WHGSX vs. AVUV
WHGSX (Westwood Quality SmallCap Fund) and AVUV (Avantis US Small Cap Value ETF) are both funds - WHGSX is a Small Cap Blend Equities fund managed by Westwood, while AVUV is a Small Cap Value Equities fund actively managed by Avantis. Over the past 5 years, WHGSX returned 5.43%/yr vs 11.94%/yr for AVUV. Their correlation of 0.94 suggests significant overlap in exposure. WHGSX charges 0.92%/yr vs 0.25%/yr for AVUV.
Performance
WHGSX vs. AVUV - Performance Comparison
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Returns By Period
In the year-to-date period, WHGSX achieves a 14.29% return, which is significantly lower than AVUV's 20.76% return.
WHGSX
- 1D
- 1.96%
- 1M
- 4.60%
- YTD
- 14.29%
- 6M
- 11.67%
- 1Y
- 19.03%
- 3Y*
- 9.83%
- 5Y*
- 5.43%
- 10Y*
- 9.15%
AVUV
- 1D
- 0.31%
- 1M
- 2.33%
- YTD
- 20.76%
- 6M
- 18.15%
- 1Y
- 39.60%
- 3Y*
- 20.03%
- 5Y*
- 11.94%
- 10Y*
- —
WHGSX vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WHGSX Westwood Quality SmallCap Fund | 14.29% | -0.12% | 4.75% | 17.16% | -12.42% | 27.94% | 2.16% | 4.16% |
AVUV Avantis US Small Cap Value ETF | 20.76% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.54% |
Correlation
The correlation between WHGSX and AVUV is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.94 |
The correlation between WHGSX and AVUV has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
WHGSX vs. AVUV — Risk / Return Rank
WHGSX
AVUV
WHGSX vs. AVUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Westwood Quality SmallCap Fund (WHGSX) and Avantis US 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WHGSX | AVUV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 5.00 | -3.13 |
| Martin ratioReturn relative to average drawdown | 5.00 | 14.84 | -9.84 |
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Drawdowns
WHGSX vs. AVUV - Drawdown Comparison
The maximum WHGSX drawdown since its inception was -56.51%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for WHGSX and AVUV.
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Drawdown Indicators
| WHGSX | AVUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.51% | -49.42% | -7.09% |
Max Drawdown (1Y)Largest decline over 1 year | -10.47% | -7.95% | -2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -26.67% | -28.79% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -26.67% | -28.79% | +2.12% |
Max Drawdown (10Y)Largest decline over 10 years | -42.94% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.61% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -10.44% | -7.90% | -2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 2.68% | +1.25% |
Volatility
WHGSX vs. AVUV - Volatility Comparison
Westwood Quality SmallCap Fund (WHGSX) has a higher volatility of 5.51% compared to Avantis US Small Cap Value ETF (AVUV) at 4.28%. This indicates that WHGSX's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WHGSX | AVUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 4.28% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.36% | 11.39% | +0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.68% | 17.67% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.18% | 22.65% | -2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.12% | 28.23% | -6.11% |
WHGSX vs. AVUV - Expense Ratio Comparison
WHGSX has a 0.92% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Dividends
WHGSX vs. AVUV - Dividend Comparison
WHGSX's dividend yield for the trailing twelve months is around 5.35%, more than AVUV's 1.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 1.63% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
WHGSX Westwood Quality SmallCap Fund | 5.35% | 6.11% | 6.37% | 4.06% | 3.67% | 4.69% | 0.65% | 1.04% | 7.20% | 7.25% | 0.52% | 0.41% |
Frequently Asked Questions
With a correlation of 0.92, WHGSX and AVUV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
WHGSX has higher volatility (5.51%) compared to AVUV (4.28%). In terms of maximum drawdown, WHGSX dropped -56.51% vs AVUV's -49.42%.
AVUV currently has the higher Sharpe Ratio (2.26 vs 1.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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