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Smead Value Fund (SMVLX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US83178C8819
CUSIP
83178C881
Inception Date
Jan 2, 2008
Min. Investment
$3,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Smead 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.


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S&P 500 Index

Returns By Period

Smead Value Fund (SMVLX) has returned 7.13% so far this year and 16.08% over the past 12 months. Over the last ten years, SMVLX has returned 11.46% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Smead Value Fund

1D
-0.27%
1M
-1.50%
YTD
7.13%
6M
7.45%
1Y
16.08%
3Y*
11.29%
5Y*
9.68%
10Y*
11.46%

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 Jan 2, 2009, SMVLX's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, your investment would double in approximately 5.0 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +15.9%, while the worst month was Mar 2020 at -21.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SMVLX 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 -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.25%4.33%-1.50%7.13%
20252.58%-2.64%-2.92%-8.44%2.71%3.76%3.06%7.49%-0.06%-3.26%4.38%-0.67%5.05%
2024-0.51%3.99%7.08%-5.43%2.67%-1.74%5.16%0.67%-0.73%-2.68%3.99%-6.79%4.78%
20237.54%-5.56%-1.55%1.95%-6.29%7.99%5.65%-2.54%-3.88%-3.85%7.87%10.37%16.87%
2022-0.25%-0.97%1.71%-6.57%5.03%-11.68%9.13%-2.49%-7.74%14.25%4.60%-4.85%-2.79%
20216.77%6.24%5.98%2.62%2.92%3.18%-0.57%2.63%-1.57%6.78%-1.97%3.44%42.46%

Benchmark Metrics

Smead Value Fund has an annualized alpha of 1.93%, beta of 0.96, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since January 05, 2009.

  • This fund captured 105.45% of S&P 500 Index gains but only 99.89% of its losses — a favorable profile for investors.
  • With beta of 0.96 and R² of 0.81, 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
1.93%
Beta
0.96
0.81
Upside Capture
105.45%
Downside Capture
99.89%

Expense Ratio

SMVLX has a high expense ratio of 1.26%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SMVLX ranks 36 for risk / return — below 36% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SMVLX Risk / Return Rank: 3636
Overall Rank
SMVLX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SMVLX Sortino Ratio Rank: 3838
Sortino Ratio Rank
SMVLX Omega Ratio Rank: 3838
Omega Ratio Rank
SMVLX Calmar Ratio Rank: 3333
Calmar Ratio Rank
SMVLX Martin Ratio Rank: 3232
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 Smead Value Fund (SMVLX) and compare them to a chosen benchmark (S&P 500 Index).


SMVLXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.90

-0.06

Sortino ratio

Return per unit of downside risk

1.27

1.39

-0.12

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

0.94

1.40

-0.46

Martin ratio

Return relative to average drawdown

3.54

6.61

-3.06

Explore SMVLX risk-adjusted metrics in detail

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

Dividends

Dividend History

Smead Value Fund provided a 1.56% dividend yield over the last twelve months, with an annual payout of $1.36 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.36$1.36$0.86$1.02$1.18$2.71$0.71$1.93$3.10$0.10$1.22$1.21

Dividend yield

1.56%1.67%1.08%1.34%1.78%3.91%1.40%3.83%7.47%0.22%3.14%3.10%

Monthly Dividends

The table displays the monthly dividend distributions for Smead 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$1.36$1.36
2024$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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.02$1.02
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.18$1.18
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.71$2.71

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Smead 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 Smead Value Fund was 39.56%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current Smead Value Fund drawdown is 2.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.56%Jan 21, 202044Mar 23, 2020179Dec 4, 2020223
-26.93%Jan 7, 200942Mar 9, 200939May 4, 200981
-24.62%Oct 17, 2024118Apr 8, 2025189Jan 8, 2026307
-18.42%Jan 12, 2022177Sep 26, 202284Jan 26, 2023261
-18.33%Apr 28, 201173Aug 10, 2011112Jan 20, 2012185

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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