PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SDSI vs. AVSF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SDSIAVSF
YTD Return5.77%4.45%
1Y Return9.06%7.85%
Sharpe Ratio4.253.18
Daily Std Dev2.12%2.46%
Max Drawdown-1.29%-8.85%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between SDSI and AVSF is 0.89, 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

SDSI vs. AVSF - Performance Comparison

In the year-to-date period, SDSI achieves a 5.77% return, which is significantly higher than AVSF's 4.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-1.00%0.00%1.00%2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
4.95%
4.32%
SDSI
AVSF

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SDSI vs. AVSF - Expense Ratio Comparison

SDSI has a 0.33% expense ratio, which is higher than AVSF's 0.15% expense ratio.


SDSI
American Century Short Duration Strategic Income ETF
Expense ratio chart for SDSI: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
Expense ratio chart for AVSF: 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%

Risk-Adjusted Performance

SDSI vs. AVSF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Short Duration Strategic Income ETF (SDSI) and Avantis Short-Term Fixed Income ETF (AVSF). 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.


SDSI
Sharpe ratio
The chart of Sharpe ratio for SDSI, currently valued at 4.25, compared to the broader market0.002.004.004.25
Sortino ratio
The chart of Sortino ratio for SDSI, currently valued at 7.41, compared to the broader market-2.000.002.004.006.008.0010.0012.007.41
Omega ratio
The chart of Omega ratio for SDSI, currently valued at 1.99, compared to the broader market0.501.001.502.002.503.003.501.99
Calmar ratio
The chart of Calmar ratio for SDSI, currently valued at 13.92, compared to the broader market0.005.0010.0015.0013.92
Martin ratio
The chart of Martin ratio for SDSI, currently valued at 46.52, compared to the broader market0.0020.0040.0060.0080.00100.00120.0046.52
AVSF
Sharpe ratio
The chart of Sharpe ratio for AVSF, currently valued at 3.17, compared to the broader market0.002.004.003.17
Sortino ratio
The chart of Sortino ratio for AVSF, currently valued at 5.28, compared to the broader market-2.000.002.004.006.008.0010.0012.005.28
Omega ratio
The chart of Omega ratio for AVSF, currently valued at 1.68, compared to the broader market0.501.001.502.002.503.003.501.68
Calmar ratio
The chart of Calmar ratio for AVSF, currently valued at 7.06, compared to the broader market0.005.0010.0015.007.06
Martin ratio
The chart of Martin ratio for AVSF, currently valued at 23.82, compared to the broader market0.0020.0040.0060.0080.00100.00120.0023.82

SDSI vs. AVSF - Sharpe Ratio Comparison

The current SDSI Sharpe Ratio is 4.25, which is higher than the AVSF Sharpe Ratio of 3.18. The chart below compares the 12-month rolling Sharpe Ratio of SDSI and AVSF.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50AprilMayJuneJulyAugustSeptember
4.25
3.17
SDSI
AVSF

Dividends

SDSI vs. AVSF - Dividend Comparison

SDSI's dividend yield for the trailing twelve months is around 5.60%, more than AVSF's 4.23% yield.


TTM2023202220212020
SDSI
American Century Short Duration Strategic Income ETF
5.60%5.37%0.98%0.00%0.00%
AVSF
Avantis Short-Term Fixed Income ETF
4.23%3.93%1.78%0.48%0.10%

Drawdowns

SDSI vs. AVSF - Drawdown Comparison

The maximum SDSI drawdown since its inception was -1.29%, smaller than the maximum AVSF drawdown of -8.85%. Use the drawdown chart below to compare losses from any high point for SDSI and AVSF. For additional features, visit the drawdowns tool.


-1.00%-0.80%-0.60%-0.40%-0.20%0.00%AprilMayJuneJulyAugustSeptember00
SDSI
AVSF

Volatility

SDSI vs. AVSF - Volatility Comparison

American Century Short Duration Strategic Income ETF (SDSI) has a higher volatility of 0.45% compared to Avantis Short-Term Fixed Income ETF (AVSF) at 0.37%. This indicates that SDSI's price experiences larger fluctuations and is considered to be riskier than AVSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.50%0.60%0.70%0.80%AprilMayJuneJulyAugustSeptember
0.45%
0.37%
SDSI
AVSF