GSC vs. AVUV

In the year-to-date period, GSC achieves a -4.90% return, which is significantly higher than AVUV's -7.81% return.

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GSC has a 0.75% expense ratio, which is higher than AVUV's 0.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Core Equity ETF (GSC) 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 current GSC Sharpe Ratio is 0.05, which is higher than the AVUV Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of GSC 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.

GSC's dividend yield for the trailing twelve months is around 0.70%, less than AVUV's 1.79% yield.

The maximum GSC drawdown since its inception was -26.63%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for GSC and AVUV.

Goldman Sachs Small Cap Core Equity ETF (GSC) and Avantis U.S. Small Cap Value ETF (AVUV) have volatilities of 6.78% and 6.93%, 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.