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BVAOX vs. WESCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BVAOX vs. WESCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Small Cap Fund (BVAOX) and TETON Westwood SmallCap Equity Fund (WESCX). The values are adjusted to include any dividend payments, if applicable.

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BVAOX vs. WESCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BVAOX
Madison Small Cap Fund
0.10%-7.16%21.83%16.06%-24.38%20.38%23.06%-49.49%-12.21%-2.21%
WESCX
TETON Westwood SmallCap Equity Fund
9.67%17.26%15.48%12.61%-12.48%29.72%10.93%28.43%-13.71%15.82%

Returns By Period

In the year-to-date period, BVAOX achieves a 0.10% return, which is significantly lower than WESCX's 9.67% return. Over the past 10 years, BVAOX has underperformed WESCX with an annualized return of -2.73%, while WESCX has yielded a comparatively higher 13.44% annualized return.


BVAOX

1D
2.79%
1M
-7.45%
YTD
0.10%
6M
-0.37%
1Y
1.95%
3Y*
7.53%
5Y*
0.72%
10Y*
-2.73%

WESCX

1D
3.25%
1M
-5.96%
YTD
9.67%
6M
18.43%
1Y
41.65%
3Y*
18.30%
5Y*
9.30%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BVAOX vs. WESCX - Expense Ratio Comparison

BVAOX has a 1.10% expense ratio, which is lower than WESCX's 1.25% expense ratio.


Return for Risk

BVAOX vs. WESCX — Risk / Return Rank

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

BVAOX
BVAOX Risk / Return Rank: 66
Overall Rank
BVAOX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BVAOX Sortino Ratio Rank: 66
Sortino Ratio Rank
BVAOX Omega Ratio Rank: 66
Omega Ratio Rank
BVAOX Calmar Ratio Rank: 77
Calmar Ratio Rank
BVAOX Martin Ratio Rank: 77
Martin Ratio Rank

WESCX
WESCX Risk / Return Rank: 8585
Overall Rank
WESCX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WESCX Sortino Ratio Rank: 8383
Sortino Ratio Rank
WESCX Omega Ratio Rank: 7878
Omega Ratio Rank
WESCX Calmar Ratio Rank: 9191
Calmar Ratio Rank
WESCX Martin Ratio Rank: 9090
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.

BVAOX vs. WESCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Small Cap Fund (BVAOX) and TETON Westwood SmallCap Equity Fund (WESCX). 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.


BVAOXWESCXDifference

Sharpe ratio

Return per unit of total volatility

0.09

1.70

-1.60

Sortino ratio

Return per unit of downside risk

0.30

2.32

-2.02

Omega ratio

Gain probability vs. loss probability

1.04

1.32

-0.29

Calmar ratio

Return relative to maximum drawdown

0.14

2.87

-2.73

Martin ratio

Return relative to average drawdown

0.41

10.86

-10.45

BVAOX vs. WESCX - Sharpe Ratio Comparison

The current BVAOX Sharpe Ratio is 0.09, which is lower than the WESCX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of BVAOX and WESCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BVAOXWESCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

1.70

-1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.43

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.57

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.33

-0.08

Correlation

The correlation between BVAOX and WESCX is 0.90, 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

BVAOX vs. WESCX - Dividend Comparison

BVAOX's dividend yield for the trailing twelve months is around 10.05%, more than WESCX's 6.84% yield.


TTM20252024202320222021202020192018201720162015
BVAOX
Madison Small Cap Fund
10.05%10.06%9.63%0.29%5.51%28.31%6.63%19.91%25.09%0.00%4.73%9.18%
WESCX
TETON Westwood SmallCap Equity Fund
6.84%7.50%27.81%2.81%1.60%5.60%0.01%4.66%14.77%9.13%9.32%18.92%

Drawdowns

BVAOX vs. WESCX - Drawdown Comparison

The maximum BVAOX drawdown since its inception was -75.76%, which is greater than WESCX's maximum drawdown of -70.60%. Use the drawdown chart below to compare losses from any high point for BVAOX and WESCX.


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Drawdown Indicators


BVAOXWESCXDifference

Max Drawdown

Largest peak-to-trough decline

-75.76%

-70.60%

-5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

-14.72%

+0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-32.32%

-26.22%

-6.10%

Max Drawdown (10Y)

Largest decline over 10 years

-75.76%

-45.13%

-30.63%

Current Drawdown

Current decline from peak

-41.86%

-7.27%

-34.59%

Average Drawdown

Average peak-to-trough decline

-20.70%

-20.27%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

3.88%

+0.88%

Volatility

BVAOX vs. WESCX - Volatility Comparison

The current volatility for Madison Small Cap Fund (BVAOX) is 6.53%, while TETON Westwood SmallCap Equity Fund (WESCX) has a volatility of 8.02%. This indicates that BVAOX experiences smaller price fluctuations and is considered to be less risky than WESCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BVAOXWESCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

8.02%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

13.15%

14.37%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

23.04%

25.04%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.45%

21.70%

-1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.23%

23.67%

+4.56%