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ZECP vs. AVLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

ZECP vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zacks Earnings Consistent Portfolio ETF (ZECP) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
26.04%
36.42%
ZECP
AVLV

Key characteristics

Sharpe Ratio

ZECP:

1.84

AVLV:

1.33

Sortino Ratio

ZECP:

2.49

AVLV:

1.90

Omega Ratio

ZECP:

1.34

AVLV:

1.24

Calmar Ratio

ZECP:

3.29

AVLV:

2.02

Martin Ratio

ZECP:

11.95

AVLV:

7.31

Ulcer Index

ZECP:

1.54%

AVLV:

2.34%

Daily Std Dev

ZECP:

10.03%

AVLV:

12.82%

Max Drawdown

ZECP:

-21.85%

AVLV:

-19.34%

Current Drawdown

ZECP:

-4.77%

AVLV:

-6.94%

Returns By Period

In the year-to-date period, ZECP achieves a 17.57% return, which is significantly higher than AVLV's 16.11% return.


ZECP

YTD

17.57%

1M

-1.67%

6M

6.43%

1Y

18.14%

5Y*

N/A

10Y*

N/A

AVLV

YTD

16.11%

1M

-3.98%

6M

6.19%

1Y

15.93%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


ZECP vs. AVLV - Expense Ratio Comparison

ZECP has a 0.55% expense ratio, which is higher than AVLV's 0.15% expense ratio.


ZECP
Zacks Earnings Consistent Portfolio ETF
Expense ratio chart for ZECP: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for AVLV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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.


Sharpe ratio
The chart of Sharpe ratio for ZECP, currently valued at 1.84, compared to the broader market0.002.004.001.841.33
The chart of Sortino ratio for ZECP, currently valued at 2.49, compared to the broader market-2.000.002.004.006.008.0010.002.491.90
The chart of Omega ratio for ZECP, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.24
The chart of Calmar ratio for ZECP, currently valued at 3.29, compared to the broader market0.005.0010.0015.003.292.02
The chart of Martin ratio for ZECP, currently valued at 11.95, compared to the broader market0.0020.0040.0060.0080.00100.0011.957.31
ZECP
AVLV

The current ZECP Sharpe Ratio is 1.84, which is higher than the AVLV Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of ZECP and AVLV, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.84
1.33
ZECP
AVLV

Dividends

ZECP vs. AVLV - Dividend Comparison

ZECP's dividend yield for the trailing twelve months is around 0.62%, less than AVLV's 1.14% yield.


TTM202320222021
ZECP
Zacks Earnings Consistent Portfolio ETF
0.62%0.73%0.91%0.11%
AVLV
Avantis U.S. Large Cap Value ETF
1.14%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.77%
-6.94%
ZECP
AVLV

Volatility

ZECP vs. AVLV - Volatility Comparison

The current volatility for Zacks Earnings Consistent Portfolio ETF (ZECP) is 3.11%, while Avantis U.S. Large Cap Value ETF (AVLV) has a volatility of 4.00%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.11%
4.00%
ZECP
AVLV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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