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ISIN
US8841161040
CUSIP
884116104
Inception Date
Oct 31, 1990
Min. Investment
$10,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Performance

TAVFX Performance Chart

Third Avenue Value Fund (TAVFX) is up 11.3% since the beginning of the year. TAVFX is currently trading at $81 per share. Investors who bought $1,000 worth of TAVFX shares 5 years ago would now be looking at an investment worth $2,052.


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S&P 500 Index

Returns By Period

Third Avenue Value Fund (TAVFX) has returned 11.26% so far this year and 38.61% over the past 12 months. Over the last ten years, TAVFX has returned 10.63% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Third Avenue Value Fund

1D
-0.90%
1M
-1.78%
YTD
11.26%
6M
11.70%
1Y
38.61%
3Y*
17.25%
5Y*
15.46%
10Y*
10.63%

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)

TAVFX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1991, TAVFX's average daily return is +0.06%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +21.7%, while the worst month was Mar 2020 at -31.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, TAVFX closed higher 53% of trading days. The best single day was Mar 13, 2025 with a return of +166.5%, while the worst single day was Mar 12, 2025 at -62.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.78%5.67%-5.80%5.14%1.47%-2.80%11.26%
20253.50%0.13%-0.37%0.45%4.63%4.15%-0.06%8.56%3.09%0.74%3.58%3.05%35.93%
2024-0.82%1.42%7.95%-1.33%3.85%-4.00%3.64%-1.08%-1.23%-6.46%0.40%-3.95%-2.43%
202313.10%-1.54%-2.41%0.56%-5.21%8.75%5.62%-6.08%-1.59%-5.90%6.73%8.87%20.26%
20224.80%2.81%6.62%-4.50%5.98%-13.55%2.50%-1.57%-8.33%14.28%9.80%0.74%17.46%
20211.23%13.63%4.37%6.41%4.30%-5.99%-3.08%1.17%0.06%1.08%-5.71%4.50%22.39%

Benchmark Metrics

Third Avenue Value Fund has an annualized alpha of 6.73%, beta of 0.76, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since January 02, 1991.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.68%) than losses (89.90%) - typical of diversified or defensive assets.
  • R2 of 0.15 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
6.73%
Beta
0.76
0.15
Upside Capture
95.68%
Downside Capture
89.90%

Expense Ratio

TAVFX has a high expense ratio of 1.15%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TAVFX ranks 71 for risk / return — better than 71% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


TAVFX Risk / Return Rank: 7171
Overall Rank
TAVFX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TAVFX Sortino Ratio Rank: 7070
Sortino Ratio Rank
TAVFX Omega Ratio Rank: 6464
Omega Ratio Rank
TAVFX Calmar Ratio Rank: 7575
Calmar Ratio Rank
TAVFX Martin Ratio Rank: 7272
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 Third Avenue Value Fund (TAVFX) 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.


TAVFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

3.22

2.78

+0.44

Martin ratioReturn relative to average drawdown

12.85

12.44

+0.41

Dividends

Dividend History

Third Avenue Value Fund provided a 6.23% dividend yield over the last twelve months, with an annual payout of $5.06 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$5.06$5.06$5.67$2.89$3.19$1.90$0.30$2.39$1.68$1.61$4.15$4.05

Dividend yield

6.23%6.93%9.86%4.48%5.67%3.74%0.70%5.95%4.45%3.03%8.24%8.43%

Monthly Dividends

The table displays the monthly dividend distributions for Third Avenue 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$5.06$5.06
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.67$5.67
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.89$2.89
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.19$3.19
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.90$1.90

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 Third Avenue 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 Third Avenue Value Fund was 66.11%, occurring on Mar 12, 2025. Recovery took 91 trading sessions.

The current Third Avenue Value Fund drawdown is 4.32%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-66.11%Mar 2025
9mo 25d4mo 13d
1y 2moMay 2024 - Jul 2025
Financial crisis2007–2009
-61.36%Mar 2009
1y 4mo5y 23d
6y 5moNov 2007 - Mar 2014
COVID crash2020
-60.36%Mar 2020
2y 1mo11mo 7d
3y 25dJan 2018 - Feb 2021
Dot-com crash2000–2002
-31.13%Oct 2002
4mo 22d11mo 13d
1y 4moMay 2002 - Sep 2003
2016 bear market2016
-26.60%Feb 2016
7mo 22d10mo
1y 5moJun 2015 - Dec 2016

Drawdown Indicators


TAVFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-66.11%

-56.78%

-9.33%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-9.10%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-66.11%

-18.90%

-47.21%

Max Drawdown (5Y)

Largest decline over 5 years

-66.11%

-25.43%

-40.68%

Max Drawdown (10Y)

Largest decline over 10 years

-66.11%

-33.92%

-32.19%

Current Drawdown

Current decline from peak

-4.32%

-1.80%

-2.52%

Average Drawdown

Average peak-to-trough decline

-9.56%

-10.71%

+1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.03%

+0.84%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TAVFX

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

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