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

Correlation

The correlation between ISCF and AVUV is 0.76, 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: 0.8

Performance

ISCF vs. AVUV - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
47.18%
80.24%
ISCF
AVUV

Key characteristics

Sharpe Ratio

ISCF:

0.76

AVUV:

-0.28

Sortino Ratio

ISCF:

1.18

AVUV:

-0.23

Omega Ratio

ISCF:

1.16

AVUV:

0.97

Calmar Ratio

ISCF:

1.03

AVUV:

-0.24

Martin Ratio

ISCF:

3.36

AVUV:

-0.73

Ulcer Index

ISCF:

4.06%

AVUV:

9.55%

Daily Std Dev

ISCF:

17.85%

AVUV:

25.16%

Max Drawdown

ISCF:

-40.79%

AVUV:

-49.42%

Current Drawdown

ISCF:

0.00%

AVUV:

-21.64%

Returns By Period

In the year-to-date period, ISCF achieves a 8.60% return, which is significantly higher than AVUV's -13.99% return.


ISCF

YTD

8.60%

1M

2.47%

6M

6.96%

1Y

14.63%

5Y*

11.15%

10Y*

N/A

AVUV

YTD

-13.99%

1M

-7.35%

6M

-12.16%

1Y

-6.42%

5Y*

21.84%

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.


ISCF vs. AVUV - Expense Ratio Comparison

ISCF has a 0.40% expense ratio, which is higher than AVUV's 0.25% expense ratio.


Expense ratio chart for ISCF: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ISCF: 0.40%
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

ISCF vs. AVUV — Risk-Adjusted Performance Rank

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

ISCF
The Risk-Adjusted Performance Rank of ISCF is 7575
Overall Rank
The Sharpe Ratio Rank of ISCF is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ISCF is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ISCF is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ISCF is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ISCF is 7676
Martin Ratio Rank

AVUV
The Risk-Adjusted Performance Rank of AVUV is 88
Overall Rank
The Sharpe Ratio Rank of AVUV is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of AVUV is 99
Sortino Ratio Rank
The Omega Ratio Rank of AVUV is 99
Omega Ratio Rank
The Calmar Ratio Rank of AVUV is 88
Calmar Ratio Rank
The Martin Ratio Rank of AVUV is 88
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.

ISCF vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) 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 ISCF, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.00
ISCF: 0.76
AVUV: -0.28
The chart of Sortino ratio for ISCF, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.00
ISCF: 1.18
AVUV: -0.23
The chart of Omega ratio for ISCF, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
ISCF: 1.16
AVUV: 0.97
The chart of Calmar ratio for ISCF, currently valued at 1.03, compared to the broader market0.002.004.006.008.0010.0012.00
ISCF: 1.03
AVUV: -0.24
The chart of Martin ratio for ISCF, currently valued at 3.36, compared to the broader market0.0020.0040.0060.00
ISCF: 3.36
AVUV: -0.73

The current ISCF Sharpe Ratio is 0.76, which is higher than the AVUV Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of ISCF 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.76
-0.28
ISCF
AVUV

Dividends

ISCF vs. AVUV - Dividend Comparison

ISCF's dividend yield for the trailing twelve months is around 3.95%, more than AVUV's 1.92% yield.


TTM2024202320222021202020192018201720162015
ISCF
iShares MSCI Intl Small-Cap Multifactor ETF
3.95%4.29%3.94%2.73%3.93%2.30%2.87%2.14%1.97%2.89%1.46%
AVUV
Avantis U.S. Small Cap Value ETF
1.92%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%

Drawdowns

ISCF vs. AVUV - Drawdown Comparison

The maximum ISCF drawdown since its inception was -40.79%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for ISCF and AVUV. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-21.64%
ISCF
AVUV

Volatility

ISCF vs. AVUV - Volatility Comparison

The current volatility for iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) is 11.32%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 15.36%. This indicates that ISCF 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
11.32%
15.36%
ISCF
AVUV