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AFMCX vs. IWC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AFMCX vs. IWC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acuitas US Microcap Fund (AFMCX) and iShares Micro-Cap ETF (IWC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AFMCX achieves a 27.27% return, which is significantly higher than IWC's 19.50% return. Both investments have delivered pretty close results over the past 10 years, with AFMCX having a 11.32% annualized return and IWC not far behind at 11.12%.


AFMCX

1D
1.31%
1M
-3.05%
6M
21.06%
YTD
27.27%
1Y
50.61%
3Y*
17.26%
5Y*
8.16%
10Y*
11.32%
ALL TIME*
10.90%

IWC

1D
-0.70%
1M
-5.03%
6M
12.92%
YTD
19.50%
1Y
48.46%
3Y*
19.06%
5Y*
6.69%
10Y*
11.12%
ALL TIME*
7.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$9.94M$13.29M$20.50M

AFMCX vs. IWC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AFMCX
Acuitas US Microcap Fund
27.27%13.54%8.32%17.41%-19.11%29.20%14.07%21.89%-13.26%10.32%
IWC
iShares Micro-Cap ETF
19.50%22.45%13.63%8.99%-21.93%18.67%20.88%22.20%-13.13%12.79%

Correlation

The correlation between AFMCX and IWC is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.94

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.95

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

0.95

The correlation between AFMCX and IWC has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

AFMCX vs. IWC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AFMCX
AFMCX Risk / Return Rank: 8787
Overall Rank
AFMCX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AFMCX Sortino Ratio Rank: 8484
Sortino Ratio Rank
AFMCX Omega Ratio Rank: 7878
Omega Ratio Rank
AFMCX Calmar Ratio Rank: 9595
Calmar Ratio Rank
AFMCX Martin Ratio Rank: 9292
Martin Ratio Rank

IWC
IWC Risk / Return Rank: 8181
Overall Rank
IWC Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IWC Sortino Ratio Rank: 7979
Sortino Ratio Rank
IWC Omega Ratio Rank: 7373
Omega Ratio Rank
IWC Calmar Ratio Rank: 8989
Calmar Ratio Rank
IWC Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AFMCX vs. IWC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acuitas US Microcap Fund (AFMCX) and iShares Micro-Cap ETF (IWC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


AFMCXIWCDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.36

1.30

+0.05

Calmar ratioReturn relative to maximum drawdown

4.37

3.67

+0.71

Martin ratioReturn relative to average drawdown

13.50

11.65

+1.86

AFMCX vs. IWC - Sharpe Ratio Comparison

The current AFMCX Sharpe Ratio is 2.18, which is comparable to the IWC Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of AFMCX and IWC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AFMCX vs. IWC - Drawdown Comparison

The maximum AFMCX drawdown since its inception was -51.65%, smaller than the maximum IWC drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for AFMCX and IWC.


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Drawdown Indicators


AFMCXIWCDifference

Max Drawdown

Largest peak-to-trough decline

-51.65%

-64.61%

+12.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.73%

-12.43%

+1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-31.09%

-29.46%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-31.09%

-40.61%

+9.52%

Max Drawdown (10Y)

Largest decline over 10 years

-51.65%

-47.21%

-4.44%

Current Drawdown

Current decline from peak

-5.00%

-6.31%

+1.31%

Average Drawdown

Average peak-to-trough decline

-10.04%

-15.18%

+5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

3.91%

-0.44%

Volatility

AFMCX vs. IWC - Volatility Comparison

Acuitas US Microcap Fund (AFMCX) has a higher volatility of 5.23% compared to iShares Micro-Cap ETF (IWC) at 4.63%. This indicates that AFMCX's price experiences larger fluctuations and is considered to be riskier than IWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AFMCXIWCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

4.63%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

15.15%

18.22%

-3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

21.54%

24.13%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.56%

24.46%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.00%

24.48%

-0.48%

AFMCX vs. IWC - Expense Ratio Comparison

AFMCX has a 1.50% expense ratio, which is higher than IWC's 0.60% expense ratio.


Dividends

AFMCX vs. IWC - Dividend Comparison

AFMCX's dividend yield for the trailing twelve months is around 3.72%, more than IWC's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
AFMCX
Acuitas US Microcap Fund
3.72%4.74%3.18%0.00%6.40%8.34%0.00%0.10%28.38%3.58%0.92%6.58%
IWC
iShares Micro-Cap ETF
1.01%1.10%1.06%1.17%1.18%0.78%0.98%1.19%1.01%1.09%1.16%1.49%

Frequently Asked Questions


With a correlation of 0.91, AFMCX and IWC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

AFMCX has higher volatility (5.23%) compared to IWC (4.63%). In terms of maximum drawdown, AFMCX dropped -51.65% vs IWC's -64.61%.

AFMCX currently has the higher Sharpe Ratio (2.18 vs 1.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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