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

Correlation

The correlation between SPSM 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.


-0.50.00.51.0
Correlation: 1.0

Performance

SPSM vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 600 Small Cap ETF (SPSM) and Avantis U.S. Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
33.84%
69.98%
SPSM
AVUV

Key characteristics

Sharpe Ratio

SPSM:

-0.50

AVUV:

-0.62

Sortino Ratio

SPSM:

-0.58

AVUV:

-0.75

Omega Ratio

SPSM:

0.93

AVUV:

0.90

Calmar Ratio

SPSM:

-0.43

AVUV:

-0.54

Martin Ratio

SPSM:

-1.55

AVUV:

-1.84

Ulcer Index

SPSM:

6.89%

AVUV:

7.66%

Daily Std Dev

SPSM:

21.18%

AVUV:

22.68%

Max Drawdown

SPSM:

-42.89%

AVUV:

-49.42%

Current Drawdown

SPSM:

-24.80%

AVUV:

-26.11%

Returns By Period

In the year-to-date period, SPSM achieves a -17.57% return, which is significantly higher than AVUV's -18.89% return.


SPSM

YTD

-17.57%

1M

-12.63%

6M

-17.27%

1Y

-9.96%

5Y*

15.02%

10Y*

5.86%

AVUV

YTD

-18.89%

1M

-12.00%

6M

-17.95%

1Y

-13.04%

5Y*

24.38%

10Y*

N/A

*Annualized

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SPSM vs. AVUV - Expense Ratio Comparison

SPSM has a 0.05% 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%.


Expense ratio chart for AVUV: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVUV: 0.25%
Expense ratio chart for SPSM: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPSM: 0.05%

Risk-Adjusted Performance

SPSM vs. AVUV — Risk-Adjusted Performance Rank

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

SPSM
The Risk-Adjusted Performance Rank of SPSM is 88
Overall Rank
The Sharpe Ratio Rank of SPSM is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of SPSM is 88
Sortino Ratio Rank
The Omega Ratio Rank of SPSM is 88
Omega Ratio Rank
The Calmar Ratio Rank of SPSM is 99
Calmar Ratio Rank
The Martin Ratio Rank of SPSM is 77
Martin Ratio Rank

AVUV
The Risk-Adjusted Performance Rank of AVUV is 44
Overall Rank
The Sharpe Ratio Rank of AVUV is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of AVUV is 55
Sortino Ratio Rank
The Omega Ratio Rank of AVUV is 44
Omega Ratio Rank
The Calmar Ratio Rank of AVUV is 55
Calmar Ratio Rank
The Martin Ratio Rank of AVUV is 33
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.

SPSM vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 600 Small Cap ETF (SPSM) 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.


The chart of Sharpe ratio for SPSM, currently valued at -0.50, compared to the broader market-1.000.001.002.003.004.00
SPSM: -0.50
AVUV: -0.62
The chart of Sortino ratio for SPSM, currently valued at -0.58, compared to the broader market-2.000.002.004.006.008.0010.00
SPSM: -0.58
AVUV: -0.75
The chart of Omega ratio for SPSM, currently valued at 0.93, compared to the broader market0.501.001.502.002.50
SPSM: 0.93
AVUV: 0.90
The chart of Calmar ratio for SPSM, currently valued at -0.43, compared to the broader market0.005.0010.0015.00
SPSM: -0.43
AVUV: -0.54
The chart of Martin ratio for SPSM, currently valued at -1.55, compared to the broader market0.0020.0040.0060.0080.00
SPSM: -1.55
AVUV: -1.84

The current SPSM Sharpe Ratio is -0.50, which is comparable to the AVUV Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of SPSM 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.50
-0.62
SPSM
AVUV

Dividends

SPSM vs. AVUV - Dividend Comparison

SPSM's dividend yield for the trailing twelve months is around 2.28%, more than AVUV's 2.04% yield.


TTM20242023202220212020201920182017201620152014
SPSM
SPDR Portfolio S&P 600 Small Cap ETF
2.28%1.85%1.61%1.38%1.41%1.17%1.58%1.82%1.51%1.49%2.37%1.70%
AVUV
Avantis U.S. Small Cap Value ETF
2.04%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPSM vs. AVUV - Drawdown Comparison

The maximum SPSM drawdown since its inception was -42.89%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for SPSM and AVUV. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.80%
-26.11%
SPSM
AVUV

Volatility

SPSM vs. AVUV - Volatility Comparison

The current volatility for SPDR Portfolio S&P 600 Small Cap ETF (SPSM) is 10.28%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 11.09%. This indicates that SPSM 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%12.00%NovemberDecember2025FebruaryMarchApril
10.28%
11.09%
SPSM
AVUV