VTMSX vs. AVUV
Compare and contrast key facts about Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) and Avantis U.S. Small Cap Value ETF (AVUV).
VTMSX is managed by Blackrock. It was launched on Mar 25, 1999. 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: VTMSX or AVUV.
Performance
VTMSX vs. AVUV - Performance Comparison
Returns By Period
In the year-to-date period, VTMSX achieves a 12.63% return, which is significantly lower than AVUV's 13.95% return.
VTMSX
12.63%
1.61%
10.20%
28.44%
10.01%
9.65%
AVUV
13.95%
2.94%
9.13%
28.29%
16.09%
N/A
Key characteristics
| VTMSX | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.32 | 1.33 |
| Sortino Ratio | 1.99 | 2.03 |
| Omega Ratio | 1.23 | 1.25 |
| Calmar Ratio | 1.45 | 2.58 |
| Martin Ratio | 7.56 | 6.80 |
| Ulcer Index | 3.50% | 4.17% |
| Daily Std Dev | 20.10% | 21.24% |
| Max Drawdown | -57.84% | -49.42% |
| Current Drawdown | -4.44% | -3.60% |
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VTMSX vs. AVUV - Expense Ratio Comparison
VTMSX 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%.
Correlation
The correlation between VTMSX and AVUV is 0.96, 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
VTMSX vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) 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
VTMSX vs. AVUV - Dividend Comparison
VTMSX's dividend yield for the trailing twelve months is around 1.49%, less than AVUV's 1.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 1.49% | 1.50% | 1.51% | 1.16% | 1.09% | 1.15% | 1.26% | 1.11% | 1.01% | 1.26% | 0.99% | 0.92% |
AVUV Avantis U.S. Small Cap Value ETF | 1.54% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTMSX vs. AVUV - Drawdown Comparison
The maximum VTMSX drawdown since its inception was -57.84%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for VTMSX and AVUV. For additional features, visit the drawdowns tool.
Volatility
VTMSX vs. AVUV - Volatility Comparison
The current volatility for Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) is 7.76%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.76%. This indicates that VTMSX 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.