SLYV vs. AVUV
Compare and contrast key facts about SPDR S&P 600 Small Cap Value ETF (SLYV) and Avantis U.S. Small Cap Value ETF (AVUV).
SLYV and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SLYV is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 29, 2000. 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: SLYV or AVUV.
Key characteristics
| SLYV | AVUV | |
|---|---|---|
| YTD Return | -6.15% | -0.69% |
| 1Y Return | 6.51% | 23.34% |
| 3Y Return (Ann) | -0.44% | 8.28% |
| Sharpe Ratio | 0.29 | 1.11 |
| Daily Std Dev | 21.35% | 20.34% |
| Max Drawdown | -61.32% | -49.42% |
| Current Drawdown | -9.26% | -5.15% |
Correlation
The correlation between SLYV and AVUV is 0.97, 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
SLYV vs. AVUV - Performance Comparison
In the year-to-date period, SLYV achieves a -6.15% return, which is significantly lower than AVUV's -0.69% 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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SLYV vs. AVUV - Expense Ratio Comparison
SLYV has a 0.15% expense ratio, which is lower than AVUV's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SLYV vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Value ETF (SLYV) 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
SLYV vs. AVUV - Dividend Comparison
SLYV's dividend yield for the trailing twelve months is around 2.32%, more than AVUV's 1.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLYV SPDR S&P 600 Small Cap Value ETF | 2.32% | 2.11% | 1.47% | 1.94% | 1.40% | 1.66% | 2.14% | 5.53% | 2.18% | 6.55% | 7.50% | 1.58% |
AVUV Avantis U.S. Small Cap Value ETF | 1.66% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SLYV vs. AVUV - Drawdown Comparison
The maximum SLYV drawdown since its inception was -61.32%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for SLYV and AVUV. For additional features, visit the drawdowns tool.
Volatility
SLYV vs. AVUV - Volatility Comparison
SPDR S&P 600 Small Cap Value ETF (SLYV) has a higher volatility of 6.30% compared to Avantis U.S. Small Cap Value ETF (AVUV) at 5.21%. This indicates that SLYV's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.