FLQS vs. AVUV
Compare and contrast key facts about Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS) and Avantis U.S. Small Cap Value ETF (AVUV).
FLQS and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLQS is a passively managed fund by Franklin Templeton that tracks the performance of the LibertyQ U.S. Small Cap Equity Index. It was launched on Apr 26, 2017. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLQS or AVUV.
Performance
FLQS vs. AVUV - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with FLQS having a 13.42% return and AVUV slightly higher at 13.78%.
FLQS
13.42%
2.54%
10.09%
25.65%
10.71%
N/A
AVUV
13.78%
2.79%
9.08%
27.70%
16.32%
N/A
Key characteristics
| FLQS | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.39 | 1.33 |
| Sortino Ratio | 2.09 | 2.03 |
| Omega Ratio | 1.25 | 1.25 |
| Calmar Ratio | 1.94 | 2.56 |
| Martin Ratio | 7.25 | 6.72 |
| Ulcer Index | 3.58% | 4.18% |
| Daily Std Dev | 18.63% | 21.10% |
| Max Drawdown | -42.16% | -49.42% |
| Current Drawdown | -3.94% | -3.75% |
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FLQS vs. AVUV - Expense Ratio Comparison
FLQS has a 0.35% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Correlation
The correlation between FLQS and AVUV is 0.93, 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
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.
Dividends
FLQS vs. AVUV - Dividend Comparison
FLQS's dividend yield for the trailing twelve months is around 1.37%, less than AVUV's 1.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
FLQS Franklin LibertyQ U.S. Small Cap Equity ETF | 1.37% | 1.75% | 1.40% | 0.95% | 1.20% | 1.41% | 1.27% | 1.03% |
AVUV Avantis U.S. Small Cap Value ETF | 1.55% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% |
Drawdowns
FLQS vs. AVUV - Drawdown Comparison
The maximum FLQS drawdown since its inception was -42.16%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for FLQS and AVUV. For additional features, visit the drawdowns tool.
Volatility
FLQS vs. AVUV - Volatility Comparison
The current volatility for Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS) is 7.44%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.44%. This indicates that FLQS 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.