QVAL vs. AVUV
Compare and contrast key facts about Alpha Architect U.S. Quantitative Value ETF (QVAL) and Avantis U.S. Small Cap Value ETF (AVUV).
QVAL and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QVAL is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the QVAL-US - Alpha Architect Quantitative Value Index. It was launched on Oct 22, 2014. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QVAL or AVUV.
Key characteristics
| QVAL | AVUV | |
|---|---|---|
| YTD Return | 15.14% | 15.62% |
| 1Y Return | 23.77% | 30.84% |
| 3Y Return (Ann) | 7.98% | 9.03% |
| 5Y Return (Ann) | 10.66% | 16.16% |
| Sharpe Ratio | 1.83 | 1.72 |
| Sortino Ratio | 2.66 | 2.55 |
| Omega Ratio | 1.31 | 1.31 |
| Calmar Ratio | 3.82 | 3.41 |
| Martin Ratio | 11.10 | 9.00 |
| Ulcer Index | 2.59% | 4.16% |
| Daily Std Dev | 15.72% | 21.77% |
| Max Drawdown | -51.49% | -49.42% |
| Current Drawdown | -1.69% | -2.19% |
Correlation
The correlation between QVAL and AVUV is 0.90, 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.
Performance
QVAL vs. AVUV - Performance Comparison
The year-to-date returns for both investments are quite close, with QVAL having a 15.14% return and AVUV slightly higher at 15.62%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QVAL vs. AVUV - Expense Ratio Comparison
QVAL has a 0.49% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Risk-Adjusted Performance
QVAL vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Value ETF (QVAL) 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.
Dividends
QVAL vs. AVUV - Dividend Comparison
QVAL's dividend yield for the trailing twelve months is around 1.63%, more than AVUV's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.63% | 1.76% | 2.00% | 1.22% | 1.86% | 1.99% | 1.64% | 1.07% | 1.30% | 1.37% | 0.15% |
AVUV Avantis U.S. Small Cap Value ETF | 1.52% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QVAL vs. AVUV - Drawdown Comparison
The maximum QVAL drawdown since its inception was -51.49%, roughly equal to the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for QVAL and AVUV. For additional features, visit the drawdowns tool.
Volatility
QVAL vs. AVUV - Volatility Comparison
The current volatility for Alpha Architect U.S. Quantitative Value ETF (QVAL) is 4.03%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.78%. This indicates that QVAL 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.