SCYVX vs. AVUVX
SCYVX (AB Small Cap Value Portfolio) and AVUVX (Avantis U.S. Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past 5 years, SCYVX returned 6.37%/yr vs 13.34%/yr for AVUVX. Their 0.96 correlation means they have historically moved very closely together. SCYVX charges 0.92%/yr vs 0.25%/yr for AVUVX.
Performance
SCYVX vs. AVUVX - Performance Comparison
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Returns By Period
In the year-to-date period, SCYVX achieves a 26.52% return, which is significantly higher than AVUVX's 23.63% return.
SCYVX
- 1D
- 0.28%
- 1M
- -0.94%
- 6M
- 15.79%
- YTD
- 26.52%
- 1Y
- 36.15%
- 3Y*
- 12.92%
- 5Y*
- 6.37%
- 10Y*
- 9.24%
- ALL TIME*
- 8.62%
AVUVX
- 1D
- -0.05%
- 1M
- 1.42%
- 6M
- 14.10%
- YTD
- 23.63%
- 1Y
- 41.40%
- 3Y*
- 16.51%
- 5Y*
- 13.34%
- 10Y*
- —
- ALL TIME*
- 16.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SCYVX vs. AVUVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SCYVX AB Small Cap Value Portfolio | 26.52% | -0.02% | 11.46% | 7.82% | -16.68% | 35.56% | 3.45% | 7.36% |
AVUVX Avantis U.S. Small Cap Value Fund | 23.63% | 8.88% | 8.83% | 22.96% | -4.74% | 40.31% | 10.64% | 4.95% |
Correlation
The correlation between SCYVX and AVUVX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2019 | 0.96 |
The correlation between SCYVX and AVUVX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
SCYVX vs. AVUVX — Risk / Return Rank
SCYVX
AVUVX
SCYVX vs. AVUVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Value Portfolio (SCYVX) and Avantis U.S. Small Cap Value Fund (AVUVX). 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.
| SCYVX | AVUVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.40 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 4.66 | -0.88 |
| Martin ratioReturn relative to average drawdown | 11.63 | 14.97 | -3.34 |
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Drawdowns
SCYVX vs. AVUVX - Drawdown Comparison
The maximum SCYVX drawdown since its inception was -47.74%, roughly equal to the maximum AVUVX drawdown of -50.24%. Use the drawdown chart below to compare losses from any high point for SCYVX and AVUVX.
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Drawdown Indicators
| SCYVX | AVUVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.74% | -50.24% | +2.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -8.25% | -0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -27.12% | -28.81% | +1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -29.12% | -28.81% | -0.31% |
Max Drawdown (10Y)Largest decline over 10 years | -47.74% | — | — |
Current DrawdownCurrent decline from peak | -2.19% | -0.79% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -9.34% | -7.56% | -1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.57% | +0.26% |
Volatility
SCYVX vs. AVUVX - Volatility Comparison
AB Small Cap Value Portfolio (SCYVX) has a higher volatility of 3.53% compared to Avantis U.S. Small Cap Value Fund (AVUVX) at 2.80%. This indicates that SCYVX's price experiences larger fluctuations and is considered to be riskier than AVUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCYVX | AVUVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 2.80% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 10.83% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.86% | 17.04% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.51% | 22.40% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.89% | 28.50% | -4.61% |
SCYVX vs. AVUVX - Expense Ratio Comparison
SCYVX has a 0.92% expense ratio, which is higher than AVUVX's 0.25% expense ratio.
Dividends
SCYVX vs. AVUVX - Dividend Comparison
SCYVX's dividend yield for the trailing twelve months is around 3.85%, less than AVUVX's 5.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUVX Avantis U.S. Small Cap Value Fund | 5.74% | 7.09% | 4.11% | 1.57% | 8.07% | 5.83% | 0.73% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% |
SCYVX AB Small Cap Value Portfolio | 3.85% | 4.87% | 4.23% | 0.52% | 5.15% | 7.39% | 0.55% | 5.37% | 6.44% | 5.67% | 0.54% | 0.52% |
Frequently Asked Questions
With a correlation of 0.93, SCYVX and AVUVX 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.
SCYVX has higher volatility (3.53%) compared to AVUVX (2.80%). In terms of maximum drawdown, SCYVX dropped -47.74% vs AVUVX's -50.24%.
AVUVX currently has the higher Sharpe Ratio (2.26 vs 1.96), 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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