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VSMVX vs. AVUV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSMVX vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

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VSMVX vs. AVUV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VSMVX
Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares
2.15%6.38%7.53%14.85%-11.12%30.85%2.79%7.34%
AVUV
Avantis US Small Cap Value ETF
8.60%7.44%9.28%22.82%-4.91%42.20%6.43%8.50%

Returns By Period

In the year-to-date period, VSMVX achieves a 2.15% return, which is significantly lower than AVUV's 8.60% return.


VSMVX

1D
-0.48%
1M
-5.37%
YTD
2.15%
6M
5.65%
1Y
21.03%
3Y*
9.21%
5Y*
4.68%
10Y*
9.29%

AVUV

1D
2.03%
1M
-1.97%
YTD
8.60%
6M
11.68%
1Y
28.72%
3Y*
16.19%
5Y*
10.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSMVX vs. AVUV - Expense Ratio Comparison

VSMVX has a 0.08% 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%.


Return for Risk

VSMVX vs. AVUV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSMVX
VSMVX Risk / Return Rank: 4646
Overall Rank
VSMVX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VSMVX Sortino Ratio Rank: 5050
Sortino Ratio Rank
VSMVX Omega Ratio Rank: 4343
Omega Ratio Rank
VSMVX Calmar Ratio Rank: 4848
Calmar Ratio Rank
VSMVX Martin Ratio Rank: 4545
Martin Ratio Rank

AVUV
AVUV Risk / Return Rank: 7474
Overall Rank
AVUV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 7575
Sortino Ratio Rank
AVUV Omega Ratio Rank: 7171
Omega Ratio Rank
AVUV Calmar Ratio Rank: 7676
Calmar Ratio Rank
AVUV Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VSMVX vs. AVUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX) and Avantis US 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.


VSMVXAVUVDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.23

-0.33

Sortino ratio

Return per unit of downside risk

1.39

1.80

-0.40

Omega ratio

Gain probability vs. loss probability

1.18

1.25

-0.07

Calmar ratio

Return relative to maximum drawdown

1.18

1.87

-0.69

Martin ratio

Return relative to average drawdown

4.50

7.37

-2.87

VSMVX vs. AVUV - Sharpe Ratio Comparison

The current VSMVX Sharpe Ratio is 0.90, which is comparable to the AVUV Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of VSMVX and AVUV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VSMVXAVUVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.23

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.45

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.52

-0.06

Correlation

The correlation between VSMVX 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.


Dividends

VSMVX vs. AVUV - Dividend Comparison

VSMVX's dividend yield for the trailing twelve months is around 1.86%, more than AVUV's 1.41% yield.


TTM20252024202320222021202020192018201720162015
VSMVX
Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares
1.86%1.45%1.85%1.92%1.88%1.66%1.46%1.65%1.89%1.55%1.26%1.42%
AVUV
Avantis US Small Cap Value ETF
1.41%1.58%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%

Drawdowns

VSMVX vs. AVUV - Drawdown Comparison

The maximum VSMVX drawdown since its inception was -47.61%, roughly equal to the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for VSMVX and AVUV.


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Drawdown Indicators


VSMVXAVUVDifference

Max Drawdown

Largest peak-to-trough decline

-47.61%

-49.42%

+1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-15.74%

-15.43%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-28.81%

-28.79%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-47.61%

Current Drawdown

Current decline from peak

-8.13%

-4.14%

-3.99%

Average Drawdown

Average peak-to-trough decline

-7.72%

-8.14%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

3.91%

+0.22%

Volatility

VSMVX vs. AVUV - Volatility Comparison

The current volatility for Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX) is 5.01%, while Avantis US Small Cap Value ETF (AVUV) has a volatility of 5.51%. This indicates that VSMVX 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.


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Volatility by Period


VSMVXAVUVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

5.51%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

13.11%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

23.78%

23.46%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.16%

22.95%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.14%

28.60%

-4.46%