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AVUVX vs. RWJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVUVX and RWJ is 0.70, 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

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.

40.00%60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
60.73%
90.45%
AVUVX
RWJ

Key characteristics

Sharpe Ratio

AVUVX:

-0.34

RWJ:

-0.10

Sortino Ratio

AVUVX:

-0.33

RWJ:

0.04

Omega Ratio

AVUVX:

0.96

RWJ:

1.00

Calmar Ratio

AVUVX:

-0.28

RWJ:

-0.09

Martin Ratio

AVUVX:

-0.77

RWJ:

-0.27

Ulcer Index

AVUVX:

11.27%

RWJ:

9.51%

Daily Std Dev

AVUVX:

25.27%

RWJ:

25.75%

Max Drawdown

AVUVX:

-50.24%

RWJ:

-55.97%

Current Drawdown

AVUVX:

-21.88%

RWJ:

-20.40%

Returns By Period

In the year-to-date period, AVUVX achieves a -11.90% return, which is significantly higher than RWJ's -14.17% return.


AVUVX

YTD

-11.90%

1M

9.47%

6M

-20.03%

1Y

-9.30%

5Y*

16.66%

10Y*

N/A

RWJ

YTD

-14.17%

1M

8.75%

6M

-18.48%

1Y

-3.57%

5Y*

20.42%

10Y*

8.42%

*Annualized

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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 Rank

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

AVUVX
The Risk-Adjusted Performance Rank of AVUVX is 55
Overall Rank
The Sharpe Ratio Rank of AVUVX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of AVUVX is 55
Sortino Ratio Rank
The Omega Ratio Rank of AVUVX is 66
Omega Ratio Rank
The Calmar Ratio Rank of AVUVX is 44
Calmar Ratio Rank
The Martin Ratio Rank of AVUVX is 55
Martin Ratio Rank

RWJ
The Risk-Adjusted Performance Rank of RWJ is 1515
Overall Rank
The Sharpe Ratio Rank of RWJ is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of RWJ is 1616
Sortino Ratio Rank
The Omega Ratio Rank of RWJ is 1616
Omega Ratio Rank
The Calmar Ratio Rank of RWJ is 1414
Calmar Ratio Rank
The Martin Ratio Rank of RWJ is 1515
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.

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.


The current AVUVX Sharpe Ratio is -0.34, which is lower than the RWJ Sharpe Ratio of -0.10. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.37
-0.14
AVUVX
RWJ

Dividends

AVUVX vs. RWJ - Dividend Comparison

AVUVX's dividend yield for the trailing twelve months is around 1.58%, more than RWJ's 1.34% yield.


TTM20242023202220212020201920182017201620152014
AVUVX
Avantis U.S. Small Cap Value Fund
1.58%1.40%1.57%1.86%1.23%0.70%0.14%0.00%0.00%0.00%0.00%0.00%
RWJ
Invesco S&P SmallCap 600 Revenue ETF
1.34%1.15%1.34%1.02%0.61%0.89%1.22%1.44%0.91%0.60%0.74%0.57%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-21.88%
-20.40%
AVUVX
RWJ

Volatility

AVUVX vs. RWJ - Volatility Comparison

The current volatility for Avantis U.S. Small Cap Value Fund (AVUVX) is 11.92%, while Invesco S&P SmallCap 600 Revenue ETF (RWJ) has a volatility of 12.86%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
11.92%
12.86%
AVUVX
RWJ