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VVOAX vs. AVMV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VVOAXAVMV
YTD Return35.38%23.75%
1Y Return52.65%43.01%
Daily Std Dev17.73%16.38%
Max Drawdown-65.29%-8.56%
Current Drawdown0.00%-0.04%

Correlation

-0.50.00.51.00.9

The correlation between VVOAX and AVMV is 0.89, 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

VVOAX vs. AVMV - Performance Comparison

In the year-to-date period, VVOAX achieves a 35.38% return, which is significantly higher than AVMV's 23.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
17.60%
13.50%
VVOAX
AVMV

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VVOAX vs. AVMV - Expense Ratio Comparison

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


VVOAX
Invesco Value Opportunities Fund
Expense ratio chart for VVOAX: current value at 1.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.22%
Expense ratio chart for AVMV: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

VVOAX vs. AVMV - Risk-Adjusted Performance Comparison

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.


VVOAX
Sharpe ratio
The chart of Sharpe ratio for VVOAX, currently valued at 2.90, compared to the broader market0.002.004.002.90
Sortino ratio
The chart of Sortino ratio for VVOAX, currently valued at 3.73, compared to the broader market0.005.0010.003.73
Omega ratio
The chart of Omega ratio for VVOAX, currently valued at 1.51, compared to the broader market1.002.003.004.001.51
Calmar ratio
The chart of Calmar ratio for VVOAX, currently valued at 3.14, compared to the broader market0.005.0010.0015.0020.0025.003.14
Martin ratio
The chart of Martin ratio for VVOAX, currently valued at 19.04, compared to the broader market0.0020.0040.0060.0080.00100.0019.04
AVMV
Sharpe ratio
No data

VVOAX vs. AVMV - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

VVOAX vs. AVMV - Dividend Comparison

VVOAX's dividend yield for the trailing twelve months is around 0.15%, less than AVMV's 1.02% yield.


TTM20232022202120202019201820172016201520142013
VVOAX
Invesco Value Opportunities Fund
0.15%0.21%0.75%0.60%0.25%0.00%0.00%0.00%0.16%1.15%1.72%1.00%
AVMV
Avantis U.S. Mid Cap Value ETF
1.02%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VVOAX vs. AVMV - Drawdown Comparison

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.04%
VVOAX
AVMV

Volatility

VVOAX vs. AVMV - Volatility Comparison

Invesco Value Opportunities Fund (VVOAX) has a higher volatility of 6.32% 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.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.32%
5.92%
VVOAX
AVMV