RLJ vs. AVDV

Last updated Jul 14, 2026

RLJ (RLJ Lodging 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, RLJ returned -0.60%/yr vs 13.44%/yr for AVDV. A 0.51 correlation means they provide meaningful diversification when combined.

Performance

RLJ vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RLJ Lodging Trust (RLJ) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RLJ achieves a 58.28% return, which is significantly higher than AVDV's 11.30% return.

RLJ

• 1D: -0.52%
• 1M: 4.87%
• 6M: 52.94%
• YTD: 58.28%
• 1Y: 59.02%
• 3Y*: 10.73%
• 5Y*: -0.60%
• 10Y*: -2.35%

AVDV

• 1D: -1.06%
• 1M: -3.21%
• 6M: 6.73%
• YTD: 11.30%
• 1Y: 31.63%
• 3Y*: 24.16%
• 5Y*: 13.44%
• 10Y*: —

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

RLJ vs. AVDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
RLJ RLJ Lodging Trust	58.28%	-21.01%	-8.42%	14.59%	-23.12%	-1.29%	-19.81%	5.75%
AVDV Avantis International Small Cap Value ETF	11.30%	49.37%	8.67%	16.85%	-11.47%	15.80%	5.01%	11.78%

Correlation

The correlation between RLJ and AVDV is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.39
Correlation (5Y) Calculated over the trailing 5-year period	0.49
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019	0.51

The correlation between RLJ and AVDV shifts across timeframes, from 0.33 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

Return for Risk

RLJ vs. AVDV — Risk / Return Rank

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

RLJ

RLJ Risk / Return Rank: 90
RLJ Sharpe Ratio Rank: 92
RLJ Sortino Ratio Rank: 91
RLJ Omega Ratio Rank: 87
RLJ Calmar Ratio Rank: 92
RLJ Martin Ratio Rank: 91

AVDV

AVDV Risk / Return Rank: 69
AVDV Sharpe Ratio Rank: 76
AVDV Sortino Ratio Rank: 72
AVDV Omega Ratio Rank: 74
AVDV Calmar Ratio Rank: 60
AVDV Martin Ratio Rank: 64

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.

RLJ vs. AVDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RLJ Lodging Trust (RLJ) 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.

	RLJ	AVDV	Difference
Sharpe ratio: Return per unit of total volatility	2.04	1.92	+0.12
Sortino ratio: Return per unit of downside risk	2.89	2.61	+0.27
Omega ratio: Gain probability vs. loss probability	1.33	1.35	-0.02
Calmar ratio: Return relative to maximum drawdown	4.06	2.41	+1.65
Martin ratio: Return relative to average drawdown	10.70	9.11	+1.60

RLJ vs. AVDV - Sharpe Ratio Comparison

The current RLJ Sharpe Ratio is 2.04, which is comparable to the AVDV Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of RLJ and AVDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RLJ vs. AVDV - Drawdown Comparison

The maximum RLJ drawdown since its inception was -83.78%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for RLJ and AVDV.

Drawdown Indicators

	RLJ	AVDV	Difference
Max Drawdown Largest peak-to-trough decline	-83.78%	-43.01%	-40.77%
Max Drawdown (1Y) Largest decline over 1 year	-14.61%	-13.19%	-1.42%
Max Drawdown (3Y) Largest decline over 3 years	-44.24%	-14.17%	-30.07%
Max Drawdown (5Y) Largest decline over 5 years	-55.20%	-28.08%	-27.12%
Max Drawdown (10Y) Largest decline over 10 years	-79.52%	—	—
Current Drawdown Current decline from peak	-46.40%	-5.38%	-41.02%
Average Drawdown Average peak-to-trough decline	-35.41%	-6.73%	-28.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.53%	3.48%	+2.05%

Volatility

RLJ vs. AVDV - Volatility Comparison

RLJ Lodging Trust (RLJ) has a higher volatility of 8.61% compared to Avantis International Small Cap Value ETF (AVDV) at 5.28%. This indicates that RLJ'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.

Volatility by Period

	RLJ	AVDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.61%	5.28%	+3.33%
Volatility (6M) Calculated over the trailing 6-month period	21.58%	14.37%	+7.21%
Volatility (1Y) Calculated over the trailing 1-year period	29.11%	16.55%	+12.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.24%	17.41%	+15.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.07%	19.72%	+23.35%

Dividends

RLJ vs. AVDV - Dividend Comparison

RLJ's dividend yield for the trailing twelve months is around 5.26%, more than AVDV's 2.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVDV Avantis International Small Cap Value ETF	2.84%	3.05%	4.31%	3.29%	3.17%	2.39%	1.67%	0.36%	0.00%	0.00%	0.00%	0.00%
RLJ RLJ Lodging Trust	5.26%	8.05%	4.90%	3.07%	1.13%	0.29%	0.28%	7.45%	8.05%	6.01%	5.39%	6.10%

Frequently Asked Questions

Can I hold both RLJ and AVDV in my portfolio?

RLJ and AVDV have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RLJ or AVDV?

RLJ has higher volatility (8.61%) compared to AVDV (5.28%). In terms of maximum drawdown, RLJ dropped -83.78% vs AVDV's -43.01%.

Which has better risk-adjusted returns?

RLJ currently has the higher Sharpe Ratio (2.04 vs 1.92), 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.