VTCLX vs. AVUV
Compare and contrast key facts about Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) and Avantis U.S. Small Cap Value ETF (AVUV).
VTCLX is managed by Blackrock. It was launched on Sep 6, 1994. 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: VTCLX or AVUV.
Key characteristics
| VTCLX | AVUV | |
|---|---|---|
| YTD Return | 21.90% | 8.01% |
| 1Y Return | 39.85% | 31.65% |
| 3Y Return (Ann) | 8.76% | 8.79% |
| 5Y Return (Ann) | 15.23% | 14.84% |
| Sharpe Ratio | 3.31 | 1.55 |
| Sortino Ratio | 4.38 | 2.24 |
| Omega Ratio | 1.62 | 1.28 |
| Calmar Ratio | 3.66 | 2.74 |
| Martin Ratio | 21.26 | 7.71 |
| Ulcer Index | 1.92% | 4.16% |
| Daily Std Dev | 12.31% | 20.73% |
| Max Drawdown | -55.18% | -49.42% |
| Current Drawdown | -0.84% | -3.51% |
Correlation
The correlation between VTCLX and AVUV is 0.74, 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
VTCLX vs. AVUV - Performance Comparison
In the year-to-date period, VTCLX achieves a 21.90% return, which is significantly higher than AVUV's 8.01% 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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VTCLX vs. AVUV - Expense Ratio Comparison
VTCLX has a 0.09% 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%.
Risk-Adjusted Performance
VTCLX vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) 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
VTCLX vs. AVUV - Dividend Comparison
VTCLX's dividend yield for the trailing twelve months is around 1.09%, less than AVUV's 1.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 1.09% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% | 1.56% | 1.52% |
AVUV Avantis U.S. Small Cap Value ETF | 1.63% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTCLX vs. AVUV - Drawdown Comparison
The maximum VTCLX drawdown since its inception was -55.18%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for VTCLX and AVUV. For additional features, visit the drawdowns tool.
Volatility
VTCLX vs. AVUV - Volatility Comparison
The current volatility for Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) is 2.55%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 4.40%. This indicates that VTCLX 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.