ZECP vs. AVLV
Compare and contrast key facts about Zacks Earnings Consistent Portfolio ETF (ZECP) and Avantis U.S. Large Cap Value ETF (AVLV).
ZECP and AVLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZECP is an actively managed fund by Zacks Investment Management. It was launched on Aug 24, 2021. AVLV is a passively managed fund by American Century Investments that tracks the performance of the Russell 1000 Value Index. It was launched on Sep 21, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZECP or AVLV.
Performance
ZECP vs. AVLV - Performance Comparison
Returns By Period
In the year-to-date period, ZECP achieves a 19.56% return, which is significantly lower than AVLV's 20.58% return.
ZECP
19.56%
-0.10%
9.08%
25.09%
N/A
N/A
AVLV
20.58%
2.21%
9.44%
29.59%
N/A
N/A
Key characteristics
| ZECP | AVLV | |
|---|---|---|
| Sharpe Ratio | 2.54 | 2.40 |
| Sortino Ratio | 3.48 | 3.37 |
| Omega Ratio | 1.47 | 1.44 |
| Calmar Ratio | 3.99 | 3.56 |
| Martin Ratio | 16.82 | 13.40 |
| Ulcer Index | 1.48% | 2.25% |
| Daily Std Dev | 9.79% | 12.60% |
| Max Drawdown | -21.85% | -19.34% |
| Current Drawdown | -1.57% | -1.35% |
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ZECP vs. AVLV - Expense Ratio Comparison
ZECP has a 0.55% expense ratio, which is higher than AVLV's 0.15% expense ratio.
Correlation
The correlation between ZECP and AVLV 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.
Risk-Adjusted Performance
ZECP vs. AVLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks Earnings Consistent Portfolio ETF (ZECP) and Avantis U.S. Large Cap Value ETF (AVLV). 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
ZECP vs. AVLV - Dividend Comparison
ZECP's dividend yield for the trailing twelve months is around 0.61%, less than AVLV's 1.54% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
ZECP Zacks Earnings Consistent Portfolio ETF | 0.61% | 0.73% | 0.91% | 0.11% |
AVLV Avantis U.S. Large Cap Value ETF | 1.54% | 1.85% | 2.00% | 0.29% |
Drawdowns
ZECP vs. AVLV - Drawdown Comparison
The maximum ZECP drawdown since its inception was -21.85%, which is greater than AVLV's maximum drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for ZECP and AVLV. For additional features, visit the drawdowns tool.
Volatility
ZECP vs. AVLV - Volatility Comparison
The current volatility for Zacks Earnings Consistent Portfolio ETF (ZECP) is 3.44%, while Avantis U.S. Large Cap Value ETF (AVLV) has a volatility of 4.50%. This indicates that ZECP experiences smaller price fluctuations and is considered to be less risky than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.