ISCF vs. AVUV
Compare and contrast key facts about iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and Avantis U.S. Small Cap Value ETF (AVUV).
ISCF and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISCF is a passively managed fund by iShares that tracks the performance of the MSCI World exUSA SmallCap Diversified Multi-Factor. It was launched on Apr 28, 2015. 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: ISCF or AVUV.
Performance
ISCF vs. AVUV - Performance Comparison
Returns By Period
In the year-to-date period, ISCF achieves a 4.28% return, which is significantly lower than AVUV's 13.95% return.
ISCF
4.28%
-4.81%
-0.58%
13.25%
5.08%
N/A
AVUV
13.95%
2.94%
9.13%
28.29%
16.09%
N/A
Key characteristics
| ISCF | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.00 | 1.33 |
| Sortino Ratio | 1.46 | 2.03 |
| Omega Ratio | 1.18 | 1.25 |
| Calmar Ratio | 0.79 | 2.58 |
| Martin Ratio | 5.50 | 6.80 |
| Ulcer Index | 2.54% | 4.17% |
| Daily Std Dev | 13.99% | 21.24% |
| Max Drawdown | -40.79% | -49.42% |
| Current Drawdown | -7.15% | -3.60% |
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ISCF vs. AVUV - Expense Ratio Comparison
ISCF has a 0.40% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Correlation
The correlation between ISCF and AVUV is 0.70, 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
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.
Dividends
ISCF vs. AVUV - Dividend Comparison
ISCF's dividend yield for the trailing twelve months is around 3.95%, more than AVUV's 1.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISCF iShares MSCI Intl Small-Cap Multifactor ETF | 3.95% | 3.94% | 2.73% | 3.93% | 2.31% | 2.87% | 2.13% | 1.98% | 2.89% | 1.46% |
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% |
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.
Volatility
ISCF vs. AVUV - Volatility Comparison
The current volatility for iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) is 4.67%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.76%. 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.