TD vs. AVUV
TD (The Toronto-Dominion Bank) is a stock, while AVUV (Avantis US Small Cap Value ETF) is Small Cap Value Equities fund actively managed by Avantis. Over the past 5 years, TD returned 15.31%/yr vs 11.57%/yr for AVUV. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
TD vs. AVUV - Performance Comparison
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Returns By Period
In the year-to-date period, TD achieves a 26.58% return, which is significantly higher than AVUV's 22.73% return.
TD
- 1D
- 0.93%
- 1M
- 9.00%
- YTD
- 26.58%
- 6M
- 30.43%
- 1Y
- 71.79%
- 3Y*
- 31.09%
- 5Y*
- 15.31%
- 10Y*
- 15.16%
AVUV
- 1D
- 0.96%
- 1M
- 6.47%
- YTD
- 22.73%
- 6M
- 19.51%
- 1Y
- 42.12%
- 3Y*
- 19.24%
- 5Y*
- 11.57%
- 10Y*
- —
TD vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TD The Toronto-Dominion Bank | 26.58% | 85.32% | -13.40% | 5.04% | -12.19% | 41.25% | 5.58% | -1.08% |
AVUV Avantis US Small Cap Value ETF | 22.73% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.54% |
Correlation
The correlation between TD and AVUV is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.67 |
The correlation between TD and AVUV shifts across timeframes, from 0.55 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TD vs. AVUV — Risk / Return Rank
TD
AVUV
TD vs. AVUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Toronto-Dominion Bank (TD) and Avantis US 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.
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.
| TD | AVUV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.08 | ||
| Sortino ratioReturn per unit of downside risk | +2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.71 | 1.39 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 9.63 | 5.06 | +4.56 |
| Martin ratioReturn relative to average drawdown | 37.58 | 15.09 | +22.49 |
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Drawdowns
TD vs. AVUV - Drawdown Comparison
The maximum TD drawdown since its inception was -64.18%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for TD and AVUV.
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Drawdown Indicators
| TD | AVUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.18% | -49.42% | -14.76% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -7.95% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -19.19% | -28.79% | +9.60% |
Max Drawdown (5Y)Largest decline over 5 years | -30.93% | -28.79% | -2.14% |
Max Drawdown (10Y)Largest decline over 10 years | -41.98% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.22% | -7.91% | -3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 2.67% | -0.75% |
Volatility
TD vs. AVUV - Volatility Comparison
The Toronto-Dominion Bank (TD) has a higher volatility of 5.00% compared to Avantis US Small Cap Value ETF (AVUV) at 4.53%. This indicates that TD'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.
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Volatility by Period
| TD | AVUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 4.53% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 12.55% | 11.34% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.57% | 17.63% | -1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.83% | 22.75% | -2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 28.26% | -6.54% |
Dividends
TD vs. AVUV - Dividend Comparison
TD's dividend yield for the trailing twelve months is around 2.62%, more than AVUV's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 1.61% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
TD The Toronto-Dominion Bank | 2.62% | 3.17% | 5.65% | 4.80% | 4.24% | 3.27% | 4.10% | 3.89% | 4.08% | 3.03% | 3.58% | 5.11% |
Frequently Asked Questions
TD and AVUV have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TD has higher volatility (5.00%) compared to AVUV (4.53%). In terms of maximum drawdown, TD dropped -64.18% vs AVUV's -49.42%.
TD currently has the higher Sharpe Ratio (4.36 vs 2.28), 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.
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