FAMEX vs. IWM
FAMEX (FAM Dividend Focus Fund) and IWM (iShares Russell 2000 ETF) are both funds - FAMEX is a Mid Cap Blend Equities fund managed by FAM, while IWM is a Small Cap Blend Equities fund tracking the Russell 2000 Index. Over the past 10 years, FAMEX returned 10.43%/yr vs 10.70%/yr for IWM. Their correlation of 0.85 means they have usually moved in the same direction. FAMEX charges 1.23%/yr vs 0.19%/yr for IWM.
Performance
FAMEX vs. IWM - 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 IWM's 18.79% return. Both investments have delivered pretty close results over the past 10 years, with FAMEX having a 10.43% annualized return and IWM not far ahead at 10.70%.
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%
IWM
- 1D
- -0.48%
- 1M
- -2.14%
- 6M
- 12.62%
- YTD
- 18.79%
- 1Y
- 36.90%
- 3Y*
- 15.11%
- 5Y*
- 6.99%
- 10Y*
- 10.70%
- ALL TIME*
- 8.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $6.67B | $6.32B | $7.45B |
FAMEX vs. IWM - 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% |
IWM iShares Russell 2000 ETF | 18.79% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Correlation
The correlation between FAMEX and IWM is 0.67, 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. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.85 |
The correlation between FAMEX and IWM shifts across timeframes, from 0.67 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FAMEX vs. IWM — Risk / Return Rank
FAMEX
IWM
FAMEX vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Dividend Focus Fund (FAMEX) and iShares Russell 2000 ETF (IWM). 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 | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.60 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.30 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 3.11 | -3.25 |
| Martin ratioReturn relative to average drawdown | -0.34 | 11.02 | -11.36 |
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Drawdowns
FAMEX vs. IWM - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -54.68%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for FAMEX and IWM.
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Drawdown Indicators
| FAMEX | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.68% | -59.05% | +4.37% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -11.03% | -0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -15.36% | -27.50% | +12.14% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -31.91% | +7.81% |
Max Drawdown (10Y)Largest decline over 10 years | -35.96% | -41.13% | +5.17% |
Current DrawdownCurrent decline from peak | -5.29% | -3.08% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -10.71% | +3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 3.11% | +1.94% |
Volatility
FAMEX vs. IWM - Volatility Comparison
FAM Dividend Focus Fund (FAMEX) and iShares Russell 2000 ETF (IWM) have volatilities of 3.94% and 3.82%, 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
| FAMEX | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 3.82% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 14.12% | -3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 19.41% | -5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 22.48% | -5.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 23.01% | -5.07% |
FAMEX vs. IWM - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is higher than IWM's 0.19% expense ratio.
Dividends
FAMEX vs. IWM - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 3.64%, more than IWM's 0.91% 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% |
IWM iShares Russell 2000 ETF | 0.91% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Frequently Asked Questions
FAMEX and IWM have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAMEX has higher volatility (3.94%) compared to IWM (3.82%). In terms of maximum drawdown, FAMEX dropped -54.68% vs IWM's -59.05%.
IWM currently has the higher Sharpe Ratio (1.77 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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