ETF Comparison: VBR vs AVUV
ETF 说明
VBR - Vanguard Small Cap Value ETF
The Vanguard Small Cap Value ETF (VBR) provides diversified exposure to small-cap value stocks in the US equity market, offering a low-cost way to tap into the growth potential of smaller companies with value characteristics. The fund's multi-factor weighting scheme and diversified portfolio of nearly 1,000 securities aim to minimize risk while maximizing returns.
AVUV - Avantis U.S. Small Cap Value ETF
The Avantis U.S. Small Cap Value ETF is an actively managed fund that seeks to provide long-term capital appreciation by investing in a diversified portfolio of small-cap value stocks in the United States.
比较表
| VBR | AVUV | |
|---|---|---|
| 基金名称 | Vanguard Small Cap Value ETF | Avantis U.S. Small Cap Value ETF |
| Fund Provider | Vanguard | American Century Investments |
| Index | CRSP US Small Value | Active (No Index) |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.07% | 0.25% |
| Inception Date | 2004-01-26 | 2019-09-24 |
| Number Of Holdings | 855 | 764 |
| Currency | USD | USD |
| Region | United States | United States |
| Investment Style | Value | Value |
| Market Cap | Small-Cap | Small-Cap |
| Leveraged | Non-leveraged | Non-leveraged |
回测选项
摘要
关键指标
绩效指标
风险指标
详细报酬
绩效分析
绩效分析透过累积报酬、年底（EoY）报酬及 Sharpe 比率、Sortino 比率等风险调整指标，评估历史资料以衡量投资策略报酬。这有助于投资人在不同市场條件下评估绝对和相对绩效。
累积报酬
年底报酬表
年底报酬
风险分析
风险分析是指对可能导致资本损失的潜在负面事件进行评估。进行风险分析有助于决定是否应进行投资。这是透过回撤、波动率和 Beta 等风险指标来完成的，这些指标反映了利益相关者对投资策略一致性的信心。
回撤
回撤表
Monte Carlo 模拟
Monte Carlo 模拟是一种统计方法，透过从历史资产价格资料中随机抽样产生大量潜在结果，用以预测投资组合报酬。它协助投资人评估各种市场條件下投资组合的潜在风险和报酬。模拟考虑初始投资，并可选择性地模拟现金流情境，如固定投入、固定提款或比例提款。
重要提示：透过 Monte Carlo 模拟产生的预测纯屬假设性質，不保证未来报酬。投资决策应考量多种因素，过去表现不代表未来结果。