VIOV vs. AVUV
Compare and contrast key facts about Vanguard S&P Small-Cap 600 Value ETF (VIOV) and Avantis U.S. Small Cap Value ETF (AVUV).
VIOV and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VIOV is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Value 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: VIOV or AVUV.
Key characteristics
| VIOV | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.49 | 1.59 |
| Sortino Ratio | 2.21 | 2.36 |
| Omega Ratio | 1.27 | 1.29 |
| Calmar Ratio | 2.57 | 3.08 |
| Martin Ratio | 6.73 | 8.08 |
| Ulcer Index | 4.70% | 4.19% |
| Daily Std Dev | 21.00% | 21.08% |
| Max Drawdown | -47.36% | -49.42% |
| Current Drawdown | -0.36% | -0.64% |
Correlation
The correlation between VIOV 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.
Performance
VIOV vs. AVUV - Performance Comparison
Returns By Period
In the year-to-date period, VIOV achieves a 15.70% return, which is significantly lower than AVUV's 19.19% return.
VIOV
15.70%
10.66%
18.47%
27.51%
10.60%
9.16%
AVUV
19.19%
11.66%
15.56%
29.82%
17.24%
N/A
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VIOV vs. AVUV - Expense Ratio Comparison
VIOV has a 0.15% 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%.
Risk-Adjusted Performance
VIOV vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Value ETF (VIOV) 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
VIOV vs. AVUV - Dividend Comparison
VIOV's dividend yield for the trailing twelve months is around 2.12%, more than AVUV's 1.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.12% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% | 0.91% |
AVUV Avantis U.S. Small Cap Value ETF | 1.48% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VIOV vs. AVUV - Drawdown Comparison
The maximum VIOV drawdown since its inception was -47.36%, roughly equal to the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for VIOV and AVUV. For additional features, visit the drawdowns tool.
Volatility
VIOV vs. AVUV - Volatility Comparison
The current volatility for Vanguard S&P Small-Cap 600 Value ETF (VIOV) is 7.47%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.47%. This indicates that VIOV 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.