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AVUVX vs. RWJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVUVX vs. RWJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Small Cap Value Fund (AVUVX) and Invesco S&P SmallCap 600 Revenue ETF (RWJ). The values are adjusted to include any dividend payments, if applicable.

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AVUVX vs. RWJ - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AVUVX
Avantis U.S. Small Cap Value Fund
5.65%8.88%8.83%22.96%-4.74%40.31%10.64%4.95%
RWJ
Invesco S&P SmallCap 600 Revenue ETF
3.96%7.75%11.81%16.21%-10.97%52.82%20.83%3.87%

Returns By Period

In the year-to-date period, AVUVX achieves a 5.65% return, which is significantly higher than RWJ's 3.96% return.


AVUVX

1D
-0.87%
1M
-4.48%
YTD
5.65%
6M
8.54%
1Y
26.60%
3Y*
15.35%
5Y*
10.26%
10Y*

RWJ

1D
2.60%
1M
-3.49%
YTD
3.96%
6M
5.17%
1Y
25.54%
3Y*
11.93%
5Y*
6.87%
10Y*
12.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

AVUVX vs. RWJ — Risk / Return Rank

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

AVUVX
AVUVX Risk / Return Rank: 6666
Overall Rank
AVUVX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AVUVX Sortino Ratio Rank: 6868
Sortino Ratio Rank
AVUVX Omega Ratio Rank: 6363
Omega Ratio Rank
AVUVX Calmar Ratio Rank: 6868
Calmar Ratio Rank
AVUVX Martin Ratio Rank: 6464
Martin Ratio Rank

RWJ
RWJ Risk / Return Rank: 6262
Overall Rank
RWJ Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
RWJ Sortino Ratio Rank: 6464
Sortino Ratio Rank
RWJ Omega Ratio Rank: 5959
Omega Ratio Rank
RWJ Calmar Ratio Rank: 6666
Calmar Ratio Rank
RWJ Martin Ratio Rank: 6161
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.

AVUVX vs. RWJ - Risk-Adjusted Trends 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.


AVUVXRWJDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.01

+0.12

Sortino ratio

Return per unit of downside risk

1.67

1.57

+0.10

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.53

1.59

-0.06

Martin ratio

Return relative to average drawdown

6.07

5.69

+0.38

AVUVX vs. RWJ - Sharpe Ratio Comparison

The current AVUVX Sharpe Ratio is 1.13, which is comparable to the RWJ Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of AVUVX and RWJ, 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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Sharpe Ratios by Period


AVUVXRWJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.01

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.29

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.44

+0.07

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.


Dividends

AVUVX vs. RWJ - Dividend Comparison

AVUVX's dividend yield for the trailing twelve months is around 6.71%, more than RWJ's 1.13% yield.


TTM20252024202320222021202020192018201720162015
AVUVX
Avantis U.S. Small Cap Value Fund
6.71%7.09%4.11%1.57%8.07%5.83%0.73%0.14%0.00%0.00%0.00%0.00%
RWJ
Invesco S&P SmallCap 600 Revenue ETF
1.13%1.11%1.15%1.34%1.02%0.61%0.89%1.22%1.44%1.11%0.60%0.74%

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.


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Drawdown Indicators


AVUVXRWJDifference

Max Drawdown

Largest peak-to-trough decline

-50.24%

-55.97%

+5.73%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-16.11%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-28.81%

-29.29%

+0.48%

Max Drawdown (10Y)

Largest decline over 10 years

-51.33%

Current Drawdown

Current decline from peak

-6.62%

-7.49%

+0.87%

Average Drawdown

Average peak-to-trough decline

-7.93%

-9.31%

+1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

4.50%

-0.55%

Volatility

AVUVX vs. RWJ - Volatility Comparison

The current volatility for Avantis U.S. Small Cap Value Fund (AVUVX) is 5.19%, while Invesco S&P SmallCap 600 Revenue ETF (RWJ) has a volatility of 6.15%. 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.


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Volatility by Period


AVUVXRWJDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

6.15%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

13.97%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

23.58%

25.39%

-1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.92%

23.88%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.10%

26.16%

+2.94%