ARSVX vs. VSIIX
Compare and contrast key facts about AMG River Road Small Cap Value Fund (ARSVX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX).
ARSVX is managed by AMG. It was launched on Jun 28, 2005. VSIIX is managed by Vanguard. It was launched on Dec 7, 1999.
Performance
ARSVX vs. VSIIX - Performance Comparison
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ARSVX vs. VSIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARSVX AMG River Road Small Cap Value Fund | -4.60% | -7.36% | 14.05% | 14.86% | -6.49% | 21.14% | 1.84% | 38.29% | -6.96% | 11.73% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 0.79% | 9.10% | 11.37% | 17.06% | -9.31% | 28.12% | 5.81% | 22.81% | -12.24% | 11.80% |
Returns By Period
In the year-to-date period, ARSVX achieves a -4.60% return, which is significantly lower than VSIIX's 0.79% return. Over the past 10 years, ARSVX has underperformed VSIIX with an annualized return of 8.72%, while VSIIX has yielded a comparatively higher 9.85% annualized return.
ARSVX
- 1D
- -0.07%
- 1M
- -4.87%
- YTD
- -4.60%
- 6M
- -13.25%
- 1Y
- -8.00%
- 3Y*
- 4.18%
- 5Y*
- 3.03%
- 10Y*
- 8.72%
VSIIX
- 1D
- -0.41%
- 1M
- -7.11%
- YTD
- 0.79%
- 6M
- 2.85%
- 1Y
- 16.28%
- 3Y*
- 12.52%
- 5Y*
- 7.36%
- 10Y*
- 9.85%
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ARSVX vs. VSIIX - Expense Ratio Comparison
ARSVX has a 1.35% expense ratio, which is higher than VSIIX's 0.06% expense ratio.
Return for Risk
ARSVX vs. VSIIX — Risk / Return Rank
ARSVX
VSIIX
ARSVX vs. VSIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Small Cap Value Fund (ARSVX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX). 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.
| ARSVX | VSIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.39 | 0.82 | -1.20 |
Sortino ratioReturn per unit of downside risk | -0.40 | 1.28 | -1.67 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.17 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.56 | 1.04 | -1.59 |
Martin ratioReturn relative to average drawdown | -1.38 | 4.29 | -5.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ARSVX | VSIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.39 | 0.82 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.37 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.45 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.42 | -0.03 |
Correlation
The correlation between ARSVX and VSIIX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ARSVX vs. VSIIX - Dividend Comparison
ARSVX has not paid dividends to shareholders, while VSIIX's dividend yield for the trailing twelve months is around 1.96%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARSVX AMG River Road Small Cap Value Fund | 0.00% | 0.00% | 8.50% | 4.78% | 3.87% | 7.75% | 0.00% | 12.10% | 13.01% | 14.96% | 4.96% | 6.51% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 1.96% | 1.96% | 1.99% | 2.10% | 2.04% | 1.76% | 1.69% | 2.07% | 2.36% | 1.80% | 1.77% | 1.99% |
Drawdowns
ARSVX vs. VSIIX - Drawdown Comparison
The maximum ARSVX drawdown since its inception was -54.85%, smaller than the maximum VSIIX drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for ARSVX and VSIIX.
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Drawdown Indicators
| ARSVX | VSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.85% | -62.05% | +7.20% |
Max Drawdown (1Y)Largest decline over 1 year | -16.62% | -14.16% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -19.21% | -24.09% | +4.88% |
Max Drawdown (10Y)Largest decline over 10 years | -40.52% | -45.38% | +4.86% |
Current DrawdownCurrent decline from peak | -16.96% | -8.24% | -8.72% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -8.57% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.72% | 3.42% | +3.30% |
Volatility
ARSVX vs. VSIIX - Volatility Comparison
The current volatility for AMG River Road Small Cap Value Fund (ARSVX) is 3.83%, while Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) has a volatility of 4.89%. This indicates that ARSVX experiences smaller price fluctuations and is considered to be less risky than VSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARSVX | VSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 4.89% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 11.02% | +3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 20.61% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.92% | 19.83% | -1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 21.81% | -2.44% |