JAVA vs. AVLV

In the year-to-date period, JAVA achieves a -2.32% return, which is significantly higher than AVLV's -5.70% return.

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JAVA has a 0.44% expense ratio, which is higher than AVLV's 0.15% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active Value ETF (JAVA) and Avantis U.S. Large Cap Value ETF (AVLV). 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 JAVA Sharpe Ratio is 0.43, which is higher than the AVLV Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of JAVA and AVLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JAVA's dividend yield for the trailing twelve months is around 1.50%, less than AVLV's 1.76% yield.

The maximum JAVA drawdown since its inception was -16.54%, smaller than the maximum AVLV drawdown of -19.50%. Use the drawdown chart below to compare losses from any high point for JAVA and AVLV. For additional features, visit the drawdowns tool.

The current volatility for JPMorgan Active Value ETF (JAVA) is 11.07%, while Avantis U.S. Large Cap Value ETF (AVLV) has a volatility of 13.96%. This indicates that JAVA experiences smaller price fluctuations and is considered to be less risky than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.