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RSSL vs. AVSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSSL vs. AVSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Russell 2000 ETF (RSSL) and Avantis US Small Cap Equity ETF (AVSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSSL achieves a 20.61% return, which is significantly lower than AVSC's 25.77% return.


RSSL

1D
0.10%
1M
1.10%
6M
12.00%
YTD
20.61%
1Y
35.14%
3Y*
5Y*
10Y*

AVSC

1D
0.95%
1M
4.22%
6M
16.71%
YTD
25.77%
1Y
40.31%
3Y*
17.28%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSSL vs. AVSC - Yearly Performance Comparison


2026 (YTD)20252024
RSSL
Global X Russell 2000 ETF
20.61%12.87%10.21%
AVSC
Avantis US Small Cap Equity ETF
25.77%9.42%8.76%

Correlation

The correlation between RSSL and AVSC is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2024

0.94

The correlation between RSSL and AVSC has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

RSSL vs. AVSC — Risk / Return Rank

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

RSSL
RSSL Risk / Return Rank: 7272
Overall Rank
RSSL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
RSSL Sortino Ratio Rank: 7171
Sortino Ratio Rank
RSSL Omega Ratio Rank: 6262
Omega Ratio Rank
RSSL Calmar Ratio Rank: 7878
Calmar Ratio Rank
RSSL Martin Ratio Rank: 7676
Martin Ratio Rank

AVSC
AVSC Risk / Return Rank: 8888
Overall Rank
AVSC Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AVSC Sortino Ratio Rank: 8888
Sortino Ratio Rank
AVSC Omega Ratio Rank: 8383
Omega Ratio Rank
AVSC Calmar Ratio Rank: 9393
Calmar Ratio Rank
AVSC Martin Ratio Rank: 9090
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.

RSSL vs. AVSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Russell 2000 ETF (RSSL) and Avantis US Small Cap Equity ETF (AVSC). 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.


RSSLAVSCDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.30

1.39

-0.09

Calmar ratioReturn relative to maximum drawdown

3.23

5.13

-1.90

Martin ratioReturn relative to average drawdown

11.32

16.14

-4.82

RSSL vs. AVSC - Sharpe Ratio Comparison

The current RSSL Sharpe Ratio is 1.83, which is comparable to the AVSC Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of RSSL and AVSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RSSL vs. AVSC - Drawdown Comparison

The maximum RSSL drawdown since its inception was -27.79%, roughly equal to the maximum AVSC drawdown of -28.40%. Use the drawdown chart below to compare losses from any high point for RSSL and AVSC.


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Drawdown Indicators


RSSLAVSCDifference

Max Drawdown

Largest peak-to-trough decline

-27.79%

-28.40%

+0.61%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-7.89%

-3.04%

Max Drawdown (3Y)

Largest decline over 3 years

-28.40%

Current Drawdown

Current decline from peak

-1.49%

0.00%

-1.49%

Average Drawdown

Average peak-to-trough decline

-5.44%

-7.26%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.50%

+0.61%

Volatility

RSSL vs. AVSC - Volatility Comparison

Global X Russell 2000 ETF (RSSL) and Avantis US Small Cap Equity ETF (AVSC) have volatilities of 3.61% and 3.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSSLAVSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

3.54%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

14.03%

11.93%

+2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

19.31%

17.71%

+1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.23%

22.17%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.23%

22.17%

+0.06%

RSSL vs. AVSC - Expense Ratio Comparison

RSSL has a 0.08% expense ratio, which is lower than AVSC'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%.


Dividends

RSSL vs. AVSC - Dividend Comparison

RSSL's dividend yield for the trailing twelve months is around 1.22%, more than AVSC's 0.91% yield.


PositionTTM2025202420232022
AVSC
Avantis US Small Cap Equity ETF
0.91%1.16%1.17%1.42%1.10%
RSSL
Global X Russell 2000 ETF
1.22%1.35%0.99%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, RSSL and AVSC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

RSSL has higher volatility (3.61%) compared to AVSC (3.54%). In terms of maximum drawdown, RSSL dropped -27.79% vs AVSC's -28.40%.

On 1-year performance, AVSC leads with 40.31% vs 35.14% for RSSL. On fees, RSSL is cheaper at 0.08% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AVSC has performed better with a 40.31% return vs 35.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RSSL is cheaper with a 0.08% expense ratio, compared with 0.25% for AVSC.

RSSL has the higher dividend yield at 1.22%, compared with 0.91% for AVSC.

They also come from different issuers: Global X and Avantis Investors. Their fees differ too: 0.08% for RSSL and 0.25% for AVSC.

AVSC currently has the higher Sharpe Ratio (2.29 vs 1.83), 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.

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