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VV vs. AVUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VVAVUS
YTD Return10.54%9.88%
1Y Return35.14%32.00%
3Y Return (Ann)10.76%10.38%
Sharpe Ratio2.972.60
Daily Std Dev11.73%12.32%
Max Drawdown-54.81%-37.04%
Current Drawdown-0.07%0.00%

Correlation

0.95
-1.001.00

The correlation between VV and AVUS is 0.95, 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

VV vs. AVUS - Performance Comparison

In the year-to-date period, VV achieves a 10.54% return, which is significantly higher than AVUS's 9.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%60.00%70.00%80.00%90.00%OctoberNovemberDecember2024FebruaryMarch
89.14%
90.01%
VV
AVUS

Compare stocks, funds, or ETFs


Vanguard Large-Cap ETF

Avantis U.S. Equity ETF

VV vs. AVUS - Expense Ratio Comparison

VV has a 0.04% expense ratio, which is lower than AVUS's 0.15% expense ratio.

AVUS
Avantis U.S. Equity ETF
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VV vs. AVUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) and Avantis U.S. Equity ETF (AVUS). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VV
Vanguard Large-Cap ETF
2.97
AVUS
Avantis U.S. Equity ETF
2.60

VV vs. AVUS - Sharpe Ratio Comparison

The current VV Sharpe Ratio is 2.97, which roughly equals the AVUS Sharpe Ratio of 2.60. The chart below compares the 12-month rolling Sharpe Ratio of VV and AVUS.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.97
2.60
VV
AVUS

Dividends

VV vs. AVUS - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 1.33%, more than AVUS's 1.28% yield.


TTM20232022202120202019201820172016201520142013
VV
Vanguard Large-Cap ETF
1.33%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%1.75%
AVUS
Avantis U.S. Equity ETF
1.28%1.41%1.59%1.08%1.19%0.35%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VV vs. AVUS - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, which is greater than AVUS's maximum drawdown of -37.04%. The drawdown chart below compares losses from any high point along the way for VV and AVUS


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.07%
0
VV
AVUS

Volatility

VV vs. AVUS - Volatility Comparison

Vanguard Large-Cap ETF (VV) has a higher volatility of 3.02% compared to Avantis U.S. Equity ETF (AVUS) at 2.70%. This indicates that VV's price experiences larger fluctuations and is considered to be riskier than AVUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%OctoberNovemberDecember2024FebruaryMarch
3.02%
2.70%
VV
AVUS