VVOAX vs. AVMV

In the year-to-date period, VVOAX achieves a 36.91% return, which is significantly higher than AVMV's 27.33% return.

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VVOAX has a 1.22% expense ratio, which is higher than AVMV's 0.20% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco Value Opportunities Fund (VVOAX) and Avantis U.S. Mid Cap Value ETF (AVMV). 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.

The current VVOAX Sharpe Ratio is 2.64, which is comparable to the AVMV Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of VVOAX and AVMV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VVOAX's dividend yield for the trailing twelve months is around 0.15%, less than AVMV's 1.00% yield.

The maximum VVOAX drawdown since its inception was -65.29%, which is greater than AVMV's maximum drawdown of -8.56%. Use the drawdown chart below to compare losses from any high point for VVOAX and AVMV. For additional features, visit the drawdowns tool.

Invesco Value Opportunities Fund (VVOAX) has a higher volatility of 6.52% compared to Avantis U.S. Mid Cap Value ETF (AVMV) at 5.92%. This indicates that VVOAX's price experiences larger fluctuations and is considered to be riskier than AVMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.