PHYS vs. AVDV
PHYS (Sprott Physical Gold Trust) is a stock, while AVDV (Avantis International Small Cap Value ETF) is Foreign Small & Mid Cap Equities fund actively managed by Avantis. Over the past 5 years, PHYS returned 16.26%/yr vs 13.63%/yr for AVDV. At a 0.33 correlation, their price movements are largely independent.
Performance
PHYS vs. AVDV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PHYS achieves a -3.85% return, which is significantly lower than AVDV's 14.99% return.
PHYS
- 1D
- 0.19%
- 1M
- -10.61%
- YTD
- -3.85%
- 6M
- -3.47%
- 1Y
- 22.63%
- 3Y*
- 28.00%
- 5Y*
- 16.26%
- 10Y*
- 11.42%
AVDV
- 1D
- 0.89%
- 1M
- -1.95%
- YTD
- 14.99%
- 6M
- 17.18%
- 1Y
- 40.93%
- 3Y*
- 26.72%
- 5Y*
- 13.63%
- 10Y*
- —
PHYS vs. AVDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PHYS Sprott Physical Gold Trust | -3.85% | 63.95% | 26.43% | 12.98% | -1.81% | -4.84% | 23.89% | 0.74% |
AVDV Avantis International Small Cap Value ETF | 14.99% | 49.37% | 8.67% | 16.85% | -11.47% | 15.80% | 5.01% | 11.78% |
Correlation
The correlation between PHYS and AVDV is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.33 |
The correlation between PHYS and AVDV shifts across timeframes, from 0.33 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PHYS vs. AVDV — Risk / Return Rank
PHYS
AVDV
PHYS vs. AVDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold Trust (PHYS) and Avantis International Small Cap Value ETF (AVDV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PHYS | AVDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.46 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 3.12 | -2.20 |
| Martin ratioReturn relative to average drawdown | 2.64 | 12.44 | -9.81 |
Loading charts...
Drawdowns
PHYS vs. AVDV - Drawdown Comparison
The maximum PHYS drawdown since its inception was -48.16%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for PHYS and AVDV.
Loading charts...
Drawdown Indicators
| PHYS | AVDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.16% | -43.01% | -5.15% |
Max Drawdown (1Y)Largest decline over 1 year | -24.80% | -13.19% | -11.61% |
Max Drawdown (3Y)Largest decline over 3 years | -24.80% | -14.17% | -10.63% |
Max Drawdown (5Y)Largest decline over 5 years | -24.80% | -28.08% | +3.28% |
Max Drawdown (10Y)Largest decline over 10 years | -24.80% | — | — |
Current DrawdownCurrent decline from peak | -22.43% | -2.24% | -20.19% |
Average DrawdownAverage peak-to-trough decline | -20.99% | -6.76% | -14.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.60% | 3.30% | +5.30% |
Volatility
PHYS vs. AVDV - Volatility Comparison
Sprott Physical Gold Trust (PHYS) has a higher volatility of 7.80% compared to Avantis International Small Cap Value ETF (AVDV) at 6.26%. This indicates that PHYS's price experiences larger fluctuations and is considered to be riskier than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PHYS | AVDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 6.26% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 24.75% | 13.88% | +10.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.17% | 16.25% | +11.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.53% | 17.41% | +1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 19.77% | -3.36% |
Dividends
PHYS vs. AVDV - Dividend Comparison
PHYS has not paid dividends to shareholders, while AVDV's dividend yield for the trailing twelve months is around 4.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 4.11% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% |
PHYS Sprott Physical Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PHYS and AVDV have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PHYS has higher volatility (7.80%) compared to AVDV (6.26%). In terms of maximum drawdown, PHYS dropped -48.16% vs AVDV's -43.01%.
AVDV currently has the higher Sharpe Ratio (2.53 vs 0.81), 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.
Find the right allocation for PHYS and AVDV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer