PortfoliosLab logoPortfoliosLab logo
ISIN
US00769G5356
CUSIP
00769G535
Issuer
LSV
Inception Date
Feb 28, 2013
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

LSVQX Performance Chart

LSV Small Cap Value Fund (LSVQX) is up 15.1% since the beginning of the year. LSVQX is currently trading at $21 per share. Investors who bought $1,000 worth of LSVQX shares 5 years ago would now be looking at an investment worth $1,553.


Loading charts...

S&P 500 Index

Returns By Period

LSV Small Cap Value Fund (LSVQX) has returned 15.12% so far this year and 29.83% over the past 12 months. Over the last ten years, LSVQX has returned 9.07% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


LSV Small Cap Value Fund

1D
0.76%
1M
2.61%
YTD
15.12%
6M
13.02%
1Y
29.83%
3Y*
14.18%
5Y*
9.20%
10Y*
9.07%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSVQX Monthly Returns History

Based on dividend-adjusted daily data since Mar 1, 2013, LSVQX's average daily return is +0.04%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +19.3%, while the worst month was Mar 2020 at -31.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, LSVQX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -15.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.17%2.03%-3.47%8.51%1.22%2.16%15.12%
20252.26%-2.47%-4.64%-4.98%4.65%3.13%1.38%7.52%-0.51%-3.05%3.73%0.90%7.31%
2024-3.03%1.82%5.03%-5.27%3.48%-1.90%10.51%-1.65%-0.71%-1.38%8.32%-9.32%4.23%
20239.28%-1.49%-7.40%-2.20%-2.96%10.67%7.66%-3.45%-4.32%-4.39%7.30%11.41%19.02%
2022-2.94%0.77%0.12%-6.29%4.14%-10.13%10.46%-2.79%-10.37%13.38%6.27%-5.86%-6.24%
20213.74%10.90%6.84%2.92%3.62%-2.21%-2.26%2.68%-2.26%2.73%-1.71%5.96%34.54%

Benchmark Metrics

LSV Small Cap Value Fund has an annualized alpha of -2.86%, beta of 1.05, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since March 01, 2013.

  • This fund participated in 116.97% of S&P 500 Index downside but only 99.11% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.86% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.05 and R2 of 0.63, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-2.86%
Beta
1.05
0.63
Upside Capture
99.11%
Downside Capture
116.97%

Expense Ratio

LSVQX has an expense ratio of 0.83%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LSVQX ranks 57 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


LSVQX Risk / Return Rank: 5757
Overall Rank
LSVQX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
LSVQX Sortino Ratio Rank: 5454
Sortino Ratio Rank
LSVQX Omega Ratio Rank: 4545
Omega Ratio Rank
LSVQX Calmar Ratio Rank: 8282
Calmar Ratio Rank
LSVQX Martin Ratio Rank: 5555
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 LSV Small Cap Value Fund (LSVQX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LSVQXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

3.54

2.78

+0.76

Martin ratioReturn relative to average drawdown

10.49

12.44

-1.95

Dividends

Dividend History

LSV Small Cap Value Fund provided a 7.06% dividend yield over the last twelve months, with an annual payout of $1.50 per share.


2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.50$1.50$0.33$0.86$0.32$0.25$0.24$0.29$0.84$0.74$0.36$0.43

Dividend yield

7.06%8.13%1.78%4.73%2.02%1.45%1.83%2.04%7.00%4.78%2.35%3.59%

Monthly Dividends

The table displays the monthly dividend distributions for LSV Small Cap 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$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$1.50$1.50
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.86$0.86
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25

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 charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the LSV Small Cap 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 LSV Small Cap Value Fund was 54.77%, occurring on Mar 23, 2020. Recovery took 227 trading sessions.

The current LSV Small Cap Value Fund drawdown is 1.89%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-54.77%Mar 2020
1y 7mo11mo
2y 5moAug 2018 - Feb 2021
2025 selloff2025
-25.76%Apr 2025
4mo 13d9mo 6d
1y 1moNov 2024 - Jan 2026
2016 bear market2016
-20.00%Feb 2016
10mo 1d5mo 12d
1y 3moApr 2015 - Jul 2016
Bear market2022
-19.88%Sep 2022
8mo 11d4mo 8d
1y 14dJan 2022 - Feb 2023
2023 correction2023
-17.54%May 2023
3mo2mo 28d
5mo 28dFeb 2023 - Jul 2023

Drawdown Indicators


LSVQXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-54.77%

-56.78%

+2.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

-9.10%

+0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-25.76%

-18.90%

-6.86%

Max Drawdown (5Y)

Largest decline over 5 years

-25.76%

-25.43%

-0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-54.77%

-33.92%

-20.85%

Current Drawdown

Current decline from peak

-1.89%

-1.80%

-0.09%

Average Drawdown

Average peak-to-trough decline

-7.42%

-10.71%

+3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.03%

+0.83%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with LSVQX

Add LSV Small Cap Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with LSVQX