BSMC vs. AVUV

Last updated Aug 2, 2026

BSMC (Brandes U.S. Small-Mid Cap Value ETF) and AVUV (Avantis US Small Cap Value ETF) are both Small Cap Value Equities funds. Both are actively managed. Over the past year, BSMC returned 31.39% vs 40.65% for AVUV. Their correlation of 0.87 means they have usually moved in the same direction. BSMC charges 0.70%/yr vs 0.25%/yr for AVUV.

Performance

BSMC vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandes U.S. Small-Mid Cap Value ETF (BSMC) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BSMC achieves a 16.23% return, which is significantly lower than AVUV's 23.62% return.

BSMC

• 1D: 0.00%
• 1M: 1.89%
• 6M: 9.95%
• YTD: 16.23%
• 1Y: 31.39%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.50%

AVUV

• 1D: 0.03%
• 1M: 1.43%
• 6M: 15.37%
• YTD: 23.62%
• 1Y: 40.65%
• 3Y*: 16.14%
• 5Y*: 13.16%
• 10Y*: —
• ALL TIME*: 16.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVUV Avantis US Small Cap Value ETF	$143.14M	$148.43M	$155.85M
BSMC Brandes U.S. Small-Mid Cap Value ETF	$430.04K	$466.32K	$438.95K

BSMC vs. AVUV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BSMC Brandes U.S. Small-Mid Cap Value ETF	16.23%	15.52%	10.21%	11.69%
AVUV Avantis US Small Cap Value ETF	23.62%	7.44%	9.28%	20.17%

Correlation

The correlation between BSMC and AVUV is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.80
Correlation (All Time) Calculated using the full available price history since Oct 5, 2023	0.87

The correlation between BSMC and AVUV has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.

BSMC vs. AVUV - Sectors Allocation Comparison

Sectors	BSMC	AVUV
Healthcare	23.3%	5.3%
Industrials	16.0%	13.5%
Technology	15.1%	7.4%
Consumer Defensive	13.7%	4.9%
Financial Services	10.5%	27.8%
Consumer Cyclical	7.6%	18.5%
Energy	6.4%	13.9%
Basic Materials	3.8%	4.8%
Communication Services	3.6%	2.9%
Real Estate	-	0.7%
Utilities	-	0.2%

Return for Risk

BSMC vs. AVUV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BSMC

BSMC Risk / Return Rank: 86
BSMC Sharpe Ratio Rank: 87
BSMC Sortino Ratio Rank: 88
BSMC Omega Ratio Rank: 84
BSMC Calmar Ratio Rank: 86
BSMC Martin Ratio Rank: 86

AVUV

AVUV Risk / Return Rank: 91
AVUV Sharpe Ratio Rank: 90
AVUV Sortino Ratio Rank: 91
AVUV Omega Ratio Rank: 88
AVUV Calmar Ratio Rank: 94
AVUV Martin Ratio Rank: 91

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BSMC vs. AVUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandes U.S. Small-Mid Cap Value ETF (BSMC) and Avantis US Small Cap Value ETF (AVUV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BSMC	AVUV	Difference
Sharpe ratio: Return per unit of total volatility	2.08	2.24	-0.16
Sortino ratio: Return per unit of downside risk	3.03	3.23	-0.20
Omega ratio: Gain probability vs. loss probability	1.36	1.40	-0.03
Calmar ratio: Return relative to maximum drawdown	3.32	4.74	-1.42
Martin ratio: Return relative to average drawdown	12.29	14.98	-2.69

BSMC vs. AVUV - Sharpe Ratio Comparison

The current BSMC Sharpe Ratio is 2.08, which is comparable to the AVUV Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of BSMC and AVUV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BSMC vs. AVUV - Drawdown Comparison

The maximum BSMC drawdown since its inception was -19.15%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for BSMC and AVUV.

Drawdown Indicators

	BSMC	AVUV	Difference
Max Drawdown Largest peak-to-trough decline	-19.15%	-49.42%	+30.27%
Max Drawdown (1Y) Largest decline over 1 year	-9.02%	-7.95%	-1.07%
Max Drawdown (3Y) Largest decline over 3 years	—	-28.79%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.79%	—
Current Drawdown Current decline from peak	-1.41%	-0.72%	-0.69%
Average Drawdown Average peak-to-trough decline	-2.58%	-7.78%	+5.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.44%	2.52%	-0.08%

Volatility

BSMC vs. AVUV - Volatility Comparison

Brandes U.S. Small-Mid Cap Value ETF (BSMC) has a higher volatility of 3.97% compared to Avantis US Small Cap Value ETF (AVUV) at 2.88%. This indicates that BSMC's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSMC	AVUV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.97%	2.88%	+1.09%
Volatility (6M) Calculated over the trailing 6-month period	10.41%	10.51%	-0.10%
Volatility (1Y) Calculated over the trailing 1-year period	14.49%	16.90%	-2.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.96%	22.40%	-6.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.96%	28.02%	-12.06%

BSMC vs. AVUV - Expense Ratio Comparison

BSMC has a 0.70% expense ratio, which is higher than AVUV's 0.25% expense ratio.

Dividends

BSMC vs. AVUV - Dividend Comparison

BSMC's dividend yield for the trailing twelve months is around 0.90%, less than AVUV's 1.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVUV Avantis US Small Cap Value ETF	1.25%	1.58%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%
BSMC Brandes U.S. Small-Mid Cap Value ETF	0.90%	1.17%	1.02%	0.15%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BSMC and AVUV in my portfolio?

BSMC and AVUV have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BSMC or AVUV?

BSMC has higher volatility (3.97%) compared to AVUV (2.88%). In terms of maximum drawdown, BSMC dropped -19.15% vs AVUV's -49.42%.

Which ETF is better, BSMC or AVUV?

On 1-year performance, AVUV leads with 40.65% vs 31.39% for BSMC. On fees, AVUV is cheaper at 0.25% per year. On volatility, AVUV has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BSMC or AVUV?

Over the 1-year period, AVUV has performed better with a 40.65% return vs 31.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BSMC or AVUV?

AVUV is cheaper with a 0.25% expense ratio, compared with 0.70% for BSMC.

Which ETF pays a higher dividend yield, BSMC or AVUV?

AVUV has the higher dividend yield at 1.25%, compared with 0.90% for BSMC.

What is the main difference between BSMC and AVUV?

They also come from different issuers: Brandes and Avantis. Their fees differ too: 0.70% for BSMC and 0.25% for AVUV.

Which has better risk-adjusted returns?

AVUV currently has the higher Sharpe Ratio (2.24 vs 2.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.