VIOO vs. AVUV
Compare and contrast key facts about Vanguard S&P Small-Cap 600 ETF (VIOO) and Avantis U.S. Small Cap Value ETF (AVUV).
VIOO and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VIOO is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Index. It was launched on Sep 7, 2010. 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: VIOO or AVUV.
Performance
VIOO vs. AVUV - Performance Comparison
Returns By Period
In the year-to-date period, VIOO achieves a 14.79% return, which is significantly lower than AVUV's 15.85% return.
VIOO
14.79%
6.51%
14.93%
29.97%
10.69%
9.72%
AVUV
15.85%
7.10%
13.70%
31.15%
16.63%
N/A
Key characteristics
| VIOO | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.54 | 1.50 |
| Sortino Ratio | 2.27 | 2.24 |
| Omega Ratio | 1.27 | 1.28 |
| Calmar Ratio | 1.71 | 2.88 |
| Martin Ratio | 8.56 | 7.56 |
| Ulcer Index | 3.58% | 4.19% |
| Daily Std Dev | 19.97% | 21.12% |
| Max Drawdown | -44.15% | -49.42% |
| Current Drawdown | -2.58% | -1.99% |
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VIOO vs. AVUV - Expense Ratio Comparison
VIOO has a 0.10% 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 VIOO 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.
Risk-Adjusted Performance
VIOO vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 ETF (VIOO) 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
VIOO vs. AVUV - Dividend Comparison
VIOO's dividend yield for the trailing twelve months is around 1.28%, less than AVUV's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIOO Vanguard S&P Small-Cap 600 ETF | 1.28% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% | 0.86% |
AVUV Avantis U.S. Small Cap Value ETF | 1.52% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VIOO vs. AVUV - Drawdown Comparison
The maximum VIOO drawdown since its inception was -44.15%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for VIOO and AVUV. For additional features, visit the drawdowns tool.
Volatility
VIOO vs. AVUV - Volatility Comparison
The current volatility for Vanguard S&P Small-Cap 600 ETF (VIOO) is 7.55%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.47%. This indicates that VIOO 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.