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SCHV vs. AVLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SCHV vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap Value ETF (SCHV) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.14%
9.55%
SCHV
AVLV

Returns By Period

The year-to-date returns for both stocks are quite close, with SCHV having a 21.44% return and AVLV slightly lower at 20.93%.


SCHV

YTD

21.44%

1M

-0.07%

6M

12.14%

1Y

30.27%

5Y (annualized)

11.48%

10Y (annualized)

12.18%

AVLV

YTD

20.93%

1M

2.51%

6M

9.55%

1Y

30.57%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


SCHVAVLV
Sharpe Ratio2.982.51
Sortino Ratio4.153.51
Omega Ratio1.541.46
Calmar Ratio4.923.73
Martin Ratio18.2614.04
Ulcer Index1.69%2.25%
Daily Std Dev10.36%12.62%
Max Drawdown-37.08%-19.34%
Current Drawdown-1.05%-1.06%

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SCHV vs. AVLV - Expense Ratio Comparison

SCHV has a 0.04% expense ratio, which is lower than AVLV's 0.15% 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%.


AVLV
Avantis U.S. Large Cap Value ETF
Expense ratio chart for AVLV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SCHV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.9

The correlation between SCHV and AVLV is 0.93, 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.

Risk-Adjusted Performance

SCHV vs. AVLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Value ETF (SCHV) and Avantis U.S. Large Cap Value ETF (AVLV). 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.


Sharpe ratio
The chart of Sharpe ratio for SCHV, currently valued at 2.98, compared to the broader market0.002.004.006.002.982.51
The chart of Sortino ratio for SCHV, currently valued at 4.15, compared to the broader market-2.000.002.004.006.008.0010.004.153.51
The chart of Omega ratio for SCHV, currently valued at 1.54, compared to the broader market0.501.001.502.002.503.001.541.46
The chart of Calmar ratio for SCHV, currently valued at 4.92, compared to the broader market0.005.0010.0015.004.923.73
The chart of Martin ratio for SCHV, currently valued at 18.26, compared to the broader market0.0020.0040.0060.0080.00100.0018.2614.04
SCHV
AVLV

The current SCHV Sharpe Ratio is 2.98, which is comparable to the AVLV Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of SCHV and AVLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.98
2.51
SCHV
AVLV

Dividends

SCHV vs. AVLV - Dividend Comparison

SCHV's dividend yield for the trailing twelve months is around 2.14%, more than AVLV's 1.53% yield.


TTM20232022202120202019201820172016201520142013
SCHV
Schwab U.S. Large-Cap Value ETF
2.14%4.77%3.33%5.00%6.62%5.72%6.14%4.82%4.95%5.50%3.54%2.18%
AVLV
Avantis U.S. Large Cap Value ETF
1.53%1.85%2.00%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SCHV vs. AVLV - Drawdown Comparison

The maximum SCHV drawdown since its inception was -37.08%, which is greater than AVLV's maximum drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for SCHV and AVLV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.05%
-1.06%
SCHV
AVLV

Volatility

SCHV vs. AVLV - Volatility Comparison

The current volatility for Schwab U.S. Large-Cap Value ETF (SCHV) is 3.53%, while Avantis U.S. Large Cap Value ETF (AVLV) has a volatility of 4.58%. This indicates that SCHV experiences smaller price fluctuations and is considered to be less risky than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.53%
4.58%
SCHV
AVLV