COAGX vs. AVALX

Last updated Apr 2, 2026

Compare and contrast key facts about Caldwell & Orkin - Gator Capital Long/Short Fund (COAGX) and Aegis Value Fund (AVALX).

COAGX is managed by Caldwell & Orkin. It was launched on Aug 23, 1992. AVALX is managed by Aegis. It was launched on May 15, 1998.

Performance

COAGX vs. AVALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Caldwell & Orkin - Gator Capital Long/Short Fund (COAGX) and Aegis Value Fund (AVALX). The values are adjusted to include any dividend payments, if applicable.

COAGX vs. AVALX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COAGX Caldwell & Orkin - Gator Capital Long/Short Fund	3.61%	17.44%	35.58%	31.98%	-7.18%	27.17%	11.06%	24.20%	-15.53%	0.93%
AVALX Aegis Value Fund	16.31%	67.06%	8.29%	13.11%	10.50%	37.67%	18.89%	25.67%	-16.95%	17.37%

Returns By Period

COAGX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AVALX

• 1D: 2.45%
• 1M: -3.79%
• YTD: 16.31%
• 6M: 27.20%
• 1Y: 72.73%
• 3Y*: 29.90%
• 5Y*: 25.51%
• 10Y*: 21.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

COAGX vs. AVALX - Expense Ratio Comparison

COAGX has a 2.00% expense ratio, which is higher than AVALX's 1.50% expense ratio.

COAGX

Caldwell & Orkin - Gator Capital Long/Short Fund

AVALX

Aegis Value Fund

Return for Risk

COAGX vs. AVALX — Risk / Return Rank

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

AVALX

AVALX Risk / Return Rank: 98
AVALX Sharpe Ratio Rank: 99
AVALX Sortino Ratio Rank: 97
AVALX Omega Ratio Rank: 97
AVALX Calmar Ratio Rank: 98
AVALX Martin Ratio Rank: 99

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.

COAGX vs. AVALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Caldwell & Orkin - Gator Capital Long/Short Fund (COAGX) and Aegis Value Fund (AVALX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	COAGX	AVALX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.51	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.13	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.98	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.53	—

Correlation

The correlation between COAGX and AVALX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

COAGX vs. AVALX - Dividend Comparison

COAGX has not paid dividends to shareholders, while AVALX's dividend yield for the trailing twelve months is around 2.01%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COAGX Caldwell & Orkin - Gator Capital Long/Short Fund	0.00%	0.00%	0.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	5.81%
AVALX Aegis Value Fund	2.01%	2.34%	7.07%	2.23%	0.16%	0.00%	6.62%	2.36%	6.18%	0.00%	1.45%	0.04%

Drawdowns

Drawdown Indicators

	COAGX	AVALX	Difference
Max Drawdown Largest peak-to-trough decline	—	-73.72%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-13.02%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-32.00%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-48.34%	—
Current Drawdown Current decline from peak	—	-3.79%	—
Average Drawdown Average peak-to-trough decline	—	-11.01%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.68%	—

Volatility

Volatility by Period

	COAGX	AVALX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.77%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.37%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	21.22%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.62%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.33%	—