SPTM vs. AVIE

Last updated Jul 14, 2026

SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF) and AVIE (Avantis Inflation Focused Equity ETF) are both Large Cap Blend Equities funds. SPTM is passively managed, while AVIE is actively managed. Over the past 3 years, SPTM returned 19.64%/yr vs 13.54%/yr for AVIE. A 0.53 correlation means they provide meaningful diversification when combined. SPTM charges 0.03%/yr vs 0.25%/yr for AVIE.

Performance

SPTM vs. AVIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and Avantis Inflation Focused Equity ETF (AVIE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SPTM achieves a 10.86% return, which is significantly lower than AVIE's 16.94% return.

SPTM

• 1D: -0.73%
• 1M: 1.17%
• 6M: 8.54%
• YTD: 10.86%
• 1Y: 21.57%
• 3Y*: 19.64%
• 5Y*: 12.66%
• 10Y*: 14.89%

AVIE

• 1D: 1.05%
• 1M: 1.67%
• 6M: 14.10%
• YTD: 16.94%
• 1Y: 25.91%
• 3Y*: 13.54%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPTM vs. AVIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF	10.86%	16.93%	23.87%	25.55%	4.04%
AVIE Avantis Inflation Focused Equity ETF	16.94%	11.37%	6.17%	4.19%	15.20%

Correlation

The correlation between SPTM and AVIE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (All Time) Calculated using the full available price history since Sep 29, 2022	0.53

Over the past year, the correlation between SPTM and AVIE has dropped to 0.20 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

SPTM vs. AVIE - Sectors Allocation Comparison

Sectors	SPTM	AVIE
Technology	37.4%	0.1%
Financial Services	11.4%	15.0%
Consumer Cyclical	10.1%	0.0%
Communication Services	10.0%	-
Industrials	8.9%	1.3%
Healthcare	8.4%	26.3%
Consumer Defensive	4.4%	17.1%
Energy	3.3%	30.0%
Real Estate	2.2%	0.1%
Utilities	2.1%	0.0%
Basic Materials	1.9%	9.8%

Return for Risk

SPTM vs. AVIE — Risk / Return Rank

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

SPTM

SPTM Risk / Return Rank: 67
SPTM Sharpe Ratio Rank: 67
SPTM Sortino Ratio Rank: 65
SPTM Omega Ratio Rank: 66
SPTM Calmar Ratio Rank: 63
SPTM Martin Ratio Rank: 75

AVIE

AVIE Risk / Return Rank: 92
AVIE Sharpe Ratio Rank: 92
AVIE Sortino Ratio Rank: 93
AVIE Omega Ratio Rank: 90
AVIE Calmar Ratio Rank: 93
AVIE Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPTM vs. AVIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and Avantis Inflation Focused Equity ETF (AVIE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SPTM	AVIE	Difference
Sharpe ratio: Return per unit of total volatility	1.73	2.55	-0.82
Sortino ratio: Return per unit of downside risk	2.40	3.70	-1.30
Omega ratio: Gain probability vs. loss probability	1.31	1.45	-0.14
Calmar ratio: Return relative to maximum drawdown	2.50	5.24	-2.74
Martin ratio: Return relative to average drawdown	11.03	16.43	-5.40

SPTM vs. AVIE - Sharpe Ratio Comparison

The current SPTM Sharpe Ratio is 1.73, which is lower than the AVIE Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of SPTM and AVIE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SPTM vs. AVIE - Drawdown Comparison

The maximum SPTM drawdown since its inception was -54.80%, which is greater than AVIE's maximum drawdown of -12.39%. Use the drawdown chart below to compare losses from any high point for SPTM and AVIE.

Drawdown Indicators

	SPTM	AVIE	Difference
Max Drawdown Largest peak-to-trough decline	-54.80%	-12.39%	-42.41%
Max Drawdown (1Y) Largest decline over 1 year	-8.68%	-4.97%	-3.71%
Max Drawdown (3Y) Largest decline over 3 years	-18.87%	-12.39%	-6.48%
Max Drawdown (5Y) Largest decline over 5 years	-24.14%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.66%	—	—
Current Drawdown Current decline from peak	-0.88%	-0.07%	-0.81%
Average Drawdown Average peak-to-trough decline	-9.02%	-2.97%	-6.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	1.60%	+0.36%

Volatility

SPTM vs. AVIE - Volatility Comparison

SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) has a higher volatility of 3.98% compared to Avantis Inflation Focused Equity ETF (AVIE) at 3.66%. This indicates that SPTM's price experiences larger fluctuations and is considered to be riskier than AVIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPTM	AVIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.98%	3.66%	+0.32%
Volatility (6M) Calculated over the trailing 6-month period	9.90%	7.47%	+2.43%
Volatility (1Y) Calculated over the trailing 1-year period	12.53%	10.21%	+2.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.97%	12.90%	+4.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.02%	12.90%	+5.12%

SPTM vs. AVIE - Expense Ratio Comparison

SPTM has a 0.03% expense ratio, which is lower than AVIE'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%.

Dividends

SPTM vs. AVIE - Dividend Comparison

SPTM's dividend yield for the trailing twelve months is around 1.06%, less than AVIE's 1.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVIE Avantis Inflation Focused Equity ETF	1.42%	1.75%	1.89%	3.72%	0.39%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF	1.06%	1.13%	1.28%	1.44%	1.69%	1.25%	1.56%	1.72%	1.90%	1.66%	1.91%	1.92%

Frequently Asked Questions

Can I hold both SPTM and AVIE in my portfolio?

SPTM and AVIE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SPTM or AVIE?

SPTM has higher volatility (3.98%) compared to AVIE (3.66%). In terms of maximum drawdown, SPTM dropped -54.80% vs AVIE's -12.39%.

Which ETF is better, SPTM or AVIE?

On 3-year performance, SPTM leads with 19.64% vs 13.54% for AVIE. On fees, SPTM is cheaper at 0.03% per year. On volatility, AVIE has been the lower-risk option at 3.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SPTM or AVIE?

Over the 3-year period, SPTM has performed better with a 19.64% return vs 13.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SPTM or AVIE?

SPTM is cheaper with a 0.03% expense ratio, compared with 0.25% for AVIE.

Which ETF pays a higher dividend yield, SPTM or AVIE?

AVIE has the higher dividend yield at 1.42%, compared with 1.06% for SPTM.

What is the main difference between SPTM and AVIE?

They also come from different issuers: State Street and Avantis. Their fees differ too: 0.03% for SPTM and 0.25% for AVIE.

Which has better risk-adjusted returns?

AVIE currently has the higher Sharpe Ratio (2.55 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.