AFMCX vs. IWC

In the year-to-date period, AFMCX achieves a 4.57% return, which is significantly lower than IWC's 12.23% return. Over the past 10 years, AFMCX has underperformed IWC with an annualized return of 3.36%, while IWC has yielded a comparatively higher 6.66% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for Acuitas US Microcap Fund (AFMCX) and iShares Microcap 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.

The current AFMCX Sharpe Ratio is 0.36, which is lower than the IWC Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of AFMCX and IWC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AFMCX has not paid dividends to shareholders, while IWC's dividend yield for the trailing twelve months is around 1.37%.

The maximum AFMCX drawdown since its inception was -62.06%, roughly equal to the maximum IWC drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for AFMCX and IWC. For additional features, visit the drawdowns tool.

Acuitas US Microcap Fund (AFMCX) and iShares Microcap ETF (IWC) have volatilities of 6.67% and 6.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.