VSLU vs. AVIE

Last updated Aug 4, 2026

VSLU (Applied Finance Valuation Large Cap US ETF) and AVIE (Avantis Inflation Focused Equity ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, VSLU returned 20.74%/yr vs 12.51%/yr for AVIE. Their 0.47 correlation means their historical movements had little consistent relationship. VSLU charges 0.49%/yr vs 0.25%/yr for AVIE.

Performance

VSLU vs. AVIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Applied Finance Valuation Large Cap US ETF (VSLU) and Avantis Inflation Focused Equity ETF (AVIE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VSLU achieves a 8.56% return, which is significantly lower than AVIE's 17.73% return.

VSLU

• 1D: 1.16%
• 1M: 2.71%
• 6M: 7.44%
• YTD: 8.56%
• 1Y: 21.50%
• 3Y*: 20.74%
• 5Y*: 13.29%
• 10Y*: —
• ALL TIME*: 13.91%

AVIE

• 1D: -0.57%
• 1M: 1.80%
• 6M: 11.12%
• YTD: 17.73%
• 1Y: 31.22%
• 3Y*: 12.51%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVIE Avantis Inflation Focused Equity ETF	$128.23K	$114.60K	$100.90K
VSLU Applied Finance Valuation Large Cap US ETF	$883.14K	$1.19M	$1.76M

VSLU vs. AVIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VSLU Applied Finance Valuation Large Cap US ETF	8.56%	21.52%	23.80%	26.79%	5.53%
AVIE Avantis Inflation Focused Equity ETF	17.73%	11.37%	6.17%	4.19%	15.20%

Correlation

The correlation between VSLU and AVIE is 0.14, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.14
Correlation (3Y) Balances recent behavior with more history.	0.38
Correlation (All Time) Calculated using the full available price history since Sep 29, 2022	0.47

Over the past year, the correlation between VSLU and AVIE has dropped to 0.14 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

VSLU vs. AVIE - Sectors Allocation Comparison

Sectors	VSLU	AVIE
Technology	37.0%	0.1%
Communication Services	13.4%	-
Healthcare	12.6%	29.6%
Consumer Cyclical	10.9%	0.1%
Financial Services	9.4%	15.7%
Industrials	7.6%	1.7%
Consumer Defensive	4.3%	16.9%
Energy	2.0%	26.5%
Basic Materials	1.0%	9.0%
Utilities	1.0%	0.0%
Real Estate	0.8%	0.5%

Return for Risk

VSLU vs. AVIE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VSLU

VSLU Risk / Return Rank: 68
VSLU Sharpe Ratio Rank: 70
VSLU Sortino Ratio Rank: 67
VSLU Omega Ratio Rank: 66
VSLU Calmar Ratio Rank: 63
VSLU Martin Ratio Rank: 73

AVIE

AVIE Risk / Return Rank: 96
AVIE Sharpe Ratio Rank: 96
AVIE Sortino Ratio Rank: 96
AVIE Omega Ratio Rank: 95
AVIE Calmar Ratio Rank: 96
AVIE Martin Ratio Rank: 95

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VSLU vs. AVIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Finance Valuation Large Cap US ETF (VSLU) and Avantis Inflation Focused Equity ETF (AVIE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VSLU	AVIE	Difference
Sharpe ratio: Return per unit of total volatility	1.71	3.15	-1.44
Sortino ratio: Return per unit of downside risk	2.35	4.59	-2.25
Omega ratio: Gain probability vs. loss probability	1.30	1.56	-0.26
Calmar ratio: Return relative to maximum drawdown	2.36	6.31	-3.95
Martin ratio: Return relative to average drawdown	9.70	21.51	-11.80

VSLU vs. AVIE - Sharpe Ratio Comparison

The current VSLU Sharpe Ratio is 1.71, which is lower than the AVIE Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of VSLU and AVIE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VSLU vs. AVIE - Drawdown Comparison

The maximum VSLU drawdown since its inception was -23.86%, which is greater than AVIE's maximum drawdown of -12.39%. Use the drawdown chart below to compare losses from any high point for VSLU and AVIE.

Drawdown Indicators

	VSLU	AVIE	Difference
Max Drawdown Largest peak-to-trough decline	-23.86%	-12.39%	-11.47%
Max Drawdown (1Y) Largest decline over 1 year	-9.16%	-4.97%	-4.19%
Max Drawdown (3Y) Largest decline over 3 years	-17.89%	-12.39%	-5.50%
Max Drawdown (5Y) Largest decline over 5 years	-23.86%	—	—
Current Drawdown Current decline from peak	0.00%	-1.45%	+1.45%
Average Drawdown Average peak-to-trough decline	-4.79%	-2.93%	-1.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.22%	1.46%	+0.76%

Volatility

VSLU vs. AVIE - Volatility Comparison

Applied Finance Valuation Large Cap US ETF (VSLU) and Avantis Inflation Focused Equity ETF (AVIE) have volatilities of 3.03% and 3.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VSLU	AVIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.03%	3.03%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	9.57%	7.50%	+2.07%
Volatility (1Y) Calculated over the trailing 1-year period	12.68%	9.99%	+2.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.22%	12.85%	+3.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.01%	12.85%	+3.16%

VSLU vs. AVIE - Expense Ratio Comparison

VSLU has a 0.49% expense ratio, which is higher than AVIE's 0.25% expense ratio.

Dividends

VSLU vs. AVIE - Dividend Comparison

VSLU's dividend yield for the trailing twelve months is around 0.43%, less than AVIE's 1.41% yield.

Position	TTM	2025	2024	2023	2022	2021
AVIE Avantis Inflation Focused Equity ETF	1.41%	1.75%	1.89%	3.72%	0.39%	0.00%
VSLU Applied Finance Valuation Large Cap US ETF	0.43%	0.46%	0.60%	0.60%	0.99%	0.57%

Frequently Asked Questions

Can I hold both VSLU and AVIE in my portfolio?

VSLU and AVIE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VSLU or AVIE?

AVIE has higher volatility (3.03%) compared to VSLU (3.03%). In terms of maximum drawdown, VSLU dropped -23.86% vs AVIE's -12.39%.

Which ETF is better, VSLU or AVIE?

On 3-year performance, VSLU leads with 20.74% vs 12.51% for AVIE. On fees, AVIE is cheaper at 0.25% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VSLU or AVIE?

Over the 3-year period, VSLU has performed better with a 20.74% return vs 12.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VSLU or AVIE?

AVIE is cheaper with a 0.25% expense ratio, compared with 0.49% for VSLU.

Which ETF pays a higher dividend yield, VSLU or AVIE?

AVIE has the higher dividend yield at 1.41%, compared with 0.43% for VSLU.

What is the main difference between VSLU and AVIE?

They also come from different issuers: Applied Finance and Avantis. Their fees differ too: 0.49% for VSLU and 0.25% for AVIE.

Which has better risk-adjusted returns?

AVIE currently has the higher Sharpe Ratio (3.15 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.