VLU vs. AVUS
Compare and contrast key facts about SPDR S&P 1500 Value Tilt ETF (VLU) and Avantis U.S. Equity ETF (AVUS).
VLU and AVUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VLU is a passively managed fund by State Street that tracks the performance of the S&P 1500 Low Valuation Tilt Index. It was launched on Oct 24, 2012. AVUS 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: VLU or AVUS.
Key characteristics
| VLU | AVUS | |
|---|---|---|
| YTD Return | 22.23% | 24.56% |
| 1Y Return | 35.29% | 37.84% |
| 3Y Return (Ann) | 9.89% | 9.42% |
| 5Y Return (Ann) | 14.45% | 15.67% |
| Sharpe Ratio | 3.28 | 3.07 |
| Sortino Ratio | 4.57 | 4.13 |
| Omega Ratio | 1.61 | 1.57 |
| Calmar Ratio | 6.20 | 4.60 |
| Martin Ratio | 21.21 | 19.06 |
| Ulcer Index | 1.75% | 2.09% |
| Daily Std Dev | 11.27% | 12.98% |
| Max Drawdown | -37.38% | -37.04% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VLU and AVUS is 0.95, 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
VLU vs. AVUS - Performance Comparison
In the year-to-date period, VLU achieves a 22.23% return, which is significantly lower than AVUS's 24.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VLU vs. AVUS - Expense Ratio Comparison
VLU has a 0.12% expense ratio, which is lower than AVUS's 0.15% 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
VLU vs. AVUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 1500 Value Tilt ETF (VLU) and Avantis U.S. Equity ETF (AVUS). 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
VLU vs. AVUS - Dividend Comparison
VLU's dividend yield for the trailing twelve months is around 1.84%, more than AVUS's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLU SPDR S&P 1500 Value Tilt ETF | 1.84% | 2.02% | 2.16% | 1.86% | 1.98% | 2.19% | 2.57% | 1.95% | 2.14% | 6.37% | 5.42% | 3.41% |
AVUS Avantis U.S. Equity ETF | 1.22% | 1.41% | 1.60% | 1.08% | 1.19% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VLU vs. AVUS - Drawdown Comparison
The maximum VLU drawdown since its inception was -37.38%, roughly equal to the maximum AVUS drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for VLU and AVUS. For additional features, visit the drawdowns tool.
Volatility
VLU vs. AVUS - Volatility Comparison
The current volatility for SPDR S&P 1500 Value Tilt ETF (VLU) is 4.23%, while Avantis U.S. Equity ETF (AVUS) has a volatility of 4.46%. This indicates that VLU experiences smaller price fluctuations and is considered to be less risky than AVUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.