WVALX vs. AVUV
WVALX (Weitz Value Fund) and AVUV (Avantis US Small Cap Value ETF) are both funds - WVALX is a Large Cap Blend Equities fund managed by Weitz, while AVUV is a Small Cap Value Equities fund actively managed by Avantis. Over the past 5 years, WVALX returned 2.73%/yr vs 13.16%/yr for AVUV. Their 0.67 correlation means they have sometimes moved together and sometimes differently. WVALX charges 1.04%/yr vs 0.25%/yr for AVUV.
Performance
WVALX vs. AVUV - Performance Comparison
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Returns By Period
In the year-to-date period, WVALX achieves a -2.44% return, which is significantly lower than AVUV's 23.62% return.
WVALX
- 1D
- 0.36%
- 1M
- 1.16%
- 6M
- -0.87%
- YTD
- -2.44%
- 1Y
- -0.18%
- 3Y*
- 5.20%
- 5Y*
- 2.73%
- 10Y*
- 9.39%
- ALL TIME*
- 9.10%
AVUV
- 1D
- 0.03%
- 1M
- 1.43%
- 6M
- 15.37%
- YTD
- 23.62%
- 1Y
- 40.65%
- 3Y*
- 16.14%
- 5Y*
- 13.16%
- 10Y*
- —
- ALL TIME*
- 16.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $143.14M | $148.43M | $155.85M | |
WVALX Weitz Value Fund | $0.00 | $0.00 | $0.00 |
WVALX vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WVALX Weitz Value Fund | -2.44% | -0.21% | 12.76% | 29.72% | -22.89% | 26.86% | 18.41% | 6.26% |
AVUV Avantis US Small Cap Value ETF | 23.62% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.54% |
Correlation
The correlation between WVALX and AVUV is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.67 |
The correlation between WVALX and AVUV shifts across timeframes, from 0.53 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
WVALX vs. AVUV — Risk / Return Rank
WVALX
AVUV
WVALX vs. AVUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Weitz Value Fund (WVALX) 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.
| WVALX | AVUV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.35 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.40 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 4.74 | -4.88 |
| Martin ratioReturn relative to average drawdown | -0.34 | 14.98 | -15.31 |
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Drawdowns
WVALX vs. AVUV - Drawdown Comparison
The maximum WVALX drawdown since its inception was -61.96%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for WVALX and AVUV.
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Drawdown Indicators
| WVALX | AVUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.96% | -49.42% | -12.54% |
Max Drawdown (1Y)Largest decline over 1 year | -17.45% | -7.95% | -9.50% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -28.79% | +8.87% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -28.79% | -0.57% |
Max Drawdown (10Y)Largest decline over 10 years | -32.57% | — | — |
Current DrawdownCurrent decline from peak | -7.95% | -0.72% | -7.23% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -7.78% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.99% | 2.52% | +4.47% |
Volatility
WVALX vs. AVUV - Volatility Comparison
Weitz Value Fund (WVALX) has a higher volatility of 4.34% compared to Avantis US Small Cap Value ETF (AVUV) at 2.88%. This indicates that WVALX'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
| WVALX | AVUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 2.88% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 11.69% | 10.51% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.79% | 16.90% | -2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 22.40% | -4.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 28.02% | -9.77% |
WVALX vs. AVUV - Expense Ratio Comparison
WVALX has a 1.04% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Dividends
WVALX vs. AVUV - Dividend Comparison
WVALX's dividend yield for the trailing twelve months is around 22.38%, more than AVUV's 1.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 1.25% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
WVALX Weitz Value Fund | 22.38% | 21.83% | 11.03% | 5.38% | 14.15% | 3.77% | 9.12% | 4.70% | 10.95% | 7.16% | 0.00% | 12.93% |
Frequently Asked Questions
WVALX and AVUV have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WVALX has higher volatility (4.34%) compared to AVUV (2.88%). In terms of maximum drawdown, WVALX dropped -61.96% vs AVUV's -49.42%.
AVUV currently has the higher Sharpe Ratio (2.24 vs -0.16), 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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