SSLCX vs. AVLV

Last updated Apr 1, 2026

Compare and contrast key facts about DWS Small Cap Core Fund (SSLCX) and Avantis U.S. Large Cap Value ETF (AVLV).

SSLCX is managed by DWS. It was launched on Jul 14, 2000. AVLV is a passively managed fund by American Century that tracks the performance of the Russell 1000 Value Index. It was launched on Sep 21, 2021.

Performance

SSLCX vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Small Cap Core Fund (SSLCX) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

SSLCX vs. AVLV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SSLCX DWS Small Cap Core Fund	0.38%	4.99%	9.85%	13.09%	-13.53%	6.07%
AVLV Avantis U.S. Large Cap Value ETF	6.69%	15.12%	17.49%	17.43%	-5.53%	5.92%

Returns By Period

In the year-to-date period, SSLCX achieves a 0.38% return, which is significantly lower than AVLV's 6.69% return.

SSLCX

• 1D: -1.07%
• 1M: -3.24%
• YTD: 0.38%
• 6M: -2.12%
• 1Y: 8.58%
• 3Y*: 8.94%
• 5Y*: 5.62%
• 10Y*: 9.91%

AVLV

• 1D: 2.27%
• 1M: -3.51%
• YTD: 6.69%
• 6M: 12.29%
• 1Y: 25.26%
• 3Y*: 18.27%
• 5Y*: —
• 10Y*: —

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

SSLCX vs. AVLV - Expense Ratio Comparison

SSLCX has a 0.95% expense ratio, which is higher than AVLV's 0.15% expense ratio.

SSLCX

DWS Small Cap Core Fund

AVLV

Avantis U.S. Large Cap Value ETF

Return for Risk

SSLCX vs. AVLV — Risk / Return Rank

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

SSLCX

SSLCX Risk / Return Rank: 19
SSLCX Sharpe Ratio Rank: 19
SSLCX Sortino Ratio Rank: 18
SSLCX Omega Ratio Rank: 17
SSLCX Calmar Ratio Rank: 21
SSLCX Martin Ratio Rank: 19

AVLV

AVLV Risk / Return Rank: 79
AVLV Sharpe Ratio Rank: 78
AVLV Sortino Ratio Rank: 79
AVLV Omega Ratio Rank: 80
AVLV Calmar Ratio Rank: 76
AVLV Martin Ratio Rank: 85

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.

SSLCX vs. AVLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Small Cap Core Fund (SSLCX) and Avantis U.S. Large Cap Value ETF (AVLV). 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.

	SSLCX	AVLV	Difference
Sharpe ratio Return per unit of total volatility	0.50	1.36	-0.86
Sortino ratio Return per unit of downside risk	0.81	1.94	-1.13
Omega ratio Gain probability vs. loss probability	1.11	1.30	-0.19
Calmar ratio Return relative to maximum drawdown	0.62	1.91	-1.29
Martin ratio Return relative to average drawdown	2.03	9.18	-7.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSLCX vs. AVLV - Sharpe Ratio Comparison

The current SSLCX Sharpe Ratio is 0.50, which is lower than the AVLV Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SSLCX and AVLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SSLCX	AVLV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.50	1.36	-0.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.71	-0.34

Correlation

The correlation between SSLCX and AVLV is 0.85, 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.

Dividends

SSLCX vs. AVLV - Dividend Comparison

SSLCX's dividend yield for the trailing twelve months is around 1.20%, which matches AVLV's 1.21% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SSLCX DWS Small Cap Core Fund	1.20%	1.21%	1.52%	0.68%	1.07%	1.67%	0.35%	0.16%	5.99%	5.78%	0.60%	8.42%
AVLV Avantis U.S. Large Cap Value ETF	1.21%	1.33%	1.58%	1.85%	2.00%	0.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SSLCX vs. AVLV - Drawdown Comparison

The maximum SSLCX drawdown since its inception was -63.14%, which is greater than AVLV's maximum drawdown of -19.50%. Use the drawdown chart below to compare losses from any high point for SSLCX and AVLV.

Drawdown Indicators

	SSLCX	AVLV	Difference
Max Drawdown Largest peak-to-trough decline	-63.14%	-19.50%	-43.64%
Max Drawdown (1Y) Largest decline over 1 year	-10.06%	-13.79%	+3.73%
Max Drawdown (5Y) Largest decline over 5 years	-22.57%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-48.07%	—	—
Current Drawdown Current decline from peak	-5.55%	-4.26%	-1.29%
Average Drawdown Average peak-to-trough decline	-11.38%	-4.06%	-7.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	2.86%	+0.23%

Volatility

SSLCX vs. AVLV - Volatility Comparison

DWS Small Cap Core Fund (SSLCX) and Avantis U.S. Large Cap Value ETF (AVLV) have volatilities of 4.67% and 4.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SSLCX	AVLV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.67%	4.85%	-0.18%
Volatility (6M) Calculated over the trailing 6-month period	11.01%	9.85%	+1.16%
Volatility (1Y) Calculated over the trailing 1-year period	17.54%	18.67%	-1.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.64%	17.55%	+0.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.06%	17.55%	+3.51%