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

Key characteristics


ISCVAVUV
YTD Return-2.56%-0.71%
1Y Return13.18%21.54%
3Y Return (Ann)2.64%8.93%
Sharpe Ratio0.731.11
Daily Std Dev19.76%20.26%
Max Drawdown-63.14%-49.42%
Current Drawdown-6.13%-5.18%

Correlation

0.97
-1.001.00

The correlation between ISCV and AVUV is 0.97, 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.

Performance

ISCV vs. AVUV - Performance Comparison

In the year-to-date period, ISCV achieves a -2.56% return, which is significantly lower than AVUV's -0.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
16.20%
18.21%
ISCV
AVUV

Compare stocks, funds, or ETFs


iShares Morningstar Small Cap Value ETF

Avantis U.S. Small Cap Value ETF

ISCV vs. AVUV - Expense Ratio Comparison

ISCV has a 0.06% expense ratio, which is lower than AVUV's 0.25% expense ratio.

AVUV
Avantis U.S. Small Cap Value ETF
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

ISCV vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Small Cap Value ETF (ISCV) 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.


ISCV
Sharpe ratio
The Sharpe ratio of ISCV compared to the broader market0.002.004.000.73
Sortino ratio
The Sortino ratio of ISCV compared to the broader market-2.000.002.004.006.008.0010.001.21
Omega ratio
The Omega ratio of ISCV compared to the broader market1.001.502.002.501.13
Calmar ratio
The Calmar ratio of ISCV compared to the broader market0.002.004.006.008.0010.0012.000.73
Martin ratio
The Martin ratio of ISCV compared to the broader market0.0020.0040.0060.0080.002.31
AVUV
Sharpe ratio
The Sharpe ratio of AVUV compared to the broader market0.002.004.001.11
Sortino ratio
The Sortino ratio of AVUV compared to the broader market-2.000.002.004.006.008.0010.001.78
Omega ratio
The Omega ratio of AVUV compared to the broader market1.001.502.002.501.20
Calmar ratio
The Calmar ratio of AVUV compared to the broader market0.002.004.006.008.0010.0012.001.32
Martin ratio
The Martin ratio of AVUV compared to the broader market0.0020.0040.0060.0080.004.67

ISCV vs. AVUV - Sharpe Ratio Comparison

The current ISCV Sharpe Ratio is 0.73, which is lower than the AVUV Sharpe Ratio of 1.11. The chart below compares the 12-month rolling Sharpe Ratio of ISCV and AVUV.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.73
1.11
ISCV
AVUV

Dividends

ISCV vs. AVUV - Dividend Comparison

ISCV's dividend yield for the trailing twelve months is around 2.21%, more than AVUV's 1.66% yield.


TTM20232022202120202019201820172016201520142013
ISCV
iShares Morningstar Small Cap Value ETF
2.21%2.21%2.12%1.95%2.01%2.36%2.48%1.74%2.49%2.60%2.40%1.81%
AVUV
Avantis U.S. Small Cap Value ETF
1.66%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ISCV vs. AVUV - Drawdown Comparison

The maximum ISCV drawdown since its inception was -63.14%, which is greater than AVUV's maximum drawdown of -49.42%. The drawdown chart below compares losses from any high point along the way for ISCV and AVUV


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.13%
-5.18%
ISCV
AVUV

Volatility

ISCV vs. AVUV - Volatility Comparison

iShares Morningstar Small Cap Value ETF (ISCV) and Avantis U.S. Small Cap Value ETF (AVUV) have volatilities of 5.92% and 5.75%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
5.92%
5.75%
ISCV
AVUV