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WAMVX vs. AVUV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WAMVXAVUV
YTD Return27.98%16.20%
1Y Return49.83%39.85%
3Y Return (Ann)-7.90%9.19%
5Y Return (Ann)5.51%15.99%
Sharpe Ratio2.471.78
Sortino Ratio3.452.62
Omega Ratio1.421.33
Calmar Ratio1.003.51
Martin Ratio16.059.27
Ulcer Index3.01%4.16%
Daily Std Dev19.54%21.70%
Max Drawdown-66.97%-49.42%
Current Drawdown-22.24%-1.06%

Correlation

-0.50.00.51.00.8

The correlation between WAMVX and AVUV is 0.82, 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

WAMVX vs. AVUV - Performance Comparison

In the year-to-date period, WAMVX achieves a 27.98% return, which is significantly higher than AVUV's 16.20% 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%20.00%JuneJulyAugustSeptemberOctoberNovember
21.47%
12.52%
WAMVX
AVUV

Compare stocks, funds, or ETFs

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


WAMVX vs. AVUV - Expense Ratio Comparison

WAMVX has a 1.66% expense ratio, which is higher than AVUV's 0.25% expense ratio.


WAMVX
Wasatch Micro Cap Value Fund
Expense ratio chart for WAMVX: current value at 1.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.66%
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

WAMVX vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Value Fund (WAMVX) 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.


WAMVX
Sharpe ratio
The chart of Sharpe ratio for WAMVX, currently valued at 2.47, compared to the broader market0.002.004.002.47
Sortino ratio
The chart of Sortino ratio for WAMVX, currently valued at 3.45, compared to the broader market0.005.0010.003.45
Omega ratio
The chart of Omega ratio for WAMVX, currently valued at 1.42, compared to the broader market1.002.003.004.001.42
Calmar ratio
The chart of Calmar ratio for WAMVX, currently valued at 1.00, compared to the broader market0.005.0010.0015.0020.0025.001.00
Martin ratio
The chart of Martin ratio for WAMVX, currently valued at 16.05, compared to the broader market0.0020.0040.0060.0080.00100.0016.05
AVUV
Sharpe ratio
The chart of Sharpe ratio for AVUV, currently valued at 1.78, compared to the broader market0.002.004.001.78
Sortino ratio
The chart of Sortino ratio for AVUV, currently valued at 2.62, compared to the broader market0.005.0010.002.62
Omega ratio
The chart of Omega ratio for AVUV, currently valued at 1.33, compared to the broader market1.002.003.004.001.33
Calmar ratio
The chart of Calmar ratio for AVUV, currently valued at 3.51, compared to the broader market0.005.0010.0015.0020.0025.003.51
Martin ratio
The chart of Martin ratio for AVUV, currently valued at 9.27, compared to the broader market0.0020.0040.0060.0080.00100.009.27

WAMVX vs. AVUV - Sharpe Ratio Comparison

The current WAMVX Sharpe Ratio is 2.47, which is higher than the AVUV Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of WAMVX and AVUV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.47
1.78
WAMVX
AVUV

Dividends

WAMVX vs. AVUV - Dividend Comparison

WAMVX has not paid dividends to shareholders, while AVUV's dividend yield for the trailing twelve months is around 1.51%.


TTM20232022202120202019201820172016
WAMVX
Wasatch Micro Cap Value Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.65%0.00%0.07%
AVUV
Avantis U.S. Small Cap Value ETF
1.51%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%

Drawdowns

WAMVX vs. AVUV - Drawdown Comparison

The maximum WAMVX drawdown since its inception was -66.97%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for WAMVX and AVUV. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-22.24%
-1.06%
WAMVX
AVUV

Volatility

WAMVX vs. AVUV - Volatility Comparison

The current volatility for Wasatch Micro Cap Value Fund (WAMVX) is 7.04%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.61%. This indicates that WAMVX 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.04%
8.61%
WAMVX
AVUV