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ONEY vs. AVMV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ONEY vs. AVMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Russell 1000 Yield Focus ETF (ONEY) and Avantis U.S. Mid Cap Value ETF (AVMV). The values are adjusted to include any dividend payments, if applicable.

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ONEY vs. AVMV - Yearly Performance Comparison


2026 (YTD)202520242023
ONEY
SPDR Russell 1000 Yield Focus ETF
6.45%7.74%11.63%14.50%
AVMV
Avantis U.S. Mid Cap Value ETF
4.47%10.46%18.43%15.56%

Returns By Period

In the year-to-date period, ONEY achieves a 6.45% return, which is significantly higher than AVMV's 4.47% return.


ONEY

1D
-0.01%
1M
-4.25%
YTD
6.45%
6M
7.48%
1Y
13.52%
3Y*
11.93%
5Y*
9.12%
10Y*
11.41%

AVMV

1D
0.03%
1M
-3.85%
YTD
4.47%
6M
8.50%
1Y
21.70%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ONEY vs. AVMV - Expense Ratio Comparison

Both ONEY and AVMV have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

ONEY vs. AVMV — Risk / Return Rank

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

ONEY
ONEY Risk / Return Rank: 4040
Overall Rank
ONEY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ONEY Sortino Ratio Rank: 4242
Sortino Ratio Rank
ONEY Omega Ratio Rank: 4040
Omega Ratio Rank
ONEY Calmar Ratio Rank: 3838
Calmar Ratio Rank
ONEY Martin Ratio Rank: 4343
Martin Ratio Rank

AVMV
AVMV Risk / Return Rank: 5959
Overall Rank
AVMV Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AVMV Sortino Ratio Rank: 6060
Sortino Ratio Rank
AVMV Omega Ratio Rank: 5959
Omega Ratio Rank
AVMV Calmar Ratio Rank: 5757
Calmar Ratio Rank
AVMV Martin Ratio Rank: 6363
Martin Ratio Rank
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.

ONEY vs. AVMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Russell 1000 Yield Focus ETF (ONEY) and Avantis U.S. Mid Cap Value ETF (AVMV). 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.


ONEYAVMVDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.05

-0.26

Sortino ratio

Return per unit of downside risk

1.23

1.59

-0.35

Omega ratio

Gain probability vs. loss probability

1.17

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

1.03

1.53

-0.51

Martin ratio

Return relative to average drawdown

4.29

6.62

-2.32

ONEY vs. AVMV - Sharpe Ratio Comparison

The current ONEY Sharpe Ratio is 0.79, which is comparable to the AVMV Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of ONEY and AVMV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ONEYAVMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.05

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.16

-0.57

Correlation

The correlation between ONEY and AVMV is 0.91, 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.


Dividends

ONEY vs. AVMV - Dividend Comparison

ONEY's dividend yield for the trailing twelve months is around 3.02%, more than AVMV's 1.09% yield.


TTM20252024202320222021202020192018201720162015
ONEY
SPDR Russell 1000 Yield Focus ETF
3.02%3.15%3.18%3.14%3.17%2.46%2.74%3.17%3.72%10.73%6.31%0.29%
AVMV
Avantis U.S. Mid Cap Value ETF
1.09%1.20%1.30%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ONEY vs. AVMV - Drawdown Comparison

The maximum ONEY drawdown since its inception was -46.80%, which is greater than AVMV's maximum drawdown of -24.24%. Use the drawdown chart below to compare losses from any high point for ONEY and AVMV.


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Drawdown Indicators


ONEYAVMVDifference

Max Drawdown

Largest peak-to-trough decline

-46.80%

-24.24%

-22.56%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-14.47%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-18.93%

Max Drawdown (10Y)

Largest decline over 10 years

-46.80%

Current Drawdown

Current decline from peak

-4.51%

-5.05%

+0.54%

Average Drawdown

Average peak-to-trough decline

-5.05%

-4.08%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

3.35%

-0.21%

Volatility

ONEY vs. AVMV - Volatility Comparison

The current volatility for SPDR Russell 1000 Yield Focus ETF (ONEY) is 3.70%, while Avantis U.S. Mid Cap Value ETF (AVMV) has a volatility of 4.73%. This indicates that ONEY experiences smaller price fluctuations and is considered to be less risky than AVMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONEYAVMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

4.73%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.25%

10.76%

-1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

17.14%

20.67%

-3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

18.37%

-2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.86%

18.37%

+1.49%