S&P Small-Cap 600 ETF (VIOO) at 7.31%. This indicates that AVUV's price experiences larger fluctuations and is considered to be riskier than VIOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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