PortfoliosLab logo
FLQS vs. AVUV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLQS and AVUV is 1.00, 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.


Performance

FLQS vs. AVUV - Performance Comparison

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

Loading data...

Key characteristics

Daily Std Dev

FLQS:

10.35%

AVUV:

19.11%

Max Drawdown

FLQS:

-0.07%

AVUV:

-0.50%

Current Drawdown

FLQS:

-0.05%

AVUV:

0.00%

Returns By Period


FLQS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

AVUV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

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.


FLQS vs. AVUV - Expense Ratio Comparison

FLQS has a 0.35% expense ratio, which is higher than AVUV's 0.25% expense ratio.


Risk-Adjusted Performance

FLQS vs. AVUV — Risk-Adjusted Performance Rank

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

FLQS
The Risk-Adjusted Performance Rank of FLQS is 2323
Overall Rank
The Sharpe Ratio Rank of FLQS is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FLQS is 2525
Sortino Ratio Rank
The Omega Ratio Rank of FLQS is 2323
Omega Ratio Rank
The Calmar Ratio Rank of FLQS is 2525
Calmar Ratio Rank
The Martin Ratio Rank of FLQS is 2323
Martin Ratio Rank

AVUV
The Risk-Adjusted Performance Rank of AVUV is 1212
Overall Rank
The Sharpe Ratio Rank of AVUV is 1111
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 1313
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.

FLQS vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS) 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.



Loading data...

Dividends

FLQS vs. AVUV - Dividend Comparison

Neither FLQS nor AVUV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FLQS vs. AVUV - Drawdown Comparison

The maximum FLQS drawdown since its inception was -0.07%, smaller than the maximum AVUV drawdown of -0.50%. Use the drawdown chart below to compare losses from any high point for FLQS and AVUV. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FLQS vs. AVUV - Volatility Comparison


Loading data...