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SFSNX vs. AVUV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SFSNX vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental US Small Company Index Fund (SFSNX) and Avantis U.S. Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.97%
14.83%
SFSNX
AVUV

Returns By Period

In the year-to-date period, SFSNX achieves a 16.51% return, which is significantly lower than AVUV's 18.12% return.


SFSNX

YTD

16.51%

1M

8.26%

6M

14.98%

1Y

30.71%

5Y (annualized)

12.03%

10Y (annualized)

9.47%

AVUV

YTD

18.12%

1M

10.21%

6M

14.83%

1Y

33.72%

5Y (annualized)

17.07%

10Y (annualized)

N/A

Key characteristics


SFSNXAVUV
Sharpe Ratio1.641.59
Sortino Ratio2.372.36
Omega Ratio1.291.29
Calmar Ratio2.623.07
Martin Ratio9.208.05
Ulcer Index3.34%4.19%
Daily Std Dev18.71%21.20%
Max Drawdown-62.68%-49.42%
Current Drawdown-0.21%-0.08%

Compare stocks, funds, or ETFs

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


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%.


SFSNX
Schwab Fundamental US Small Company Index Fund
Expense ratio chart for SFSNX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Correlation

-0.50.00.51.01.0

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.

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.


Sharpe ratio
The chart of Sharpe ratio for SFSNX, currently valued at 1.64, compared to the broader market-1.000.001.002.003.004.005.001.641.59
The chart of Sortino ratio for SFSNX, currently valued at 2.37, compared to the broader market0.005.0010.002.372.36
The chart of Omega ratio for SFSNX, currently valued at 1.29, compared to the broader market1.002.003.004.001.291.29
The chart of Calmar ratio for SFSNX, currently valued at 2.62, compared to the broader market0.005.0010.0015.0020.002.623.07
The chart of Martin ratio for SFSNX, currently valued at 9.20, compared to the broader market0.0020.0040.0060.0080.00100.009.208.05
SFSNX
AVUV

The current SFSNX Sharpe Ratio is 1.64, which is comparable to the AVUV Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of SFSNX and AVUV, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.64
1.59
SFSNX
AVUV

Dividends

SFSNX vs. AVUV - Dividend Comparison

SFSNX's dividend yield for the trailing twelve months is around 1.18%, less than AVUV's 1.49% yield.


TTM20232022202120202019201820172016201520142013
SFSNX
Schwab Fundamental US Small Company Index Fund
1.18%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
1.49%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.21%
-0.08%
SFSNX
AVUV

Volatility

SFSNX vs. AVUV - Volatility Comparison

The current volatility for Schwab Fundamental US Small Company Index Fund (SFSNX) is 6.55%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.61%. 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.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.55%
8.61%
SFSNX
AVUV