SFSNX vs. AVUV
Compare and contrast key facts about Schwab Fundamental US Small Company Index Fund (SFSNX) and Avantis U.S. Small Cap Value ETF (AVUV).
SFSNX is managed by Charles Schwab. It was launched on Apr 2, 2007. 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: SFSNX or AVUV.
Key characteristics
| SFSNX | AVUV | |
|---|---|---|
| YTD Return | 14.45% | 15.62% |
| 1Y Return | 28.49% | 30.84% |
| 3Y Return (Ann) | 4.43% | 9.03% |
| 5Y Return (Ann) | 11.40% | 16.16% |
| Sharpe Ratio | 1.82 | 1.72 |
| Sortino Ratio | 2.64 | 2.55 |
| Omega Ratio | 1.32 | 1.31 |
| Calmar Ratio | 2.81 | 3.41 |
| Martin Ratio | 10.62 | 9.00 |
| Ulcer Index | 3.30% | 4.16% |
| Daily Std Dev | 19.33% | 21.77% |
| Max Drawdown | -62.68% | -49.42% |
| Current Drawdown | -1.97% | -2.19% |
Correlation
The correlation between SFSNX and AVUV is 0.96, 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
SFSNX vs. AVUV - Performance Comparison
In the year-to-date period, SFSNX achieves a 14.45% return, which is significantly lower than AVUV's 15.62% 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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SFSNX vs. AVUV - Expense Ratio Comparison
Both SFSNX and AVUV have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
SFSNX vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Company Index Fund (SFSNX) 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
SFSNX vs. AVUV - Dividend Comparison
SFSNX's dividend yield for the trailing twelve months is around 1.20%, less than AVUV's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFSNX Schwab Fundamental US Small Company Index Fund | 1.20% | 1.37% | 1.22% | 1.35% | 1.42% | 1.41% | 1.91% | 1.42% | 1.22% | 1.58% | 1.22% | 0.90% |
AVUV Avantis U.S. Small Cap Value ETF | 1.52% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SFSNX vs. AVUV - Drawdown Comparison
The maximum SFSNX drawdown since its inception was -62.68%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for SFSNX and AVUV. For additional features, visit the drawdowns tool.
Volatility
SFSNX vs. AVUV - Volatility Comparison
The current volatility for Schwab Fundamental US Small Company Index Fund (SFSNX) is 6.57%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.78%. This indicates that SFSNX 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.