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AVALX vs. FMTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVALX vs. FMTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aegis Value Fund (AVALX) and MarketDesk Focused U.S. Momentum ETF (FMTM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVALX achieves a 17.29% return, which is significantly lower than FMTM's 28.93% return.


AVALX

1D
1.78%
1M
-4.39%
YTD
17.29%
6M
17.59%
1Y
50.49%
3Y*
32.38%
5Y*
20.79%
10Y*
20.09%

FMTM

1D
0.84%
1M
-0.20%
YTD
28.93%
6M
30.60%
1Y
60.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVALX vs. FMTM - Yearly Performance Comparison


2026 (YTD)2025
AVALX
Aegis Value Fund
17.29%48.43%
FMTM
MarketDesk Focused U.S. Momentum ETF
28.93%28.21%

Correlation

The correlation between AVALX and FMTM is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2025

0.46

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Return for Risk

AVALX vs. FMTM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVALX
AVALX Risk / Return Rank: 9292
Overall Rank
AVALX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
AVALX Sortino Ratio Rank: 8787
Sortino Ratio Rank
AVALX Omega Ratio Rank: 8686
Omega Ratio Rank
AVALX Calmar Ratio Rank: 9797
Calmar Ratio Rank
AVALX Martin Ratio Rank: 9696
Martin Ratio Rank

FMTM
FMTM Risk / Return Rank: 8787
Overall Rank
FMTM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FMTM Sortino Ratio Rank: 8181
Sortino Ratio Rank
FMTM Omega Ratio Rank: 8383
Omega Ratio Rank
FMTM Calmar Ratio Rank: 9191
Calmar Ratio Rank
FMTM Martin Ratio Rank: 9191
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.

AVALX vs. FMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aegis Value Fund (AVALX) and MarketDesk Focused U.S. Momentum ETF (FMTM). 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.


AVALXFMTMDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.51

1.43

+0.08

Calmar ratioReturn relative to maximum drawdown

6.25

4.98

+1.27

Martin ratioReturn relative to average drawdown

21.12

19.05

+2.07

AVALX vs. FMTM - Sharpe Ratio Comparison

The current AVALX Sharpe Ratio is 3.00, which is comparable to the FMTM Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of AVALX and FMTM, 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

AVALX vs. FMTM - Drawdown Comparison

The maximum AVALX drawdown since its inception was -73.72%, which is greater than FMTM's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for AVALX and FMTM.


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Drawdown Indicators


AVALXFMTMDifference

Max Drawdown

Largest peak-to-trough decline

-73.72%

-12.12%

-61.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-12.12%

+3.80%

Max Drawdown (3Y)

Largest decline over 3 years

-13.59%

Max Drawdown (5Y)

Largest decline over 5 years

-32.00%

Max Drawdown (10Y)

Largest decline over 10 years

-48.34%

Current Drawdown

Current decline from peak

-4.41%

-2.13%

-2.28%

Average Drawdown

Average peak-to-trough decline

-10.94%

-1.92%

-9.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

3.16%

-0.70%

Volatility

AVALX vs. FMTM - Volatility Comparison

The current volatility for Aegis Value Fund (AVALX) is 5.33%, while MarketDesk Focused U.S. Momentum ETF (FMTM) has a volatility of 8.43%. This indicates that AVALX experiences smaller price fluctuations and is considered to be less risky than FMTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVALXFMTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

8.43%

-3.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.33%

18.85%

-5.52%

Volatility (1Y)

Calculated over the trailing 1-year period

17.35%

23.67%

-6.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.31%

23.40%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.18%

23.40%

-1.22%

AVALX vs. FMTM - Expense Ratio Comparison

AVALX has a 1.50% expense ratio, which is higher than FMTM's 0.45% expense ratio.


Dividends

AVALX vs. FMTM - Dividend Comparison

AVALX's dividend yield for the trailing twelve months is around 1.99%, more than FMTM's 0.23% yield.


PositionTTM20252024202320222021202020192018201720162015
AVALX
Aegis Value Fund
1.99%2.34%7.07%2.23%0.16%0.00%6.62%2.36%6.18%0.00%1.45%0.04%
FMTM
MarketDesk Focused U.S. Momentum ETF
0.23%0.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AVALX and FMTM have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMTM has higher volatility (8.43%) compared to AVALX (5.33%). In terms of maximum drawdown, AVALX dropped -73.72% vs FMTM's -12.12%.

AVALX currently has the higher Sharpe Ratio (3.00 vs 2.55), 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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