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AVUVX vs. SCHC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVUVX vs. SCHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Small Cap Value Fund (AVUVX) and Schwab International Small-Cap Equity ETF (SCHC). The values are adjusted to include any dividend payments, if applicable.

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AVUVX vs. SCHC - 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%
SCHC
Schwab International Small-Cap Equity ETF
2.66%37.59%1.97%14.36%-21.74%12.02%10.48%4.60%

Returns By Period

In the year-to-date period, AVUVX achieves a 5.65% return, which is significantly higher than SCHC's 2.66% return.


AVUVX

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

SCHC

1D
3.43%
1M
-9.31%
YTD
2.66%
6M
6.31%
1Y
35.15%
3Y*
15.42%
5Y*
6.24%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVUVX vs. SCHC - Expense Ratio Comparison

AVUVX has a 0.25% expense ratio, which is higher than SCHC's 0.11% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

AVUVX vs. SCHC — 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

SCHC
SCHC Risk / Return Rank: 9191
Overall Rank
SCHC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SCHC Sortino Ratio Rank: 9393
Sortino Ratio Rank
SCHC Omega Ratio Rank: 9393
Omega Ratio Rank
SCHC Calmar Ratio Rank: 8888
Calmar Ratio Rank
SCHC Martin Ratio Rank: 9090
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. SCHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Small Cap Value Fund (AVUVX) and Schwab International Small-Cap Equity ETF (SCHC). 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.


AVUVXSCHCDifference

Sharpe ratio

Return per unit of total volatility

1.13

2.04

-0.90

Sortino ratio

Return per unit of downside risk

1.67

2.70

-1.04

Omega ratio

Gain probability vs. loss probability

1.23

1.41

-0.18

Calmar ratio

Return relative to maximum drawdown

1.53

2.73

-1.20

Martin ratio

Return relative to average drawdown

6.07

11.06

-4.99

AVUVX vs. SCHC - Sharpe Ratio Comparison

The current AVUVX Sharpe Ratio is 1.13, which is lower than the SCHC Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of AVUVX and SCHC, 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


AVUVXSCHCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

2.04

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.36

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.38

+0.13

Correlation

The correlation between AVUVX and SCHC is 0.71, 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. SCHC - Dividend Comparison

AVUVX's dividend yield for the trailing twelve months is around 6.71%, more than SCHC's 3.57% 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%
SCHC
Schwab International Small-Cap Equity ETF
3.57%3.66%3.72%2.94%1.78%3.02%1.62%3.23%2.51%2.73%2.01%2.34%

Drawdowns

AVUVX vs. SCHC - Drawdown Comparison

The maximum AVUVX drawdown since its inception was -50.24%, which is greater than SCHC's maximum drawdown of -43.94%. Use the drawdown chart below to compare losses from any high point for AVUVX and SCHC.


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Drawdown Indicators


AVUVXSCHCDifference

Max Drawdown

Largest peak-to-trough decline

-50.24%

-43.94%

-6.30%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-12.48%

-3.18%

Max Drawdown (5Y)

Largest decline over 5 years

-28.81%

-36.48%

+7.67%

Max Drawdown (10Y)

Largest decline over 10 years

-43.94%

Current Drawdown

Current decline from peak

-6.62%

-9.31%

+2.69%

Average Drawdown

Average peak-to-trough decline

-7.93%

-10.13%

+2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

3.08%

+0.87%

Volatility

AVUVX vs. SCHC - Volatility Comparison

The current volatility for Avantis U.S. Small Cap Value Fund (AVUVX) is 5.19%, while Schwab International Small-Cap Equity ETF (SCHC) has a volatility of 8.03%. This indicates that AVUVX experiences smaller price fluctuations and is considered to be less risky than SCHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVUVXSCHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

8.03%

-2.84%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

11.74%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

23.58%

17.37%

+6.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.92%

17.34%

+5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.10%

17.88%

+11.22%