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

Correlation

The correlation between NTSX and AVUV is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

NTSX vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Efficient Core Fund (NTSX) and Avantis U.S. Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
81.04%
108.66%
NTSX
AVUV

Key characteristics

Sharpe Ratio

NTSX:

1.81

AVUV:

0.51

Sortino Ratio

NTSX:

2.47

AVUV:

0.88

Omega Ratio

NTSX:

1.32

AVUV:

1.11

Calmar Ratio

NTSX:

2.10

AVUV:

0.96

Martin Ratio

NTSX:

11.65

AVUV:

2.42

Ulcer Index

NTSX:

1.98%

AVUV:

4.37%

Daily Std Dev

NTSX:

12.73%

AVUV:

20.74%

Max Drawdown

NTSX:

-31.34%

AVUV:

-49.42%

Current Drawdown

NTSX:

-3.71%

AVUV:

-9.29%

Returns By Period

In the year-to-date period, NTSX achieves a 21.72% return, which is significantly higher than AVUV's 8.81% return.


NTSX

YTD

21.72%

1M

0.27%

6M

8.13%

1Y

21.90%

5Y*

11.14%

10Y*

N/A

AVUV

YTD

8.81%

1M

-4.40%

6M

9.81%

1Y

9.14%

5Y*

14.00%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NTSX vs. AVUV - Expense Ratio Comparison

NTSX has a 0.20% expense ratio, which is lower than AVUV's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


AVUV
Avantis U.S. Small Cap Value ETF
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for NTSX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

NTSX vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) 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.


Sharpe ratio
The chart of Sharpe ratio for NTSX, currently valued at 1.81, compared to the broader market0.002.004.001.810.51
The chart of Sortino ratio for NTSX, currently valued at 2.47, compared to the broader market-2.000.002.004.006.008.0010.002.470.88
The chart of Omega ratio for NTSX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.11
The chart of Calmar ratio for NTSX, currently valued at 2.10, compared to the broader market0.005.0010.0015.002.100.96
The chart of Martin ratio for NTSX, currently valued at 11.65, compared to the broader market0.0020.0040.0060.0080.00100.0011.652.42
NTSX
AVUV

The current NTSX Sharpe Ratio is 1.81, which is higher than the AVUV Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of NTSX and AVUV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.81
0.51
NTSX
AVUV

Dividends

NTSX vs. AVUV - Dividend Comparison

NTSX's dividend yield for the trailing twelve months is around 1.05%, less than AVUV's 1.62% yield.


TTM202320222021202020192018
NTSX
WisdomTree U.S. Efficient Core Fund
0.76%1.21%1.36%0.82%0.92%1.53%0.62%
AVUV
Avantis U.S. Small Cap Value ETF
1.62%1.65%1.74%1.28%1.21%0.38%0.00%

Drawdowns

NTSX vs. AVUV - Drawdown Comparison

The maximum NTSX drawdown since its inception was -31.34%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for NTSX and AVUV. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.71%
-9.29%
NTSX
AVUV

Volatility

NTSX vs. AVUV - Volatility Comparison

The current volatility for WisdomTree U.S. Efficient Core Fund (NTSX) is 4.04%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 5.84%. This indicates that NTSX 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.04%
5.84%
NTSX
AVUV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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