STNC vs. AVUS

Last updated Jun 24, 2026

STNC (Stance Equity ESG Large Cap Core ETF) and AVUS (Avantis U.S. Equity ETF) are both exchange-traded funds - STNC is a Large Cap Growth Equities fund actively managed by Red Gate Advisers LLC, while AVUS is a Large Cap Blend Equities fund actively managed by Avantis. Both are actively managed. Over the past 5 years, STNC returned 8.11%/yr vs 12.77%/yr for AVUS. Their correlation of 0.85 suggests significant overlap in exposure. STNC charges 0.85%/yr vs 0.15%/yr for AVUS.

Performance

STNC vs. AVUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stance Equity ESG Large Cap Core ETF (STNC) and Avantis U.S. Equity ETF (AVUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with STNC having a 13.06% return and AVUS slightly higher at 13.23%.

STNC

• 1D: -1.64%
• 1M: 3.18%
• YTD: 13.06%
• 6M: 12.47%
• 1Y: 24.99%
• 3Y*: 13.47%
• 5Y*: 8.11%
• 10Y*: —

AVUS

• 1D: -1.42%
• 1M: 0.42%
• YTD: 13.23%
• 6M: 12.09%
• 1Y: 29.84%
• 3Y*: 21.44%
• 5Y*: 12.77%
• 10Y*: —

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

STNC vs. AVUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
STNC Stance Equity ESG Large Cap Core ETF	13.06%	10.33%	8.92%	11.49%	-13.10%	17.04%
AVUS Avantis U.S. Equity ETF	13.23%	16.68%	20.43%	21.77%	-13.82%	15.41%

Correlation

The correlation between STNC and AVUS is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (All Time) Calculated using the full available price history since Mar 16, 2021	0.85

The correlation between STNC and AVUS has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.

STNC vs. AVUS - Sectors Allocation Comparison

Sectors	STNC	AVUS
Technology	24.9%	30.5%
Consumer Cyclical	19.5%	11.4%
Healthcare	12.9%	7.0%
Industrials	11.4%	11.2%
Consumer Defensive	7.2%	4.2%
Financial Services	6.3%	14.5%
Communication Services	6.3%	9.3%
Utilities	4.6%	2.3%
Basic Materials	3.9%	2.6%
Real Estate	3.0%	0.1%
Energy	-	6.8%

Return for Risk

STNC vs. AVUS — Risk / Return Rank

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

STNC

STNC Risk / Return Rank: 60
STNC Sharpe Ratio Rank: 57
STNC Sortino Ratio Rank: 60
STNC Omega Ratio Rank: 51
STNC Calmar Ratio Rank: 68
STNC Martin Ratio Rank: 64

AVUS

AVUS Risk / Return Rank: 78
AVUS Sharpe Ratio Rank: 77
AVUS Sortino Ratio Rank: 75
AVUS Omega Ratio Rank: 75
AVUS Calmar Ratio Rank: 77
AVUS 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.

STNC vs. AVUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stance Equity ESG Large Cap Core ETF (STNC) and Avantis U.S. Equity ETF (AVUS). 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.

	STNC	AVUS	Difference
Sharpe ratio: Return per unit of total volatility	1.75	2.36	-0.61
Sortino ratio: Return per unit of downside risk	2.57	3.19	-0.63
Omega ratio: Gain probability vs. loss probability	1.30	1.42	-0.12
Calmar ratio: Return relative to maximum drawdown	3.10	3.82	-0.72
Martin ratio: Return relative to average drawdown	10.66	17.01	-6.35

STNC vs. AVUS - Sharpe Ratio Comparison

The current STNC Sharpe Ratio is 1.75, which is comparable to the AVUS Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of STNC and AVUS, 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

STNC vs. AVUS - Drawdown Comparison

The maximum STNC drawdown since its inception was -22.33%, smaller than the maximum AVUS drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for STNC and AVUS.

Drawdown Indicators

	STNC	AVUS	Difference
Max Drawdown Largest peak-to-trough decline	-22.33%	-37.04%	+14.71%
Max Drawdown (1Y) Largest decline over 1 year	-8.09%	-7.85%	-0.24%
Max Drawdown (3Y) Largest decline over 3 years	-17.90%	-19.74%	+1.84%
Max Drawdown (5Y) Largest decline over 5 years	-22.33%	-22.19%	-0.14%
Current Drawdown Current decline from peak	-1.64%	-1.93%	+0.29%
Average Drawdown Average peak-to-trough decline	-5.87%	-5.06%	-0.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	1.76%	+0.59%

Volatility

STNC vs. AVUS - Volatility Comparison

Stance Equity ESG Large Cap Core ETF (STNC) has a higher volatility of 5.87% compared to Avantis U.S. Equity ETF (AVUS) at 4.76%. This indicates that STNC's price experiences larger fluctuations and is considered to be riskier than AVUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STNC	AVUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.87%	4.76%	+1.11%
Volatility (6M) Calculated over the trailing 6-month period	11.47%	9.83%	+1.64%
Volatility (1Y) Calculated over the trailing 1-year period	14.33%	12.73%	+1.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.67%	17.36%	-1.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.48%	20.83%	-5.35%

STNC vs. AVUS - Expense Ratio Comparison

STNC has a 0.85% expense ratio, which is higher than AVUS's 0.15% expense ratio.

Dividends

STNC vs. AVUS - Dividend Comparison

STNC's dividend yield for the trailing twelve months is around 0.90%, less than AVUS's 1.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVUS Avantis U.S. Equity ETF	1.19%	1.08%	1.27%	1.41%	1.59%	1.08%	1.19%	0.35%
STNC Stance Equity ESG Large Cap Core ETF	0.90%	1.02%	0.96%	0.08%	0.58%	0.41%	0.00%	0.00%

Frequently Asked Questions

Can I hold both STNC and AVUS in my portfolio?

STNC and AVUS have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STNC or AVUS?

STNC has higher volatility (5.87%) compared to AVUS (4.76%). In terms of maximum drawdown, STNC dropped -22.33% vs AVUS's -37.04%.

Which ETF is better, STNC or AVUS?

On 5-year performance, AVUS leads with 12.77% vs 8.11% for STNC. On fees, AVUS is cheaper at 0.15% per year. On volatility, AVUS has been the lower-risk option at 4.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STNC or AVUS?

Over the 5-year period, AVUS has performed better with a 12.77% return vs 8.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STNC or AVUS?

AVUS is cheaper with a 0.15% expense ratio, compared with 0.85% for STNC.

Which ETF pays a higher dividend yield, STNC or AVUS?

AVUS has the higher dividend yield at 1.19%, compared with 0.90% for STNC.

What is the main difference between STNC and AVUS?

STNC is categorized as Large Cap Growth Equities, while AVUS is Large Cap Blend Equities. They also come from different issuers: Red Gate Advisers LLC and Avantis. Their fees differ too: 0.85% for STNC and 0.15% for AVUS.

Which has better risk-adjusted returns?

AVUS currently has the higher Sharpe Ratio (2.36 vs 1.75), 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.