AVUVX vs. SCHD
Compare and contrast key facts about Avantis U.S. Small Cap Value Fund (AVUVX) and Schwab US Dividend Equity ETF (SCHD).
AVUVX is managed by Avantis Investors. It was launched on Dec 4, 2019. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVUVX or SCHD.
Performance
AVUVX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, AVUVX achieves a 17.95% return, which is significantly lower than SCHD's 18.85% return.
AVUVX
17.95%
10.03%
13.95%
32.79%
N/A
N/A
SCHD
18.85%
3.78%
14.95%
27.79%
13.14%
11.69%
Key characteristics
| AVUVX | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.59 | 2.49 |
| Sortino Ratio | 2.35 | 3.58 |
| Omega Ratio | 1.29 | 1.44 |
| Calmar Ratio | 3.03 | 3.79 |
| Martin Ratio | 8.04 | 13.58 |
| Ulcer Index | 4.08% | 2.05% |
| Daily Std Dev | 20.62% | 11.15% |
| Max Drawdown | -50.24% | -33.37% |
| Current Drawdown | 0.00% | 0.00% |
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AVUVX vs. SCHD - Expense Ratio Comparison
AVUVX has a 0.25% expense ratio, which is higher than SCHD's 0.06% 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%.
Correlation
The correlation between AVUVX and SCHD is 0.84, 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. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Small Cap Value Fund (AVUVX) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
AVUVX's dividend yield for the trailing twelve months is around 1.33%, less than SCHD's 3.33% 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% |
SCHD Schwab US Dividend Equity ETF | 3.33% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
AVUVX vs. SCHD - Drawdown Comparison
The maximum AVUVX drawdown since its inception was -50.24%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AVUVX and SCHD. For additional features, visit the drawdowns tool.
Volatility
AVUVX vs. SCHD - Volatility Comparison
Avantis U.S. Small Cap Value Fund (AVUVX) has a higher volatility of 8.27% compared to Schwab US Dividend Equity ETF (SCHD) at 3.67%. This indicates that AVUVX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.