RVT vs. AVUV
Compare and contrast key facts about Royce Value Trust Inc. (RVT) and Avantis U.S. Small Cap Value ETF (AVUV).
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: RVT or AVUV.
Key characteristics
| RVT | AVUV | |
|---|---|---|
| YTD Return | 22.01% | 16.65% |
| 1Y Return | 46.10% | 38.69% |
| 3Y Return (Ann) | 3.30% | 9.37% |
| 5Y Return (Ann) | 11.97% | 16.44% |
| Sharpe Ratio | 2.29 | 1.78 |
| Sortino Ratio | 3.14 | 2.62 |
| Omega Ratio | 1.40 | 1.32 |
| Calmar Ratio | 1.74 | 3.52 |
| Martin Ratio | 13.10 | 9.29 |
| Ulcer Index | 3.55% | 4.16% |
| Daily Std Dev | 20.34% | 21.75% |
| Max Drawdown | -72.31% | -49.42% |
| Current Drawdown | -0.65% | -1.32% |
Correlation
The correlation between RVT and AVUV is 0.85, 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
RVT vs. AVUV - Performance Comparison
In the year-to-date period, RVT achieves a 22.01% return, which is significantly higher than AVUV's 16.65% return. 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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Risk-Adjusted Performance
RVT vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Value Trust Inc. (RVT) 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
RVT vs. AVUV - Dividend Comparison
RVT's dividend yield for the trailing twelve months is around 6.67%, more than AVUV's 1.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RVT Royce Value Trust Inc. | 6.67% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% | 12.70% | 4.65% |
AVUV Avantis U.S. Small Cap Value ETF | 1.51% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RVT vs. AVUV - Drawdown Comparison
The maximum RVT drawdown since its inception was -72.31%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for RVT and AVUV. For additional features, visit the drawdowns tool.
Volatility
RVT vs. AVUV - Volatility Comparison
The current volatility for Royce Value Trust Inc. (RVT) is 6.81%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.72%. This indicates that RVT 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.