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SDSI vs. AVSF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SDSI and AVSF is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

SDSI vs. AVSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Short Duration Strategic Income ETF (SDSI) and Avantis Short-Term Fixed Income ETF (AVSF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SDSI:

2.64

AVSF:

2.71

Sortino Ratio

SDSI:

3.78

AVSF:

4.15

Omega Ratio

SDSI:

1.66

AVSF:

1.55

Calmar Ratio

SDSI:

5.28

AVSF:

4.55

Martin Ratio

SDSI:

17.77

AVSF:

12.18

Ulcer Index

SDSI:

0.38%

AVSF:

0.51%

Daily Std Dev

SDSI:

2.56%

AVSF:

2.31%

Max Drawdown

SDSI:

-1.29%

AVSF:

-8.85%

Current Drawdown

SDSI:

0.00%

AVSF:

0.00%

Returns By Period

In the year-to-date period, SDSI achieves a 2.59% return, which is significantly lower than AVSF's 2.88% return.


SDSI

YTD

2.59%

1M

0.58%

6M

2.77%

1Y

6.54%

3Y*

N/A

5Y*

N/A

10Y*

N/A

AVSF

YTD

2.88%

1M

0.28%

6M

2.56%

1Y

6.03%

3Y*

3.42%

5Y*

N/A

10Y*

N/A

*Annualized

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SDSI vs. AVSF - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SDSI vs. AVSF — Risk-Adjusted Performance Rank

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

SDSI
The Risk-Adjusted Performance Rank of SDSI is 9797
Overall Rank
The Sharpe Ratio Rank of SDSI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of SDSI is 9797
Sortino Ratio Rank
The Omega Ratio Rank of SDSI is 9797
Omega Ratio Rank
The Calmar Ratio Rank of SDSI is 9898
Calmar Ratio Rank
The Martin Ratio Rank of SDSI is 9797
Martin Ratio Rank

AVSF
The Risk-Adjusted Performance Rank of AVSF is 9696
Overall Rank
The Sharpe Ratio Rank of AVSF is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of AVSF is 9797
Sortino Ratio Rank
The Omega Ratio Rank of AVSF is 9797
Omega Ratio Rank
The Calmar Ratio Rank of AVSF is 9797
Calmar Ratio Rank
The Martin Ratio Rank of AVSF is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current SDSI Sharpe Ratio is 2.64, which is comparable to the AVSF Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of SDSI and AVSF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SDSI vs. AVSF - Dividend Comparison

SDSI's dividend yield for the trailing twelve months is around 5.34%, more than AVSF's 4.34% yield.


TTM20242023202220212020
SDSI
American Century Short Duration Strategic Income ETF
5.34%5.49%5.37%0.98%0.00%0.00%
AVSF
Avantis Short-Term Fixed Income ETF
4.34%4.34%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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SDSI vs. AVSF - Volatility Comparison

The current volatility for American Century Short Duration Strategic Income ETF (SDSI) is 0.58%, while Avantis Short-Term Fixed Income ETF (AVSF) has a volatility of 0.71%. This indicates that SDSI experiences smaller price fluctuations and is considered to be less risky than AVSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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