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.
Performance
AVUVX vs. RWJ - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with AVUVX having a 17.95% return and RWJ slightly lower at 17.71%.
AVUVX
17.95%
10.03%
13.95%
32.79%
N/A
N/A
RWJ
17.71%
7.91%
17.31%
33.53%
18.81%
11.17%
Key characteristics
| AVUVX | RWJ | |
|---|---|---|
| Sharpe Ratio | 1.59 | 1.53 |
| Sortino Ratio | 2.35 | 2.28 |
| Omega Ratio | 1.29 | 1.27 |
| Calmar Ratio | 3.03 | 2.41 |
| Martin Ratio | 8.04 | 8.35 |
| Ulcer Index | 4.08% | 4.02% |
| Daily Std Dev | 20.62% | 21.85% |
| Max Drawdown | -50.24% | -55.97% |
| Current Drawdown | 0.00% | -0.86% |
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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.
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.
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 1.33%, more than RWJ's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUVX Avantis U.S. Small Cap Value Fund | 1.33% | 1.57% | 1.86% | 1.23% | 0.70% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 1.20% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 0.91% | 0.60% | 0.74% | 0.57% | 1.27% |
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
Avantis U.S. Small Cap Value Fund (AVUVX) has a higher volatility of 8.27% compared to Invesco S&P SmallCap 600 Revenue ETF (RWJ) at 7.76%. This indicates that AVUVX's price experiences larger fluctuations and is considered to be riskier than RWJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.