LFEQ vs. AVUS

Last updated Jun 4, 2026

LFEQ (VanEck Long/Flat Trend ETF) and AVUS (Avantis U.S. Equity ETF) are both Large Cap Growth Equities funds. LFEQ is passively managed, while AVUS is actively managed. Over the past 5 years, LFEQ returned 9.91%/yr vs 13.04%/yr for AVUS. Their correlation of 0.89 suggests significant overlap in exposure. LFEQ charges 0.58%/yr vs 0.15%/yr for AVUS.

Performance

LFEQ vs. AVUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Long/Flat Trend ETF (LFEQ) and Avantis U.S. Equity ETF (AVUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LFEQ achieves a 10.63% return, which is significantly lower than AVUS's 14.42% return.

LFEQ

• 1D: -0.61%
• 1M: 5.08%
• YTD: 10.63%
• 6M: 10.69%
• 1Y: 27.35%
• 3Y*: 18.29%
• 5Y*: 9.91%
• 10Y*: —

AVUS

• 1D: -0.46%
• 1M: 4.77%
• YTD: 14.42%
• 6M: 14.71%
• 1Y: 32.34%
• 3Y*: 22.35%
• 5Y*: 13.04%
• 10Y*: —

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

LFEQ vs. AVUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LFEQ VanEck Long/Flat Trend ETF	10.63%	10.49%	24.30%	19.66%	-22.05%	27.97%	17.56%	8.87%
AVUS Avantis U.S. Equity ETF	14.42%	16.68%	20.43%	21.77%	-13.82%	28.73%	17.58%	8.87%

Correlation

The correlation between LFEQ and AVUS is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019	0.89

The correlation between LFEQ and AVUS has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.

LFEQ vs. AVUS - Sectors Allocation Comparison

Sectors	LFEQ	AVUS
Technology	33.6%	27.5%
Financial Services	12.2%	15.2%
Communication Services	10.5%	9.8%
Consumer Cyclical	10.0%	11.8%
Healthcare	9.5%	7.1%
Industrials	8.5%	11.5%
Consumer Defensive	5.3%	4.4%
Energy	4.0%	7.4%
Utilities	2.6%	2.5%
Real Estate	2.0%	0.2%
Basic Materials	1.9%	2.7%

Return for Risk

LFEQ vs. AVUS — Risk / Return Rank

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

LFEQ

LFEQ Risk / Return Rank: 69
LFEQ Sharpe Ratio Rank: 70
LFEQ Sortino Ratio Rank: 69
LFEQ Omega Ratio Rank: 69
LFEQ Calmar Ratio Rank: 62
LFEQ Martin Ratio Rank: 75

AVUS

AVUS Risk / Return Rank: 81
AVUS Sharpe Ratio Rank: 81
AVUS Sortino Ratio Rank: 80
AVUS Omega Ratio Rank: 79
AVUS Calmar Ratio Rank: 79
AVUS Martin Ratio Rank: 86

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.

LFEQ vs. AVUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Long/Flat Trend ETF (LFEQ) and Avantis U.S. Equity ETF (AVUS). 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.

	LFEQ	AVUS	Difference
Sharpe ratio: Return per unit of total volatility	2.30	2.68	-0.38
Sortino ratio: Return per unit of downside risk	3.16	3.66	-0.50
Omega ratio: Gain probability vs. loss probability	1.41	1.48	-0.07
Calmar ratio: Return relative to maximum drawdown	3.06	4.14	-1.08
Martin ratio: Return relative to average drawdown	14.08	18.85	-4.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LFEQ vs. AVUS - Sharpe Ratio Comparison

The current LFEQ Sharpe Ratio is 2.30, which is comparable to the AVUS Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of LFEQ and AVUS, 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

	LFEQ	AVUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	2.68	-0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.76	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.80	-0.12

Drawdowns

LFEQ vs. AVUS - Drawdown Comparison

The maximum LFEQ drawdown since its inception was -35.19%, roughly equal to the maximum AVUS drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for LFEQ and AVUS.

Drawdown Indicators

	LFEQ	AVUS	Difference
Max Drawdown Largest peak-to-trough decline	-35.19%	-37.04%	+1.85%
Max Drawdown (1Y) Largest decline over 1 year	-8.98%	-7.85%	-1.13%
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	-19.74%	+0.77%
Max Drawdown (5Y) Largest decline over 5 years	-25.55%	-22.19%	-3.36%
Current Drawdown Current decline from peak	-0.61%	-0.46%	-0.15%
Average Drawdown Average peak-to-trough decline	-6.16%	-5.09%	-1.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	1.72%	+0.23%

Volatility

LFEQ vs. AVUS - Volatility Comparison

VanEck Long/Flat Trend ETF (LFEQ) and Avantis U.S. Equity ETF (AVUS) have volatilities of 2.90% and 2.98%, 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.

Volatility by Period

	LFEQ	AVUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.90%	2.98%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	9.09%	9.00%	+0.09%
Volatility (1Y) Calculated over the trailing 1-year period	11.98%	12.15%	-0.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.36%	17.29%	-2.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.58%	20.85%	-3.27%

LFEQ vs. AVUS - Expense Ratio Comparison

LFEQ has a 0.58% expense ratio, which is higher than AVUS's 0.15% expense ratio.

Dividends

LFEQ vs. AVUS - Dividend Comparison

LFEQ's dividend yield for the trailing twelve months is around 0.82%, less than AVUS's 0.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
AVUS Avantis U.S. Equity ETF	0.91%	1.08%	1.27%	1.41%	1.59%	1.08%	1.19%	0.35%	0.00%	0.00%
LFEQ VanEck Long/Flat Trend ETF	0.82%	0.90%	0.74%	1.56%	1.19%	0.37%	2.06%	1.45%	1.07%	0.79%

Frequently Asked Questions

Can I hold both LFEQ and AVUS in my portfolio?

With a correlation of 0.95, LFEQ and AVUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, LFEQ or AVUS?

AVUS has higher volatility (2.98%) compared to LFEQ (2.90%). In terms of maximum drawdown, LFEQ dropped -35.19% vs AVUS's -37.04%.

Which ETF is better, LFEQ or AVUS?

On 5-year performance, AVUS leads with 13.04% vs 9.91% for LFEQ. On fees, AVUS is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LFEQ or AVUS?

Over the 5-year period, AVUS has performed better with a 13.04% return vs 9.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LFEQ or AVUS?

AVUS is cheaper with a 0.15% expense ratio, compared with 0.58% for LFEQ.

Which ETF pays a higher dividend yield, LFEQ or AVUS?

AVUS has the higher dividend yield at 0.91%, compared with 0.82% for LFEQ.

What is the main difference between LFEQ and AVUS?

They also come from different issuers: VanEck and American Century. Their fees differ too: 0.58% for LFEQ and 0.15% for AVUS.

Which has better risk-adjusted returns?

AVUS currently has the higher Sharpe Ratio (2.68 vs 2.30), 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.