AVUVX vs. AVDVX
Compare and contrast key facts about Avantis U.S. Small Cap Value Fund (AVUVX) and Avantis International Small Cap Value Fund (AVDVX).
AVUVX is managed by Avantis Investors. It was launched on Dec 4, 2019. AVDVX is managed by Avantis Investors. It was launched on Dec 3, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVUVX or AVDVX.
Performance
AVUVX vs. AVDVX - Performance Comparison
Returns By Period
In the year-to-date period, AVUVX achieves a 17.95% return, which is significantly higher than AVDVX's 8.76% return.
AVUVX
17.95%
10.03%
13.95%
32.79%
N/A
N/A
AVDVX
8.76%
-0.54%
0.63%
16.90%
N/A
N/A
Key characteristics
| AVUVX | AVDVX | |
|---|---|---|
| Sharpe Ratio | 1.59 | 1.21 |
| Sortino Ratio | 2.35 | 1.68 |
| Omega Ratio | 1.29 | 1.21 |
| Calmar Ratio | 3.03 | 2.06 |
| Martin Ratio | 8.04 | 6.05 |
| Ulcer Index | 4.08% | 2.79% |
| Daily Std Dev | 20.62% | 14.02% |
| Max Drawdown | -50.24% | -43.06% |
| Current Drawdown | 0.00% | -5.82% |
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AVUVX vs. AVDVX - Expense Ratio Comparison
AVUVX has a 0.25% expense ratio, which is lower than AVDVX's 0.36% expense ratio.
Correlation
The correlation between AVUVX and AVDVX is 0.74, 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.
Risk-Adjusted Performance
AVUVX vs. AVDVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Small Cap Value Fund (AVUVX) and Avantis International Small Cap Value Fund (AVDVX). 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.
Dividends
AVUVX vs. AVDVX - Dividend Comparison
AVUVX's dividend yield for the trailing twelve months is around 1.33%, less than AVDVX's 3.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
AVUVX Avantis U.S. Small Cap Value Fund | 1.33% | 1.57% | 1.86% | 1.23% | 0.70% | 0.14% |
AVDVX Avantis International Small Cap Value Fund | 3.24% | 3.52% | 3.33% | 2.46% | 1.35% | 0.39% |
Drawdowns
AVUVX vs. AVDVX - Drawdown Comparison
The maximum AVUVX drawdown since its inception was -50.24%, which is greater than AVDVX's maximum drawdown of -43.06%. Use the drawdown chart below to compare losses from any high point for AVUVX and AVDVX. For additional features, visit the drawdowns tool.
Volatility
AVUVX vs. AVDVX - Volatility Comparison
Avantis U.S. Small Cap Value Fund (AVUVX) has a higher volatility of 8.27% compared to Avantis International Small Cap Value Fund (AVDVX) at 3.72%. This indicates that AVUVX's price experiences larger fluctuations and is considered to be riskier than AVDVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.