AVALX vs. VSCAX
Compare and contrast key facts about Aegis Value Fund (AVALX) and Invesco Small Cap Value Fund (VSCAX).
AVALX is managed by Aegis. It was launched on May 15, 1998. VSCAX is managed by Invesco. It was launched on Jun 21, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVALX or VSCAX.
Key characteristics
| AVALX | VSCAX | |
|---|---|---|
| YTD Return | 13.15% | 30.28% |
| 1Y Return | 21.34% | 44.35% |
| 3Y Return (Ann) | 11.72% | 6.10% |
| 5Y Return (Ann) | 20.43% | 13.72% |
| 10Y Return (Ann) | 9.16% | 1.91% |
| Sharpe Ratio | 1.10 | 2.14 |
| Sortino Ratio | 1.57 | 2.75 |
| Omega Ratio | 1.19 | 1.38 |
| Calmar Ratio | 1.68 | 2.00 |
| Martin Ratio | 4.22 | 11.51 |
| Ulcer Index | 4.94% | 3.86% |
| Daily Std Dev | 19.01% | 20.79% |
| Max Drawdown | -79.55% | -72.32% |
| Current Drawdown | -4.47% | -0.86% |
Correlation
The correlation between AVALX and VSCAX is 0.72, 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.
Performance
AVALX vs. VSCAX - Performance Comparison
In the year-to-date period, AVALX achieves a 13.15% return, which is significantly lower than VSCAX's 30.28% return. Over the past 10 years, AVALX has outperformed VSCAX with an annualized return of 9.16%, while VSCAX has yielded a comparatively lower 1.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AVALX vs. VSCAX - Expense Ratio Comparison
AVALX has a 1.50% expense ratio, which is higher than VSCAX's 1.12% expense ratio.
Risk-Adjusted Performance
AVALX vs. VSCAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aegis Value Fund (AVALX) and Invesco Small Cap Value Fund (VSCAX). 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.
Dividends
AVALX vs. VSCAX - Dividend Comparison
AVALX's dividend yield for the trailing twelve months is around 0.57%, more than VSCAX's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVALX Aegis Value Fund | 0.57% | 0.65% | 0.16% | 0.00% | 2.10% | 0.25% | 0.00% | 0.00% | 1.45% | 0.04% | 0.00% | 0.16% |
VSCAX Invesco Small Cap Value Fund | 0.43% | 0.56% | 0.35% | 0.04% | 0.30% | 0.00% | 0.00% | 0.00% | 0.18% | 0.06% | 0.00% | 0.00% |
Drawdowns
AVALX vs. VSCAX - Drawdown Comparison
The maximum AVALX drawdown since its inception was -79.55%, which is greater than VSCAX's maximum drawdown of -72.32%. Use the drawdown chart below to compare losses from any high point for AVALX and VSCAX. For additional features, visit the drawdowns tool.
Volatility
AVALX vs. VSCAX - Volatility Comparison
The current volatility for Aegis Value Fund (AVALX) is 4.20%, while Invesco Small Cap Value Fund (VSCAX) has a volatility of 6.88%. This indicates that AVALX experiences smaller price fluctuations and is considered to be less risky than VSCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.