WPGTX vs. AVUV
Compare and contrast key facts about WPG Partners Small/Micro Cap Value Fund (WPGTX) and Avantis U.S. Small Cap Value ETF (AVUV).
WPGTX is managed by Boston Partners. It was launched on Mar 30, 1972. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WPGTX or AVUV.
Key characteristics
| WPGTX | AVUV | |
|---|---|---|
| YTD Return | 16.17% | 15.62% |
| 1Y Return | 18.95% | 30.84% |
| 3Y Return (Ann) | 1.04% | 9.03% |
| 5Y Return (Ann) | 9.10% | 16.16% |
| Sharpe Ratio | 1.43 | 1.72 |
| Sortino Ratio | 2.00 | 2.55 |
| Omega Ratio | 1.26 | 1.31 |
| Calmar Ratio | 0.66 | 3.41 |
| Martin Ratio | 8.09 | 9.00 |
| Ulcer Index | 2.91% | 4.16% |
| Daily Std Dev | 16.48% | 21.77% |
| Max Drawdown | -79.00% | -49.42% |
| Current Drawdown | -22.64% | -2.19% |
Correlation
The correlation between WPGTX and AVUV is 0.96, 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
WPGTX vs. AVUV - Performance Comparison
The year-to-date returns for both stocks are quite close, with WPGTX having a 16.17% return and AVUV slightly lower at 15.62%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WPGTX vs. AVUV - Expense Ratio Comparison
WPGTX has a 1.10% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Risk-Adjusted Performance
WPGTX vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WPG Partners Small/Micro Cap Value Fund (WPGTX) 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.
Dividends
WPGTX vs. AVUV - Dividend Comparison
WPGTX's dividend yield for the trailing twelve months is around 1.00%, less than AVUV's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WPGTX WPG Partners Small/Micro Cap Value Fund | 1.00% | 1.16% | 0.52% | 0.32% | 0.64% | 0.44% | 0.40% | 0.35% | 0.42% | 0.72% | 0.75% | 0.12% |
AVUV Avantis U.S. Small Cap Value ETF | 1.52% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WPGTX vs. AVUV - Drawdown Comparison
The maximum WPGTX drawdown since its inception was -79.00%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for WPGTX and AVUV. For additional features, visit the drawdowns tool.
Volatility
WPGTX vs. AVUV - Volatility Comparison
The current volatility for WPG Partners Small/Micro Cap Value Fund (WPGTX) is 4.80%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.78%. This indicates that WPGTX 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.