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UBVLX vs. AVUV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBVLX vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Undiscovered Managers Behavioral Value Fund (UBVLX) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBVLX achieves a 8.75% return, which is significantly lower than AVUV's 20.76% return.


UBVLX

1D
0.78%
1M
1.45%
YTD
8.75%
6M
7.58%
1Y
16.80%
3Y*
12.33%
5Y*
9.11%
10Y*
10.24%

AVUV

1D
0.31%
1M
2.33%
YTD
20.76%
6M
18.15%
1Y
39.60%
3Y*
20.03%
5Y*
11.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBVLX vs. AVUV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UBVLX
Undiscovered Managers Behavioral Value Fund
8.75%1.79%13.11%14.69%-1.16%34.25%3.52%6.50%
AVUV
Avantis US Small Cap Value ETF
20.76%7.44%9.28%22.82%-4.91%42.20%6.43%8.54%

Correlation

The correlation between UBVLX and AVUV is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.94

The correlation between UBVLX and AVUV has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.

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Return for Risk

UBVLX vs. AVUV — Risk / Return Rank

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

UBVLX
UBVLX Risk / Return Rank: 1818
Overall Rank
UBVLX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UBVLX Sortino Ratio Rank: 1717
Sortino Ratio Rank
UBVLX Omega Ratio Rank: 1414
Omega Ratio Rank
UBVLX Calmar Ratio Rank: 2323
Calmar Ratio Rank
UBVLX Martin Ratio Rank: 1919
Martin Ratio Rank

AVUV
AVUV Risk / Return Rank: 7676
Overall Rank
AVUV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 7575
Sortino Ratio Rank
AVUV Omega Ratio Rank: 6868
Omega Ratio Rank
AVUV Calmar Ratio Rank: 8888
Calmar Ratio Rank
AVUV Martin Ratio Rank: 7979
Martin Ratio Rank
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.

UBVLX vs. AVUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Undiscovered Managers Behavioral Value Fund (UBVLX) 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.


UBVLXAVUVDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.59

Omega ratioGain probability vs. loss probability

1.19

1.39

-0.20

Calmar ratioReturn relative to maximum drawdown

1.64

5.00

-3.37

Martin ratioReturn relative to average drawdown

4.55

14.84

-10.30

UBVLX vs. AVUV - Sharpe Ratio Comparison

The current UBVLX Sharpe Ratio is 1.01, which is lower than the AVUV Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of UBVLX and AVUV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UBVLX vs. AVUV - Drawdown Comparison

The maximum UBVLX drawdown since its inception was -67.24%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for UBVLX and AVUV.


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Drawdown Indicators


UBVLXAVUVDifference

Max Drawdown

Largest peak-to-trough decline

-67.24%

-49.42%

-17.82%

Max Drawdown (1Y)

Largest decline over 1 year

-10.32%

-7.95%

-2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-21.46%

-28.79%

+7.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

-28.79%

+7.33%

Max Drawdown (10Y)

Largest decline over 10 years

-52.08%

Current Drawdown

Current decline from peak

-1.49%

-1.61%

+0.12%

Average Drawdown

Average peak-to-trough decline

-9.26%

-7.90%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

2.68%

+1.03%

Volatility

UBVLX vs. AVUV - Volatility Comparison

Undiscovered Managers Behavioral Value Fund (UBVLX) and Avantis US Small Cap Value ETF (AVUV) have volatilities of 4.16% and 4.28%, 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.


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Volatility by Period


UBVLXAVUVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

4.28%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.75%

11.39%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

16.68%

17.67%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.28%

22.65%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.61%

28.23%

-3.62%

UBVLX vs. AVUV - Expense Ratio Comparison

UBVLX has a 0.90% expense ratio, which is higher than AVUV's 0.25% expense ratio.


Dividends

UBVLX vs. AVUV - Dividend Comparison

UBVLX's dividend yield for the trailing twelve months is around 8.65%, more than AVUV's 1.63% yield.


PositionTTM20252024202320222021202020192018201720162015
AVUV
Avantis US Small Cap Value ETF
1.63%1.58%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%
UBVLX
Undiscovered Managers Behavioral Value Fund
8.65%9.41%7.39%8.35%8.96%3.44%0.99%4.98%11.62%4.67%3.24%3.80%

Frequently Asked Questions


UBVLX and AVUV have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVUV has higher volatility (4.28%) compared to UBVLX (4.16%). In terms of maximum drawdown, UBVLX dropped -67.24% vs AVUV's -49.42%.

AVUV currently has the higher Sharpe Ratio (2.26 vs 1.01), 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.

Portfolio Optimizer

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