VBR vs. AVUV
Compare and contrast key facts about Vanguard Small-Cap Value ETF (VBR) and Avantis U.S. Small Cap Value ETF (AVUV).
VBR and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. 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: VBR or AVUV.
Performance
VBR vs. AVUV - Performance Comparison
Returns By Period
In the year-to-date period, VBR achieves a 16.78% return, which is significantly higher than AVUV's 13.95% return.
VBR
16.78%
1.03%
10.01%
30.83%
11.40%
9.32%
AVUV
13.95%
2.44%
9.13%
30.55%
15.80%
N/A
Key characteristics
| VBR | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.75 | 1.33 |
| Sortino Ratio | 2.51 | 2.03 |
| Omega Ratio | 1.31 | 1.25 |
| Calmar Ratio | 3.24 | 2.58 |
| Martin Ratio | 9.87 | 6.80 |
| Ulcer Index | 2.97% | 4.17% |
| Daily Std Dev | 16.68% | 21.24% |
| Max Drawdown | -62.01% | -49.42% |
| Current Drawdown | -3.20% | -3.60% |
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VBR vs. AVUV - Expense Ratio Comparison
VBR has a 0.07% 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%.
Correlation
The correlation between VBR and AVUV is 0.97, 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.
Risk-Adjusted Performance
VBR vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value ETF (VBR) 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
VBR vs. AVUV - Dividend Comparison
VBR's dividend yield for the trailing twelve months is around 1.92%, more than AVUV's 1.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | 1.92% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
AVUV Avantis U.S. Small Cap Value ETF | 1.54% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VBR vs. AVUV - Drawdown Comparison
The maximum VBR drawdown since its inception was -62.01%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for VBR and AVUV. For additional features, visit the drawdowns tool.
Volatility
VBR vs. AVUV - Volatility Comparison
The current volatility for Vanguard Small-Cap Value ETF (VBR) is 5.85%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.76%. This indicates that VBR experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.