SVAL vs. AVUV
Compare and contrast key facts about iShares US Small Cap Value Factor ETF (SVAL) and Avantis U.S. Small Cap Value ETF (AVUV).
SVAL and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SVAL is a passively managed fund by iShares that tracks the performance of the Russell 2000 Focused Value Select Index. It was launched on Oct 27, 2020. 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: SVAL or AVUV.
Key characteristics
| SVAL | AVUV | |
|---|---|---|
| YTD Return | 16.91% | 16.65% |
| 1Y Return | 39.55% | 38.69% |
| 3Y Return (Ann) | 4.67% | 9.37% |
| Sharpe Ratio | 1.65 | 1.78 |
| Sortino Ratio | 2.54 | 2.62 |
| Omega Ratio | 1.31 | 1.32 |
| Calmar Ratio | 2.18 | 3.52 |
| Martin Ratio | 7.18 | 9.29 |
| Ulcer Index | 5.52% | 4.16% |
| Daily Std Dev | 24.11% | 21.75% |
| Max Drawdown | -25.30% | -49.42% |
| Current Drawdown | -1.26% | -1.32% |
Correlation
The correlation between SVAL 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.
Performance
SVAL vs. AVUV - Performance Comparison
The year-to-date returns for both stocks are quite close, with SVAL having a 16.91% return and AVUV slightly lower at 16.65%. 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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SVAL vs. AVUV - Expense Ratio Comparison
SVAL has a 0.20% 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
SVAL vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Small Cap Value Factor ETF (SVAL) 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
SVAL vs. AVUV - Dividend Comparison
SVAL's dividend yield for the trailing twelve months is around 2.21%, more than AVUV's 1.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
SVAL iShares US Small Cap Value Factor ETF | 2.21% | 2.25% | 2.09% | 2.33% | 0.28% | 0.00% |
AVUV Avantis U.S. Small Cap Value ETF | 1.51% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% |
Drawdowns
SVAL vs. AVUV - Drawdown Comparison
The maximum SVAL drawdown since its inception was -25.30%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for SVAL and AVUV. For additional features, visit the drawdowns tool.
Volatility
SVAL vs. AVUV - Volatility Comparison
iShares US Small Cap Value Factor ETF (SVAL) has a higher volatility of 10.79% compared to Avantis U.S. Small Cap Value ETF (AVUV) at 8.72%. This indicates that SVAL'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.