BVEFX vs. FGIPX
BVEFX (Becker Value Equity Fund) and FGIPX (Nomura Growth and Income Fund Institutional Class) are both Large Cap Value Equities funds. Over the past 10 years, BVEFX returned 11.30%/yr vs 13.06%/yr for FGIPX. Their correlation of 0.92 suggests significant overlap in exposure. BVEFX charges 0.78%/yr vs 0.77%/yr for FGIPX.
Performance
BVEFX vs. FGIPX - Performance Comparison
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Returns By Period
In the year-to-date period, BVEFX achieves a 11.83% return, which is significantly lower than FGIPX's 19.36% return. Over the past 10 years, BVEFX has underperformed FGIPX with an annualized return of 11.30%, while FGIPX has yielded a comparatively higher 13.06% annualized return.
BVEFX
- 1D
- 0.48%
- 1M
- 1.96%
- 6M
- 9.11%
- YTD
- 11.83%
- 1Y
- 17.68%
- 3Y*
- 15.48%
- 5Y*
- 9.95%
- 10Y*
- 11.30%
FGIPX
- 1D
- 0.56%
- 1M
- -0.25%
- 6M
- 15.06%
- YTD
- 19.36%
- 1Y
- 39.07%
- 3Y*
- 25.54%
- 5Y*
- 16.99%
- 10Y*
- 13.06%
BVEFX vs. FGIPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BVEFX Becker Value Equity Fund | 11.83% | 13.13% | 16.05% | 9.53% | -7.51% | 29.35% | 4.04% | 23.05% | -13.68% | 15.19% |
FGIPX Nomura Growth and Income Fund Institutional Class | 19.36% | 30.18% | 15.44% | 12.17% | 3.28% | 21.73% | -4.59% | 25.96% | -9.95% | 18.52% |
Correlation
The correlation between BVEFX and FGIPX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2013 | 0.92 |
The correlation between BVEFX and FGIPX shifts across timeframes, from 0.81 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BVEFX vs. FGIPX — Risk / Return Rank
BVEFX
FGIPX
BVEFX vs. FGIPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Becker Value Equity Fund (BVEFX) and Nomura Growth and Income Fund Institutional Class (FGIPX). 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.
| BVEFX | FGIPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.58 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 5.35 | -2.94 |
| Martin ratioReturn relative to average drawdown | 9.65 | 20.17 | -10.52 |
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Drawdowns
BVEFX vs. FGIPX - Drawdown Comparison
The maximum BVEFX drawdown since its inception was -50.63%, which is greater than FGIPX's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for BVEFX and FGIPX.
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Drawdown Indicators
| BVEFX | FGIPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.63% | -37.32% | -13.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.17% | -7.26% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -13.56% | -13.27% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -19.86% | -16.19% | -3.67% |
Max Drawdown (10Y)Largest decline over 10 years | -33.88% | -37.32% | +3.44% |
Current DrawdownCurrent decline from peak | -0.44% | -0.60% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -4.15% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 1.92% | -0.13% |
Volatility
BVEFX vs. FGIPX - Volatility Comparison
The current volatility for Becker Value Equity Fund (BVEFX) is 3.09%, while Nomura Growth and Income Fund Institutional Class (FGIPX) has a volatility of 3.81%. This indicates that BVEFX experiences smaller price fluctuations and is considered to be less risky than FGIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BVEFX | FGIPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 3.81% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 7.99% | 8.79% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.23% | 11.89% | -1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 14.90% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 17.04% | -0.82% |
BVEFX vs. FGIPX - Expense Ratio Comparison
BVEFX has a 0.78% expense ratio, which is higher than FGIPX's 0.77% expense ratio.
Dividends
BVEFX vs. FGIPX - Dividend Comparison
BVEFX's dividend yield for the trailing twelve months is around 8.74%, less than FGIPX's 9.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BVEFX Becker Value Equity Fund | 8.74% | 9.78% | 6.31% | 11.75% | 8.46% | 12.00% | 2.41% | 2.21% | 9.17% | 5.06% | 15.31% | 8.18% |
FGIPX Nomura Growth and Income Fund Institutional Class | 9.66% | 11.68% | 12.69% | 7.50% | 7.35% | 12.20% | 2.13% | 52.72% | 25.63% | 5.58% | 4.22% | 5.88% |
Frequently Asked Questions
BVEFX and FGIPX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FGIPX has higher volatility (3.81%) compared to BVEFX (3.09%). In terms of maximum drawdown, BVEFX dropped -50.63% vs FGIPX's -37.32%.
FGIPX currently has the higher Sharpe Ratio (3.26 vs 1.69), 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.
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