AVLC vs AVLV: returns, Sharpe ratio and drawdown
Performance
AVLC+17.40%AVLV+30.73%
Summary
AVLC vs AVLV
Over the past year, AVLV returned +30.73% against +17.40% for AVLC. AVLV had the higher Sharpe ratio over the past year (1.93 vs 0.92), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -6.39% for AVLV and -8.00% for AVLC. Dividends over the past year came to 1.09% of AVLV's price, against 0.88% for AVLC. Their daily returns had a correlation of 0.84 over the past year, which is high.
Ranking
How AVLC and AVLV rank
AVLCAVLV
Current Drawdown
AVLC-4.78%AVLV-1.61%
Rolling Volatility
AVLC20.37%AVLV16.71%
METRICS
Correlation Matrix
Fees and dividends
What AVLC and AVLV cost and pay
AVLCAVLVExpense ratio0.15%0.15%Yield0.88%1.09%Paid, past year$0.79$1.03PaysQuarterlyQuarterlyGrowth a year—+0.2%Return with dividends+17.40%1Y+13.44%Return, price only+16.31%1Y+11.59%
AVLC charges 0.15% a year and AVLV 0.15%.
Metrics
Risk Indicators
AVLCAVLV
Alpha
AVLC
3.53%
AVLV
16.71%
Beta
AVLC
1.01x
AVLV
0.74x
Sharpe
AVLC
0.92
AVLV
1.93
Sortino
AVLC
1.30
AVLV
2.96
Omega
AVLC
1.17
AVLV
1.39
Calmar
AVLC
2.18
AVLV
4.81
Martin
AVLC
5.89
AVLV
13.04
Comparisons