AVALX vs. WMICX

In the year-to-date period, AVALX achieves a 14.67% return, which is significantly higher than WMICX's -16.93% return. Over the past 10 years, AVALX has outperformed WMICX with an annualized return of 12.54%, while WMICX has yielded a comparatively lower 9.87% annualized return.

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AVALX has a 1.50% expense ratio, which is lower than WMICX's 1.63% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Aegis Value Fund (AVALX) and Wasatch Micro Cap Fund (WMICX). 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 AVALX Sharpe Ratio is 0.56, which is higher than the WMICX Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of AVALX and WMICX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AVALX's dividend yield for the trailing twelve months is around 0.90%, while WMICX has not paid dividends to shareholders.

The maximum AVALX drawdown since its inception was -79.55%, which is greater than WMICX's maximum drawdown of -65.44%. Use the drawdown chart below to compare losses from any high point for AVALX and WMICX. For additional features, visit the drawdowns tool.

Aegis Value Fund (AVALX) and Wasatch Micro Cap Fund (WMICX) have volatilities of 13.12% and 12.72%, 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.