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Westwood Quality SmallCap Fund (WHGSX) Sharpe Ratio: 1.11

Mutual Fund · Currency in USD · Last updated Jun 23, 2026

The investment seeks long-term capital appreciation. The fund invests at least 80% of its net assets, plus any borrowings for investment purposes, in equity securities of small-cap companies. The manager considers small-cap companies to be those companies within the market capitalization range of the Russell 2000 Index at the time of initial purchase. The equity securities in which the fund invests are primarily common stocks, but may also include shares of exchange-traded funds ("ETFs"), real estate investment trusts, royalty trusts, and master limited partnerships.

WHGSX's Sharpe Ratio of 1.11 indicates that for each unit of volatility, it generates 1.11 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 23, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

WHGSX Sharpe Ratio Rank

WHGSX Sharpe Ratio Rank: 17.417
Concerning

WHGSX ranks above 17.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

WHGSX Sharpe Ratio Market Positioning

The chart shows WHGSX'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%): 1.33 or lower
  • Yellow zone (middle 50%): 1.33 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.31+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Westwood Quality SmallCap Fund's Sharpe Ratio with other mutual funds in the Small Cap Blend Equities category across multiple time periods, showing how WHGSX'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 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
WWSIXKeeley Small Cap Fund Class Institutional3.25
WESCXTETON Westwood SmallCap Equity Fund3.23
MOPIXMainStay WMC Small Companies Fund3.03
RYOTXRoyce Micro Cap Series Fund2.98
RIVSXRiver Oak Discovery Fund2.98
NINLXNeuberger Berman Intrinsic Value Fund2.69
JESIXJohn Hancock Variable Insurance Trust Small Cap Index Trust2.63
IPSIXVoya Index Plus SmallCap Portfolio2.59
AFMCXAcuitas US Microcap Fund2.57
AUERXAuer Growth Fund2.56
WHGSXWestwood Quality SmallCap Fund1.11

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows WHGSX'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 WHGSX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does WHGSX fit in your portfolio?

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