IJR vs. AVUV
Compare and contrast key facts about iShares Core S&P Small-Cap ETF (IJR) and Avantis U.S. Small Cap Value ETF (AVUV).
IJR and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000. 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: IJR or AVUV.
Performance
IJR vs. AVUV - Performance Comparison
Returns By Period
In the year-to-date period, IJR achieves a 12.58% return, which is significantly lower than AVUV's 13.95% return.
IJR
12.58%
1.52%
10.07%
28.46%
9.96%
9.63%
AVUV
13.95%
2.94%
9.13%
28.29%
16.09%
N/A
Key characteristics
| IJR | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.33 | 1.33 |
| Sortino Ratio | 2.00 | 2.03 |
| Omega Ratio | 1.24 | 1.25 |
| Calmar Ratio | 1.45 | 2.58 |
| Martin Ratio | 7.50 | 6.80 |
| Ulcer Index | 3.54% | 4.17% |
| Daily Std Dev | 20.02% | 21.24% |
| Max Drawdown | -58.15% | -49.42% |
| Current Drawdown | -4.54% | -3.60% |
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IJR vs. AVUV - Expense Ratio Comparison
IJR has a 0.07% expense ratio, which is lower than AVUV's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between IJR and AVUV is 0.96, 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
IJR vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Small-Cap ETF (IJR) 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
IJR vs. AVUV - Dividend Comparison
IJR's dividend yield for the trailing twelve months is around 1.25%, less than AVUV's 1.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJR iShares Core S&P Small-Cap ETF | 1.25% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
AVUV Avantis U.S. Small Cap Value ETF | 1.54% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IJR vs. AVUV - Drawdown Comparison
The maximum IJR drawdown since its inception was -58.15%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for IJR and AVUV. For additional features, visit the drawdowns tool.
Volatility
IJR vs. AVUV - Volatility Comparison
The current volatility for iShares Core S&P Small-Cap ETF (IJR) is 7.73%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.76%. This indicates that IJR 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.