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Aegis Value Fund (AVALX) Sharpe Ratio: 3.55

Mutual Fund · Currency in USD · Last updated Jun 6, 2026

The fund invests primarily in common stocks that the fund's investment advisor believes are significantly undervalued relative to the market based on fundamental accounting measures including book value (assets less liabilities), revenues, or cash flow. It has no percentage allocation for investments in small- or mid-capitalization companies, and the fund may invest up to 100% of its portfolio in the securities of these companies.

AVALX's Sharpe Ratio of 3.55 indicates that for each unit of volatility, it generates 3.55 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 6, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

AVALX Sharpe Ratio Rank

AVALX Sharpe Ratio Rank: 96.697
Exceptional

AVALX ranks above 96.6% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

AVALX Sharpe Ratio Market Positioning

The chart shows AVALX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.36 or lower
  • Yellow zone (middle 50%): 1.36 to 2.44
  • Green zone (top 25%): 2.44 or higher
  • Top 1%: 4.49+
  • Median: 2.02 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Aegis Value Fund's Sharpe Ratio with other mutual funds in the Small Cap Value Equities category across multiple time periods, showing how AVALX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 6, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
AVALXAegis Value Fund3.55
VSCAXInvesco Small Cap Value Fund3.09
MMEYXVictory Integrity Discovery Fund2.83
TSLTXTransamerica Small Cap Value2.72
RYPNXRoyce Opportunity Fund2.66
FESCXFirst Eagle Small Cap Opportunity Fund2.64
WSCVXWalthausen Small Cap Value Fund2.63
ICISXVY Columbia Small Cap Value II Portfolio2.53
GSITXGoldman Sachs Small Cap Value Insights Fund2.51
HRTVXHeartland Value Fund2.51

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AVALX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AVALX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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