COPLX vs. SMVLX
COPLX (Copley Fund) and SMVLX (Smead Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, COPLX returned 11.15%/yr vs 12.68%/yr for SMVLX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. COPLX charges 2.37%/yr vs 1.26%/yr for SMVLX.
Performance
COPLX vs. SMVLX - Performance Comparison
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Returns By Period
In the year-to-date period, COPLX achieves a 10.44% return, which is significantly lower than SMVLX's 21.13% return. Over the past 10 years, COPLX has underperformed SMVLX with an annualized return of 11.15%, while SMVLX has yielded a comparatively higher 12.68% annualized return.
COPLX
- 1D
- 0.33%
- 1M
- 1.98%
- 6M
- 10.55%
- YTD
- 10.44%
- 1Y
- 19.09%
- 3Y*
- 16.08%
- 5Y*
- 10.24%
- 10Y*
- 11.15%
- ALL TIME*
- 7.80%
SMVLX
- 1D
- -0.25%
- 1M
- 3.21%
- 6M
- 16.20%
- YTD
- 21.13%
- 1Y
- 31.71%
- 3Y*
- 12.65%
- 5Y*
- 10.62%
- 10Y*
- 12.68%
- ALL TIME*
- 13.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
COPLX Copley Fund | $0.00 | $0.00 | $0.00 |
SMVLX Smead Value Fund | $0.00 | $0.00 | $0.00 |
COPLX vs. SMVLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COPLX Copley Fund | 10.44% | 16.24% | 18.18% | 17.33% | -15.21% | 18.39% | 1.09% | 25.59% | 15.65% | 9.49% |
SMVLX Smead Value Fund | 21.13% | 5.05% | 4.78% | 16.87% | -2.79% | 42.46% | 1.71% | 26.29% | -4.79% | 19.73% |
Correlation
The correlation between COPLX and SMVLX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.69 |
Over the past year, the correlation between COPLX and SMVLX has dropped to 0.48 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
COPLX vs. SMVLX — Risk / Return Rank
COPLX
SMVLX
COPLX vs. SMVLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Copley Fund (COPLX) and Smead Value Fund (SMVLX). 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.
| COPLX | SMVLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.38 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 5.07 | -2.83 |
| Martin ratioReturn relative to average drawdown | 7.58 | 15.11 | -7.53 |
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Drawdowns
COPLX vs. SMVLX - Drawdown Comparison
The maximum COPLX drawdown since its inception was -44.70%, which is greater than SMVLX's maximum drawdown of -39.56%. Use the drawdown chart below to compare losses from any high point for COPLX and SMVLX.
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Drawdown Indicators
| COPLX | SMVLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.70% | -39.56% | -5.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.88% | -5.90% | -1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -18.21% | -24.62% | +6.41% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -24.62% | +4.39% |
Max Drawdown (10Y)Largest decline over 10 years | -36.61% | -39.56% | +2.95% |
Current DrawdownCurrent decline from peak | -0.71% | -0.34% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -8.92% | -4.56% | -4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 1.98% | +0.35% |
Volatility
COPLX vs. SMVLX - Volatility Comparison
Copley Fund (COPLX) and Smead Value Fund (SMVLX) have volatilities of 3.06% and 3.12%, 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.
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Volatility by Period
| COPLX | SMVLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 3.12% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.18% | 8.42% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.76% | 13.62% | -2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 18.27% | -4.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.63% | 19.43% | -2.80% |
COPLX vs. SMVLX - Expense Ratio Comparison
COPLX has a 2.37% expense ratio, which is higher than SMVLX's 1.26% expense ratio.
Dividends
COPLX vs. SMVLX - Dividend Comparison
COPLX has not paid dividends to shareholders, while SMVLX's dividend yield for the trailing twelve months is around 1.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COPLX Copley Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMVLX Smead Value Fund | 1.38% | 1.67% | 1.08% | 1.34% | 1.78% | 3.91% | 1.40% | 3.83% | 7.47% | 0.22% | 3.14% | 3.10% |
Frequently Asked Questions
COPLX and SMVLX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMVLX has higher volatility (3.12%) compared to COPLX (3.06%). In terms of maximum drawdown, COPLX dropped -44.70% vs SMVLX's -39.56%.
SMVLX currently has the higher Sharpe Ratio (2.21 vs 1.64), 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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