JKHY vs. AVUV

Last updated Jun 5, 2026

JKHY (Jack Henry & Associates, Inc.) is a stock, while AVUV (Avantis US Small Cap Value ETF) is Small Cap Value Equities fund actively managed by Avantis. Over the past 5 years, JKHY returned -2.45%/yr vs 10.98%/yr for AVUV. At a 0.33 correlation, their price movements are largely independent.

Performance

JKHY vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jack Henry & Associates, Inc. (JKHY) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JKHY achieves a -27.78% return, which is significantly lower than AVUV's 19.40% return.

JKHY

• 1D: -1.80%
• 1M: -12.07%
• YTD: -27.78%
• 6M: -26.92%
• 1Y: -26.89%
• 3Y*: -4.27%
• 5Y*: -2.45%
• 10Y*: 5.67%

AVUV

• 1D: 1.22%
• 1M: 1.07%
• YTD: 19.40%
• 6M: 18.69%
• 1Y: 39.30%
• 3Y*: 20.42%
• 5Y*: 10.98%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JKHY vs. AVUV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
JKHY Jack Henry & Associates, Inc.	-27.78%	5.50%	8.65%	-5.66%	6.24%	4.32%	12.37%	-0.47%
AVUV Avantis US Small Cap Value ETF	19.40%	7.44%	9.28%	22.82%	-4.91%	42.20%	6.43%	8.50%

Correlation

The correlation between JKHY and AVUV is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019	0.33

The correlation between JKHY and AVUV shifts across timeframes, from 0.13 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

JKHY vs. AVUV — Risk / Return Rank

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

JKHY

JKHY Risk / Return Rank: 5
JKHY Sharpe Ratio Rank: 3
JKHY Sortino Ratio Rank: 6
JKHY Omega Ratio Rank: 7
JKHY Calmar Ratio Rank: 9
JKHY Martin Ratio Rank: 1

AVUV

AVUV Risk / Return Rank: 75
AVUV Sharpe Ratio Rank: 70
AVUV Sortino Ratio Rank: 72
AVUV Omega Ratio Rank: 66
AVUV Calmar Ratio Rank: 87
AVUV Martin Ratio Rank: 78

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JKHY vs. AVUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jack Henry & Associates, Inc. (JKHY) and Avantis US 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.

	JKHY	AVUV	Difference
Sharpe ratio: Return per unit of total volatility	-1.10	2.26	-3.35
Sortino ratio: Return per unit of downside risk	-1.46	3.21	-4.67
Omega ratio: Gain probability vs. loss probability	0.82	1.39	-0.57
Calmar ratio: Return relative to maximum drawdown	-0.85	4.97	-5.82
Martin ratio: Return relative to average drawdown	-1.92	14.75	-16.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JKHY vs. AVUV - Sharpe Ratio Comparison

The current JKHY Sharpe Ratio is -1.10, which is lower than the AVUV Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of JKHY and AVUV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JKHY	AVUV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.10	2.26	-3.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.10	0.49	-0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.24	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.57	+0.01

Drawdowns

JKHY vs. AVUV - Drawdown Comparison

The maximum JKHY drawdown since its inception was -73.42%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for JKHY and AVUV.

Drawdown Indicators

	JKHY	AVUV	Difference
Max Drawdown Largest peak-to-trough decline	-73.42%	-49.42%	-24.00%
Max Drawdown (1Y) Largest decline over 1 year	-31.57%	-7.95%	-23.62%
Max Drawdown (3Y) Largest decline over 3 years	-31.57%	-28.79%	-2.78%
Max Drawdown (5Y) Largest decline over 5 years	-34.70%	-28.79%	-5.91%
Max Drawdown (10Y) Largest decline over 10 years	-34.70%	—	—
Current Drawdown Current decline from peak	-34.70%	0.00%	-34.70%
Average Drawdown Average peak-to-trough decline	-16.28%	-7.95%	-8.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.04%	2.67%	+11.37%

Volatility

JKHY vs. AVUV - Volatility Comparison

Jack Henry & Associates, Inc. (JKHY) has a higher volatility of 9.96% compared to Avantis US Small Cap Value ETF (AVUV) at 4.04%. This indicates that JKHY's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JKHY	AVUV	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.96%	4.04%	+5.92%
Volatility (6M) Calculated over the trailing 6-month period	20.28%	11.39%	+8.89%
Volatility (1Y) Calculated over the trailing 1-year period	24.63%	17.52%	+7.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.62%	22.74%	+0.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.62%	28.29%	-4.67%

Dividends

JKHY vs. AVUV - Dividend Comparison

JKHY's dividend yield for the trailing twelve months is around 1.82%, more than AVUV's 1.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVUV Avantis US Small Cap Value ETF	1.28%	1.58%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%	0.00%	0.00%	0.00%	0.00%
JKHY Jack Henry & Associates, Inc.	1.82%	1.27%	1.25%	1.27%	1.12%	1.10%	1.06%	1.10%	1.17%	1.06%	1.26%	1.28%

Frequently Asked Questions

Can I hold both JKHY and AVUV in my portfolio?

JKHY and AVUV have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JKHY or AVUV?

JKHY has higher volatility (9.96%) compared to AVUV (4.04%). In terms of maximum drawdown, JKHY dropped -73.42% vs AVUV's -49.42%.

Which has better risk-adjusted returns?

AVUV currently has the higher Sharpe Ratio (2.26 vs -1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.