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BVEFX vs. FXNAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BVEFX vs. FXNAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Becker Value Equity Fund (BVEFX) and Fidelity U.S. Bond Index Fund (FXNAX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.74%
3.21%
BVEFX
FXNAX

Returns By Period

In the year-to-date period, BVEFX achieves a 20.52% return, which is significantly higher than FXNAX's 1.62% return. Over the past 10 years, BVEFX has outperformed FXNAX with an annualized return of 2.37%, while FXNAX has yielded a comparatively lower 1.25% annualized return.


BVEFX

YTD

20.52%

1M

2.49%

6M

9.74%

1Y

13.72%

5Y (annualized)

5.26%

10Y (annualized)

2.37%

FXNAX

YTD

1.62%

1M

-0.58%

6M

3.21%

1Y

6.17%

5Y (annualized)

-0.52%

10Y (annualized)

1.25%

Key characteristics


BVEFXFXNAX
Sharpe Ratio1.050.89
Sortino Ratio1.251.33
Omega Ratio1.241.16
Calmar Ratio0.580.35
Martin Ratio3.902.73
Ulcer Index3.51%1.84%
Daily Std Dev13.12%5.69%
Max Drawdown-53.76%-19.64%
Current Drawdown-5.23%-10.08%

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BVEFX vs. FXNAX - Expense Ratio Comparison

BVEFX has a 0.78% expense ratio, which is higher than FXNAX's 0.03% expense ratio.


BVEFX
Becker Value Equity Fund
Expense ratio chart for BVEFX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
Expense ratio chart for FXNAX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.0-0.2

The correlation between BVEFX and FXNAX is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Risk-Adjusted Performance

BVEFX vs. FXNAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Becker Value Equity Fund (BVEFX) and Fidelity U.S. Bond Index Fund (FXNAX). 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.


Sharpe ratio
The chart of Sharpe ratio for BVEFX, currently valued at 1.04, compared to the broader market-1.000.001.002.003.004.005.001.040.89
The chart of Sortino ratio for BVEFX, currently valued at 1.24, compared to the broader market0.005.0010.001.241.33
The chart of Omega ratio for BVEFX, currently valued at 1.24, compared to the broader market1.002.003.004.001.241.16
The chart of Calmar ratio for BVEFX, currently valued at 0.57, compared to the broader market0.005.0010.0015.0020.000.580.35
The chart of Martin ratio for BVEFX, currently valued at 3.85, compared to the broader market0.0020.0040.0060.0080.00100.003.852.73
BVEFX
FXNAX

The current BVEFX Sharpe Ratio is 1.05, which is comparable to the FXNAX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of BVEFX and FXNAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.04
0.89
BVEFX
FXNAX

Dividends

BVEFX vs. FXNAX - Dividend Comparison

BVEFX's dividend yield for the trailing twelve months is around 1.36%, less than FXNAX's 3.32% yield.


TTM20232022202120202019201820172016201520142013
BVEFX
Becker Value Equity Fund
1.36%1.64%1.60%1.31%2.41%2.21%2.34%1.43%1.64%1.28%1.66%1.13%
FXNAX
Fidelity U.S. Bond Index Fund
3.32%2.92%2.41%1.81%2.10%2.69%2.74%2.52%2.52%2.69%2.59%2.39%

Drawdowns

BVEFX vs. FXNAX - Drawdown Comparison

The maximum BVEFX drawdown since its inception was -53.76%, which is greater than FXNAX's maximum drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for BVEFX and FXNAX. For additional features, visit the drawdowns tool.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%JuneJulyAugustSeptemberOctoberNovember
-5.23%
-10.08%
BVEFX
FXNAX

Volatility

BVEFX vs. FXNAX - Volatility Comparison

Becker Value Equity Fund (BVEFX) has a higher volatility of 3.25% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 1.44%. This indicates that BVEFX's price experiences larger fluctuations and is considered to be riskier than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%JuneJulyAugustSeptemberOctoberNovember
3.25%
1.44%
BVEFX
FXNAX