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BTAL vs. AVUV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BTAL vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and Avantis U.S. Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.48%
9.08%
BTAL
AVUV

Returns By Period

The year-to-date returns for both investments are quite close, with BTAL having a 13.45% return and AVUV slightly higher at 13.78%.


BTAL

YTD

13.45%

1M

-1.33%

6M

1.48%

1Y

1.03%

5Y (annualized)

-2.27%

10Y (annualized)

0.53%

AVUV

YTD

13.78%

1M

2.79%

6M

9.08%

1Y

27.70%

5Y (annualized)

16.32%

10Y (annualized)

N/A

Key characteristics


BTALAVUV
Sharpe Ratio0.011.33
Sortino Ratio0.132.03
Omega Ratio1.021.25
Calmar Ratio0.012.56
Martin Ratio0.046.72
Ulcer Index5.16%4.18%
Daily Std Dev16.64%21.10%
Max Drawdown-38.36%-49.42%
Current Drawdown-21.49%-3.75%

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BTAL vs. AVUV - Expense Ratio Comparison

BTAL has a 2.11% expense ratio, which is higher than AVUV's 0.25% expense ratio.


BTAL
AGFiQ US Market Neutral Anti-Beta Fund
Expense ratio chart for BTAL: current value at 2.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.11%
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Correlation

-0.50.00.51.0-0.7

The correlation between BTAL and AVUV is -0.66. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Risk-Adjusted Performance

BTAL vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and Avantis U.S. 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.


Sharpe ratio
The chart of Sharpe ratio for BTAL, currently valued at 0.01, compared to the broader market0.002.004.006.000.011.33
The chart of Sortino ratio for BTAL, currently valued at 0.13, compared to the broader market-2.000.002.004.006.008.0010.0012.000.132.03
The chart of Omega ratio for BTAL, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.25
The chart of Calmar ratio for BTAL, currently valued at 0.01, compared to the broader market0.005.0010.0015.000.012.56
The chart of Martin ratio for BTAL, currently valued at 0.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.046.72
BTAL
AVUV

The current BTAL Sharpe Ratio is 0.01, which is lower than the AVUV Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of BTAL and AVUV, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.01
1.33
BTAL
AVUV

Dividends

BTAL vs. AVUV - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 5.41%, more than AVUV's 1.55% yield.


TTM202320222021202020192018
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
5.41%6.14%1.00%0.00%0.00%0.88%0.39%
AVUV
Avantis U.S. Small Cap Value ETF
1.55%1.65%1.74%1.28%1.21%0.38%0.00%

Drawdowns

BTAL vs. AVUV - Drawdown Comparison

The maximum BTAL drawdown since its inception was -38.36%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for BTAL and AVUV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.49%
-3.75%
BTAL
AVUV

Volatility

BTAL vs. AVUV - Volatility Comparison

The current volatility for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) is 3.90%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.44%. This indicates that BTAL experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.90%
8.44%
BTAL
AVUV