FAMEX vs. DDDIX
FAMEX (FAM Dividend Focus Fund) and DDDIX (13D Activist Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, FAMEX returned 10.43%/yr vs 10.18%/yr for DDDIX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. FAMEX charges 1.23%/yr vs 1.51%/yr for DDDIX.
Performance
FAMEX vs. DDDIX - Performance Comparison
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Returns By Period
In the year-to-date period, FAMEX achieves a 2.92% return, which is significantly lower than DDDIX's 28.42% return. Both investments have delivered pretty close results over the past 10 years, with FAMEX having a 10.43% annualized return and DDDIX not far behind at 10.18%.
FAMEX
- 1D
- -1.37%
- 1M
- -0.41%
- 6M
- -0.54%
- YTD
- 2.92%
- 1Y
- -0.13%
- 3Y*
- 6.35%
- 5Y*
- 4.72%
- 10Y*
- 10.43%
- ALL TIME*
- 8.86%
DDDIX
- 1D
- 0.56%
- 1M
- -3.71%
- 6M
- 25.23%
- YTD
- 28.42%
- 1Y
- 39.46%
- 3Y*
- 11.72%
- 5Y*
- 4.41%
- 10Y*
- 10.18%
- ALL TIME*
- 11.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
DDDIX 13D Activist Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
FAMEX vs. DDDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 2.92% | 1.91% | 7.56% | 19.70% | -13.40% | 25.61% | 13.19% | 32.56% | 0.06% | 12.64% |
DDDIX 13D Activist Fund | 28.42% | 3.05% | 1.67% | 10.86% | -17.53% | 19.62% | 18.92% | 31.79% | -13.43% | 23.76% |
Correlation
The correlation between FAMEX and DDDIX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.80 |
Over the past year, the correlation between FAMEX and DDDIX has dropped to 0.58 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
FAMEX vs. DDDIX — Risk / Return Rank
FAMEX
DDDIX
FAMEX vs. DDDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Dividend Focus Fund (FAMEX) and 13D Activist Fund (DDDIX). 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.
| FAMEX | DDDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.59 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.30 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 3.31 | -3.45 |
| Martin ratioReturn relative to average drawdown | -0.34 | 10.56 | -10.90 |
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Drawdowns
FAMEX vs. DDDIX - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -54.68%, which is greater than DDDIX's maximum drawdown of -43.82%. Use the drawdown chart below to compare losses from any high point for FAMEX and DDDIX.
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Drawdown Indicators
| FAMEX | DDDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.68% | -43.82% | -10.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -10.82% | -1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -15.36% | -28.76% | +13.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -28.76% | +4.66% |
Max Drawdown (10Y)Largest decline over 10 years | -35.96% | -43.82% | +7.86% |
Current DrawdownCurrent decline from peak | -5.29% | -4.57% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -7.10% | +0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 3.38% | +1.67% |
Volatility
FAMEX vs. DDDIX - Volatility Comparison
The current volatility for FAM Dividend Focus Fund (FAMEX) is 3.94%, while 13D Activist Fund (DDDIX) has a volatility of 4.80%. This indicates that FAMEX experiences smaller price fluctuations and is considered to be less risky than DDDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAMEX | DDDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 4.80% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 14.46% | -3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 20.36% | -6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 20.27% | -3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 20.95% | -3.01% |
FAMEX vs. DDDIX - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is lower than DDDIX's 1.51% expense ratio.
Dividends
FAMEX vs. DDDIX - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 3.64%, more than DDDIX's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDDIX 13D Activist Fund | 3.60% | 4.62% | 5.16% | 3.89% | 9.39% | 9.30% | 6.98% | 6.88% | 5.33% | 1.69% | 0.00% | 0.00% |
FAMEX FAM Dividend Focus Fund | 3.64% | 3.74% | 3.34% | 0.67% | 1.36% | 1.36% | 2.18% | 2.97% | 1.35% | 0.70% | 8.80% | 5.19% |
Frequently Asked Questions
FAMEX and DDDIX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DDDIX has higher volatility (4.80%) compared to FAMEX (3.94%). In terms of maximum drawdown, FAMEX dropped -54.68% vs DDDIX's -43.82%.
DDDIX currently has the higher Sharpe Ratio (1.76 vs -0.13), 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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