VMMSX vs. AVUV
Compare and contrast key facts about Vanguard Emerging Markets Select Stock Fund (VMMSX) and Avantis U.S. Small Cap Value ETF (AVUV).
VMMSX is managed by Vanguard. It was launched on Jun 27, 2011. 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: VMMSX or AVUV.
Performance
VMMSX vs. AVUV - Performance Comparison
Returns By Period
In the year-to-date period, VMMSX achieves a 9.00% return, which is significantly lower than AVUV's 15.85% return.
VMMSX
9.00%
-4.37%
0.85%
12.86%
3.77%
3.79%
AVUV
15.85%
7.10%
13.70%
31.15%
16.63%
N/A
Key characteristics
| VMMSX | AVUV | |
|---|---|---|
| Sharpe Ratio | 0.81 | 1.50 |
| Sortino Ratio | 1.23 | 2.24 |
| Omega Ratio | 1.15 | 1.28 |
| Calmar Ratio | 0.48 | 2.88 |
| Martin Ratio | 3.35 | 7.56 |
| Ulcer Index | 3.79% | 4.19% |
| Daily Std Dev | 15.77% | 21.12% |
| Max Drawdown | -39.28% | -49.42% |
| Current Drawdown | -14.36% | -1.99% |
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VMMSX vs. AVUV - Expense Ratio Comparison
VMMSX has a 0.84% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Correlation
The correlation between VMMSX and AVUV is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VMMSX vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Select Stock Fund (VMMSX) 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
VMMSX vs. AVUV - Dividend Comparison
VMMSX's dividend yield for the trailing twelve months is around 2.79%, more than AVUV's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMMSX Vanguard Emerging Markets Select Stock Fund | 2.79% | 3.04% | 3.71% | 1.99% | 1.04% | 2.04% | 2.53% | 1.54% | 1.44% | 1.87% | 1.39% | 1.32% |
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
VMMSX vs. AVUV - Drawdown Comparison
The maximum VMMSX drawdown since its inception was -39.28%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for VMMSX and AVUV. For additional features, visit the drawdowns tool.
Volatility
VMMSX vs. AVUV - Volatility Comparison
The current volatility for Vanguard Emerging Markets Select Stock Fund (VMMSX) is 4.22%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.47%. This indicates that VMMSX 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.