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FFLV vs. AVLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FFLV vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fundamental Large Cap Value ETF (FFLV) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.71%
9.43%
FFLV
AVLV

Returns By Period


FFLV

YTD

N/A

1M

0.71%

6M

7.72%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

AVLV

YTD

20.58%

1M

2.21%

6M

9.44%

1Y

29.59%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


FFLVAVLV
Daily Std Dev13.44%12.60%
Max Drawdown-5.99%-19.34%
Current Drawdown-1.80%-1.35%

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FFLV vs. AVLV - Expense Ratio Comparison

FFLV has a 0.38% expense ratio, which is higher than AVLV's 0.15% expense ratio.


FFLV
Fidelity Fundamental Large Cap Value ETF
Expense ratio chart for FFLV: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for AVLV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Correlation

-0.50.00.51.00.9

The correlation between FFLV and AVLV is 0.89, 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

FFLV vs. AVLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Large Cap Value ETF (FFLV) and Avantis U.S. Large Cap Value ETF (AVLV). 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
No data
FFLV
AVLV

Chart placeholderNot enough data

Dividends

FFLV vs. AVLV - Dividend Comparison

FFLV's dividend yield for the trailing twelve months is around 0.95%, less than AVLV's 1.54% yield.


TTM202320222021
FFLV
Fidelity Fundamental Large Cap Value ETF
0.95%0.00%0.00%0.00%
AVLV
Avantis U.S. Large Cap Value ETF
1.54%1.85%2.00%0.29%

Drawdowns

FFLV vs. AVLV - Drawdown Comparison

The maximum FFLV drawdown since its inception was -5.99%, smaller than the maximum AVLV drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for FFLV and AVLV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.80%
-1.35%
FFLV
AVLV

Volatility

FFLV vs. AVLV - Volatility Comparison

The current volatility for Fidelity Fundamental Large Cap Value ETF (FFLV) is 4.01%, while Avantis U.S. Large Cap Value ETF (AVLV) has a volatility of 4.50%. This indicates that FFLV experiences smaller price fluctuations and is considered to be less risky than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.01%
4.50%
FFLV
AVLV