AVUVX vs. RWJ
Compare and contrast key facts about Avantis U.S. Small Cap Value Fund (AVUVX) and Invesco S&P SmallCap 600 Revenue ETF (RWJ).
AVUVX is managed by Avantis Investors. It was launched on Dec 4, 2019. RWJ is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Revenue-Weighted Index. It was launched on Feb 22, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVUVX or RWJ.
Key characteristics
AVUVX | RWJ | |
---|---|---|
YTD Return | -0.43% | -3.72% |
1Y Return | 24.27% | 10.55% |
3Y Return (Ann) | 8.17% | 2.28% |
Sharpe Ratio | 1.20 | 0.49 |
Daily Std Dev | 19.72% | 21.49% |
Max Drawdown | -50.24% | -55.97% |
Current Drawdown | -5.70% | -7.12% |
Correlation
The correlation between AVUVX and RWJ is 0.94, 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
AVUVX vs. RWJ - Performance Comparison
In the year-to-date period, AVUVX achieves a -0.43% return, which is significantly higher than RWJ's -3.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AVUVX vs. RWJ - Expense Ratio Comparison
AVUVX has a 0.25% expense ratio, which is lower than RWJ's 0.39% expense ratio.
Risk-Adjusted Performance
AVUVX vs. RWJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Small Cap Value Fund (AVUVX) and Invesco S&P SmallCap 600 Revenue ETF (RWJ). 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. RWJ - Dividend Comparison
AVUVX's dividend yield for the trailing twelve months is around 1.58%, more than RWJ's 1.32% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Avantis U.S. Small Cap Value Fund | 1.58% | 1.57% | 8.07% | 5.83% | 0.73% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Invesco S&P SmallCap 600 Revenue ETF | 1.32% | 1.34% | 1.02% | 1.10% | 2.37% | 3.66% | 4.32% | 2.73% | 1.39% | 2.23% | 1.72% | 3.81% |
Drawdowns
AVUVX vs. RWJ - Drawdown Comparison
The maximum AVUVX drawdown since its inception was -50.24%, smaller than the maximum RWJ drawdown of -55.97%. Use the drawdown chart below to compare losses from any high point for AVUVX and RWJ. For additional features, visit the drawdowns tool.
Volatility
AVUVX vs. RWJ - Volatility Comparison
The current volatility for Avantis U.S. Small Cap Value Fund (AVUVX) is 5.24%, while Invesco S&P SmallCap 600 Revenue ETF (RWJ) has a volatility of 5.74%. This indicates that AVUVX experiences smaller price fluctuations and is considered to be less risky than RWJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.