PortfoliosLab logoPortfoliosLab logo
FAM Value Fund (FAMVX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US3144651052
CUSIP
314465105
Issuer
FAM
Inception Date
Jan 2, 1987
Min. Investment
$500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

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


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FAM Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

FAM Value Fund (FAMVX) has returned -3.79% so far this year and 2.02% over the past 12 months. Over the last ten years, FAMVX has returned 9.45% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


FAM Value Fund

1D
-0.15%
1M
-9.42%
YTD
-3.79%
6M
-4.93%
1Y
2.02%
3Y*
9.63%
5Y*
6.04%
10Y*
9.45%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 22, 1995, FAMVX's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, your investment would double in approximately 6.8 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2009 with a return of +11.8%, while the worst month was Aug 1998 at -16.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FAMVX closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.6%, while the worst single day was Mar 16, 2020 at -11.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.15%3.98%-9.42%-3.79%
20254.55%-1.46%-3.99%-0.15%4.67%1.23%-1.16%2.25%0.37%-3.11%2.69%-0.69%4.90%
20241.23%5.82%3.57%-6.06%2.30%-0.79%5.37%2.50%1.12%-1.34%8.04%-6.20%15.51%
20235.95%-2.73%-0.34%-0.12%-3.96%8.84%2.86%-0.32%-5.15%-2.75%7.96%6.03%16.09%
2022-6.41%-5.36%2.69%-5.74%1.00%-8.40%10.00%-3.75%-6.84%7.42%7.54%-4.91%-14.06%
2021-2.96%6.96%5.02%5.59%0.04%0.04%1.83%1.08%-4.90%6.75%-1.41%5.89%25.65%

Benchmark Metrics

FAM Value Fund has an annualized alpha of 2.92%, beta of 0.78, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since June 23, 1995.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (85.52%) than losses (79.34%) — typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 2.92% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
2.92%
Beta
0.78
0.78
Upside Capture
85.52%
Downside Capture
79.34%

Expense Ratio

FAMVX has a high expense ratio of 1.19%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FAMVX ranks 7 for risk / return — in the bottom 7% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


FAMVX Risk / Return Rank: 77
Overall Rank
FAMVX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FAMVX Sortino Ratio Rank: 77
Sortino Ratio Rank
FAMVX Omega Ratio Rank: 77
Omega Ratio Rank
FAMVX Calmar Ratio Rank: 77
Calmar Ratio Rank
FAMVX Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for FAM Value Fund (FAMVX) and compare them to a chosen benchmark (S&P 500 Index).


FAMVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.90

-0.74

Sortino ratio

Return per unit of downside risk

0.35

1.39

-1.03

Omega ratio

Gain probability vs. loss probability

1.05

1.21

-0.17

Calmar ratio

Return relative to maximum drawdown

0.10

1.40

-1.30

Martin ratio

Return relative to average drawdown

0.34

6.61

-6.26

Explore FAMVX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

FAM Value Fund provided a 5.09% dividend yield over the last twelve months, with an annual payout of $4.87 per share.


4.00%5.00%6.00%7.00%8.00%9.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.87$4.87$6.23$4.57$3.03$4.97$3.07$5.50$2.71$3.72$3.43$5.44

Dividend yield

5.09%4.90%6.28%5.01%3.67%4.99%3.69%6.80%4.09%5.06%5.21%9.06%

Monthly Dividends

The table displays the monthly dividend distributions for FAM Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.87$4.87
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.23$6.23
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.57$4.57
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.03$3.03
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.97$4.97

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the FAM Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FAM Value Fund was 51.12%, occurring on Mar 9, 2009. Recovery took 562 trading sessions.

The current FAM Value Fund drawdown is 9.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.12%Jun 5, 2007444Mar 9, 2009562May 31, 20111006
-37.73%Feb 21, 202022Mar 23, 2020166Nov 16, 2020188
-24.34%Jul 20, 199858Oct 8, 1998548Dec 8, 2000606
-22.88%May 16, 2002102Oct 9, 2002237Sep 18, 2003339
-22.77%Jan 5, 2022113Jun 16, 2022400Jan 22, 2024513

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...