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

Correlation

The correlation between FFSM and AVUV is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FFSM vs. AVUV - Performance Comparison

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

10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%December2025FebruaryMarchAprilMay
27.39%
42.26%
FFSM
AVUV

Key characteristics

Sharpe Ratio

FFSM:

0.17

AVUV:

-0.09

Sortino Ratio

FFSM:

0.40

AVUV:

0.04

Omega Ratio

FFSM:

1.05

AVUV:

1.01

Calmar Ratio

FFSM:

0.16

AVUV:

-0.08

Martin Ratio

FFSM:

0.50

AVUV:

-0.24

Ulcer Index

FFSM:

7.81%

AVUV:

10.06%

Daily Std Dev

FFSM:

23.11%

AVUV:

25.19%

Max Drawdown

FFSM:

-26.65%

AVUV:

-49.42%

Current Drawdown

FFSM:

-13.48%

AVUV:

-19.63%

Returns By Period

In the year-to-date period, FFSM achieves a -5.23% return, which is significantly higher than AVUV's -11.78% return.


FFSM

YTD

-5.23%

1M

11.00%

6M

-5.65%

1Y

1.94%

5Y*

N/A

10Y*

N/A

AVUV

YTD

-11.78%

1M

8.77%

6M

-9.95%

1Y

-5.03%

5Y*

21.70%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFSM vs. AVUV - Expense Ratio Comparison

FFSM has a 0.43% expense ratio, which is higher than AVUV's 0.25% expense ratio.


Expense ratio chart for FFSM: current value is 0.43%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FFSM: 0.43%
Expense ratio chart for AVUV: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVUV: 0.25%

Risk-Adjusted Performance

FFSM vs. AVUV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FFSM
The Risk-Adjusted Performance Rank of FFSM is 2626
Overall Rank
The Sharpe Ratio Rank of FFSM is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FFSM is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FFSM is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FFSM is 2727
Calmar Ratio Rank
The Martin Ratio Rank of FFSM is 2525
Martin Ratio Rank

AVUV
The Risk-Adjusted Performance Rank of AVUV is 1212
Overall Rank
The Sharpe Ratio Rank of AVUV is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of AVUV is 1313
Sortino Ratio Rank
The Omega Ratio Rank of AVUV is 1313
Omega Ratio Rank
The Calmar Ratio Rank of AVUV is 1212
Calmar Ratio Rank
The Martin Ratio Rank of AVUV is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFSM vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Small-Mid Cap ETF (FFSM) 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.


The chart of Sharpe ratio for FFSM, currently valued at 0.17, compared to the broader market-1.000.001.002.003.004.00
FFSM: 0.17
AVUV: -0.09
The chart of Sortino ratio for FFSM, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.00
FFSM: 0.40
AVUV: 0.04
The chart of Omega ratio for FFSM, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
FFSM: 1.05
AVUV: 1.01
The chart of Calmar ratio for FFSM, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.00
FFSM: 0.16
AVUV: -0.08
The chart of Martin ratio for FFSM, currently valued at 0.50, compared to the broader market0.0020.0040.0060.00
FFSM: 0.50
AVUV: -0.24

The current FFSM Sharpe Ratio is 0.17, which is higher than the AVUV Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of FFSM 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.17
-0.09
FFSM
AVUV

Dividends

FFSM vs. AVUV - Dividend Comparison

FFSM's dividend yield for the trailing twelve months is around 0.70%, less than AVUV's 1.87% yield.


TTM202420232022202120202019
FFSM
Fidelity Fundamental Small-Mid Cap ETF
0.70%0.62%0.56%0.58%0.37%0.00%0.00%
AVUV
Avantis U.S. Small Cap Value ETF
1.87%1.61%1.65%1.74%1.28%1.21%0.38%

Drawdowns

FFSM vs. AVUV - Drawdown Comparison

The maximum FFSM drawdown since its inception was -26.65%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for FFSM and AVUV. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-13.48%
-19.63%
FFSM
AVUV

Volatility

FFSM vs. AVUV - Volatility Comparison

Fidelity Fundamental Small-Mid Cap ETF (FFSM) and Avantis U.S. Small Cap Value ETF (AVUV) have volatilities of 13.44% and 12.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
13.44%
12.85%
FFSM
AVUV