VLUE vs. AVLV
Compare and contrast key facts about iShares Edge MSCI USA Value Factor ETF (VLUE) and Avantis U.S. Large Cap Value ETF (AVLV).
VLUE and AVLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013. AVLV is a passively managed fund by American Century Investments that tracks the performance of the Russell 1000 Value Index. It was launched on Sep 21, 2021. Both VLUE and AVLV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLUE or AVLV.
Performance
VLUE vs. AVLV - Performance Comparison
Returns By Period
In the year-to-date period, VLUE achieves a 13.82% return, which is significantly lower than AVLV's 22.12% return.
VLUE
13.82%
3.29%
11.30%
24.26%
8.31%
8.25%
AVLV
22.12%
4.43%
12.68%
31.13%
N/A
N/A
Key characteristics
| VLUE | AVLV | |
|---|---|---|
| Sharpe Ratio | 1.88 | 2.51 |
| Sortino Ratio | 2.63 | 3.52 |
| Omega Ratio | 1.33 | 1.46 |
| Calmar Ratio | 1.72 | 3.74 |
| Martin Ratio | 7.78 | 14.06 |
| Ulcer Index | 3.19% | 2.25% |
| Daily Std Dev | 13.22% | 12.64% |
| Max Drawdown | -39.47% | -19.34% |
| Current Drawdown | -0.57% | -0.09% |
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VLUE vs. AVLV - Expense Ratio Comparison
Both VLUE and AVLV have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VLUE and AVLV is 0.93, 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
VLUE vs. AVLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor ETF (VLUE) and Avantis U.S. Large Cap Value ETF (AVLV). 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
VLUE vs. AVLV - Dividend Comparison
VLUE's dividend yield for the trailing twelve months is around 2.47%, more than AVLV's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLUE iShares Edge MSCI USA Value Factor ETF | 2.47% | 2.66% | 3.19% | 2.22% | 2.42% | 2.60% | 2.70% | 2.14% | 2.07% | 2.39% | 1.64% | 1.33% |
AVLV Avantis U.S. Large Cap Value ETF | 1.52% | 1.85% | 2.00% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VLUE vs. AVLV - Drawdown Comparison
The maximum VLUE drawdown since its inception was -39.47%, which is greater than AVLV's maximum drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for VLUE and AVLV. For additional features, visit the drawdowns tool.
Volatility
VLUE vs. AVLV - Volatility Comparison
The current volatility for iShares Edge MSCI USA Value Factor ETF (VLUE) is 4.27%, while Avantis U.S. Large Cap Value ETF (AVLV) has a volatility of 4.54%. This indicates that VLUE experiences smaller price fluctuations and is considered to be less risky than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.