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VIOO vs. AVUV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIOO and AVUV is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

VIOO vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Small-Cap 600 ETF (VIOO) and Avantis U.S. Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
39.65%
80.90%
VIOO
AVUV

Key characteristics

Sharpe Ratio

VIOO:

-0.09

AVUV:

-0.20

Sortino Ratio

VIOO:

0.04

AVUV:

-0.11

Omega Ratio

VIOO:

1.01

AVUV:

0.99

Calmar Ratio

VIOO:

-0.08

AVUV:

-0.17

Martin Ratio

VIOO:

-0.24

AVUV:

-0.53

Ulcer Index

VIOO:

8.77%

AVUV:

9.45%

Daily Std Dev

VIOO:

23.71%

AVUV:

25.16%

Max Drawdown

VIOO:

-44.15%

AVUV:

-49.42%

Current Drawdown

VIOO:

-20.66%

AVUV:

-21.36%

Returns By Period

In the year-to-date period, VIOO achieves a -13.00% return, which is significantly higher than AVUV's -13.68% return.


VIOO

YTD

-13.00%

1M

-6.89%

6M

-12.11%

1Y

-3.40%

5Y*

13.04%

10Y*

7.00%

AVUV

YTD

-13.68%

1M

-7.10%

6M

-12.30%

1Y

-6.44%

5Y*

21.94%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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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%.


Expense ratio chart for AVUV: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVUV: 0.25%
Expense ratio chart for VIOO: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIOO: 0.10%

Risk-Adjusted Performance

VIOO vs. AVUV — Risk-Adjusted Performance Rank

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

VIOO
The Risk-Adjusted Performance Rank of VIOO is 1818
Overall Rank
The Sharpe Ratio Rank of VIOO is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VIOO is 1919
Sortino Ratio Rank
The Omega Ratio Rank of VIOO is 1919
Omega Ratio Rank
The Calmar Ratio Rank of VIOO is 1717
Calmar Ratio Rank
The Martin Ratio Rank of VIOO is 1818
Martin Ratio Rank

AVUV
The Risk-Adjusted Performance Rank of AVUV is 1313
Overall Rank
The Sharpe Ratio Rank of AVUV is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of AVUV is 1313
Sortino Ratio Rank
The Omega Ratio Rank of AVUV is 1313
Omega Ratio Rank
The Calmar Ratio Rank of AVUV is 1111
Calmar Ratio Rank
The Martin Ratio Rank of AVUV is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VIOO, currently valued at -0.09, compared to the broader market-1.000.001.002.003.004.00
VIOO: -0.09
AVUV: -0.20
The chart of Sortino ratio for VIOO, currently valued at 0.04, compared to the broader market-2.000.002.004.006.008.00
VIOO: 0.04
AVUV: -0.11
The chart of Omega ratio for VIOO, currently valued at 1.00, compared to the broader market0.501.001.502.00
VIOO: 1.01
AVUV: 0.99
The chart of Calmar ratio for VIOO, currently valued at -0.08, compared to the broader market0.002.004.006.008.0010.0012.00
VIOO: -0.08
AVUV: -0.17
The chart of Martin ratio for VIOO, currently valued at -0.24, compared to the broader market0.0020.0040.0060.00
VIOO: -0.24
AVUV: -0.53

The current VIOO Sharpe Ratio is -0.09, which is higher than the AVUV Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of VIOO and AVUV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.09
-0.20
VIOO
AVUV

Dividends

VIOO vs. AVUV - Dividend Comparison

VIOO's dividend yield for the trailing twelve months is around 1.71%, less than AVUV's 1.91% yield.


TTM20242023202220212020201920182017201620152014
VIOO
Vanguard S&P Small-Cap 600 ETF
1.71%1.48%1.47%1.51%1.16%1.09%1.37%1.32%1.11%0.95%1.26%1.06%
AVUV
Avantis U.S. Small Cap Value ETF
1.91%1.61%1.65%1.74%1.28%1.21%0.38%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.66%
-21.36%
VIOO
AVUV

Volatility

VIOO vs. AVUV - Volatility Comparison

The current volatility for Vanguard S&P Small-Cap 600 ETF (VIOO) is 14.44%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 15.36%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.44%
15.36%
VIOO
AVUV