FAMEX vs. FAMVX
FAMEX (FAM Dividend Focus Fund) and FAMVX (FAM Value Fund) are both mutual funds - FAMEX is a Mid Cap Blend Equities fund managed by FAM, while FAMVX is a Mid Cap Growth Equities fund managed by FAM. Over the past 10 years, FAMEX returned 10.47%/yr vs 10.39%/yr for FAMVX. Their correlation of 0.92 suggests significant overlap in exposure. FAMEX charges 1.23%/yr vs 1.19%/yr for FAMVX.
Performance
FAMEX vs. FAMVX - Performance Comparison
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Returns By Period
In the year-to-date period, FAMEX achieves a 3.03% return, which is significantly lower than FAMVX's 8.18% return. Both investments have delivered pretty close results over the past 10 years, with FAMEX having a 10.47% annualized return and FAMVX not far behind at 10.39%.
FAMEX
- 1D
- 0.57%
- 1M
- 1.95%
- 6M
- -1.29%
- YTD
- 3.03%
- 1Y
- -2.09%
- 3Y*
- 6.93%
- 5Y*
- 5.00%
- 10Y*
- 10.47%
FAMVX
- 1D
- 0.60%
- 1M
- 2.01%
- 6M
- 4.48%
- YTD
- 8.18%
- 1Y
- 7.93%
- 3Y*
- 12.20%
- 5Y*
- 7.06%
- 10Y*
- 10.39%
FAMEX vs. FAMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 3.03% | 1.91% | 7.56% | 19.70% | -13.40% | 25.61% | 13.19% | 32.56% | 0.06% | 12.64% |
FAMVX FAM Value Fund | 8.18% | 4.90% | 15.51% | 16.09% | -14.06% | 25.65% | 6.81% | 30.31% | -6.15% | 17.34% |
Correlation
The correlation between FAMEX and FAMVX is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 1996 | 0.92 |
The correlation between FAMEX and FAMVX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
FAMEX vs. FAMVX — Risk / Return Rank
FAMEX
FAMVX
FAMEX vs. FAMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Dividend Focus Fund (FAMEX) and FAM Value Fund (FAMVX). 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 | FAMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.09 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 0.74 | -0.93 |
| Martin ratioReturn relative to average drawdown | -0.39 | 2.23 | -2.61 |
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Drawdowns
FAMEX vs. FAMVX - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -54.68%, which is greater than FAMVX's maximum drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for FAMEX and FAMVX.
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Drawdown Indicators
| FAMEX | FAMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.68% | -51.12% | -3.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.83% | -9.47% | -4.36% |
Max Drawdown (3Y)Largest decline over 3 years | -15.36% | -16.74% | +1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -22.77% | -1.33% |
Max Drawdown (10Y)Largest decline over 10 years | -35.96% | -37.73% | +1.77% |
Current DrawdownCurrent decline from peak | -5.18% | -0.01% | -5.17% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -6.41% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.84% | 3.14% | +3.70% |
Volatility
FAMEX vs. FAMVX - Volatility Comparison
FAM Dividend Focus Fund (FAMEX) has a higher volatility of 4.48% compared to FAM Value Fund (FAMVX) at 3.81%. This indicates that FAMEX's price experiences larger fluctuations and is considered to be riskier than FAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAMEX | FAMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 3.81% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 10.61% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 13.82% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.74% | 17.15% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 18.17% | -0.26% |
FAMEX vs. FAMVX - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is higher than FAMVX's 1.19% expense ratio.
Dividends
FAMEX vs. FAMVX - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 3.64%, less than FAMVX's 4.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FAMVX FAM Value Fund | 4.53% | 4.90% | 6.28% | 5.01% | 3.67% | 4.99% | 3.69% | 6.80% | 4.09% | 5.06% | 5.21% | 9.06% |
Frequently Asked Questions
With a correlation of 0.91, FAMEX and FAMVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FAMEX has higher volatility (4.48%) compared to FAMVX (3.81%). In terms of maximum drawdown, FAMEX dropped -54.68% vs FAMVX's -51.12%.
FAMVX currently has the higher Sharpe Ratio (0.51 vs -0.19), 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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