FAMEX vs. IWM
Compare and contrast key facts about FAM Dividend Focus Fund (FAMEX) and iShares Russell 2000 ETF (IWM).
FAMEX is managed by FAM. It was launched on Apr 1, 1996. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAMEX or IWM.
Performance
FAMEX vs. IWM - Performance Comparison
Returns By Period
In the year-to-date period, FAMEX achieves a 16.08% return, which is significantly lower than IWM's 20.01% return. Over the past 10 years, FAMEX has outperformed IWM with an annualized return of 9.55%, while IWM has yielded a comparatively lower 8.76% annualized return.
FAMEX
16.08%
3.17%
6.11%
21.47%
10.79%
9.55%
IWM
20.01%
8.91%
16.95%
35.71%
10.02%
8.76%
Key characteristics
| FAMEX | IWM | |
|---|---|---|
| Sharpe Ratio | 1.72 | 1.70 |
| Sortino Ratio | 2.45 | 2.43 |
| Omega Ratio | 1.29 | 1.29 |
| Calmar Ratio | 3.26 | 1.46 |
| Martin Ratio | 9.85 | 9.34 |
| Ulcer Index | 2.18% | 3.82% |
| Daily Std Dev | 12.45% | 21.03% |
| Max Drawdown | -58.01% | -59.05% |
| Current Drawdown | -0.23% | -1.21% |
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FAMEX vs. IWM - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is higher than IWM's 0.19% expense ratio.
Correlation
The correlation between FAMEX and IWM is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FAMEX vs. IWM - Risk-Adjusted Performance 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.
Dividends
FAMEX vs. IWM - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 0.22%, less than IWM's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 0.22% | 0.37% | 0.20% | 0.03% | 0.28% | 0.55% | 0.83% | 0.70% | 1.02% | 1.20% | 1.31% | 0.98% |
IWM iShares Russell 2000 ETF | 1.08% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
Drawdowns
FAMEX vs. IWM - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -58.01%, roughly equal to the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for FAMEX and IWM. For additional features, visit the drawdowns tool.
Volatility
FAMEX vs. IWM - Volatility Comparison
The current volatility for FAM Dividend Focus Fund (FAMEX) is 3.87%, while iShares Russell 2000 ETF (IWM) has a volatility of 7.63%. This indicates that FAMEX experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.