FAMFX vs. FAMEX
FAMFX (FAM Small Cap Fund) and FAMEX (FAM Dividend Focus Fund) are both mutual funds - FAMFX is a Small Cap Growth Equities fund managed by FAM, while FAMEX is a Mid Cap Blend Equities fund managed by FAM. Over the past 10 years, FAMFX returned 7.30%/yr vs 10.43%/yr for FAMEX. Their correlation of 0.82 means they have usually moved in the same direction. FAMFX charges 1.27%/yr vs 1.23%/yr for FAMEX.
Performance
FAMFX vs. FAMEX - Performance Comparison
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Returns By Period
In the year-to-date period, FAMFX achieves a 2.21% return, which is significantly lower than FAMEX's 2.92% return. Over the past 10 years, FAMFX has underperformed FAMEX with an annualized return of 7.30%, while FAMEX has yielded a comparatively higher 10.43% annualized return.
FAMFX
- 1D
- -1.82%
- 1M
- 1.53%
- 6M
- 2.84%
- YTD
- 2.21%
- 1Y
- -3.18%
- 3Y*
- 2.48%
- 5Y*
- 2.79%
- 10Y*
- 7.30%
- ALL TIME*
- 9.24%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
FAMFX FAM Small Cap Fund | $0.00 | $0.00 | $0.00 |
FAMFX vs. FAMEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAMFX FAM Small Cap Fund | 2.21% | -11.60% | 12.43% | 20.10% | -12.42% | 27.72% | 10.10% | 26.89% | -8.54% | 4.56% |
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% |
Correlation
The correlation between FAMFX and FAMEX is 0.74, 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. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2012 | 0.82 |
The correlation between FAMFX and FAMEX has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.
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Return for Risk
FAMFX vs. FAMEX — Risk / Return Rank
FAMFX
FAMEX
FAMFX vs. FAMEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Small Cap Fund (FAMFX) and FAM Dividend Focus Fund (FAMEX). 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.
| FAMFX | FAMEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.99 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | -0.14 | -0.18 |
| Martin ratioReturn relative to average drawdown | -0.57 | -0.34 | -0.23 |
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Drawdowns
FAMFX vs. FAMEX - Drawdown Comparison
The maximum FAMFX drawdown since its inception was -39.66%, smaller than the maximum FAMEX drawdown of -54.68%. Use the drawdown chart below to compare losses from any high point for FAMFX and FAMEX.
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Drawdown Indicators
| FAMFX | FAMEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.66% | -54.68% | +15.02% |
Max Drawdown (1Y)Largest decline over 1 year | -21.49% | -11.90% | -9.59% |
Max Drawdown (3Y)Largest decline over 3 years | -28.71% | -15.36% | -13.35% |
Max Drawdown (5Y)Largest decline over 5 years | -28.71% | -24.10% | -4.61% |
Max Drawdown (10Y)Largest decline over 10 years | -39.66% | -35.96% | -3.70% |
Current DrawdownCurrent decline from peak | -16.95% | -5.29% | -11.66% |
Average DrawdownAverage peak-to-trough decline | -6.11% | -6.80% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.17% | 5.05% | +7.12% |
Volatility
FAMFX vs. FAMEX - Volatility Comparison
FAM Small Cap Fund (FAMFX) has a higher volatility of 6.60% compared to FAM Dividend Focus Fund (FAMEX) at 3.94%. This indicates that FAMFX's price experiences larger fluctuations and is considered to be riskier than FAMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAMFX | FAMEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 3.94% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 13.91% | 10.69% | +3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 13.80% | +4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 16.75% | +2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 17.94% | +1.62% |
FAMFX vs. FAMEX - Expense Ratio Comparison
FAMFX has a 1.27% expense ratio, which is higher than FAMEX's 1.23% expense ratio.
Dividends
FAMFX vs. FAMEX - Dividend Comparison
FAMFX's dividend yield for the trailing twelve months is around 3.34%, less than FAMEX's 3.64% 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% |
FAMFX FAM Small Cap Fund | 3.34% | 3.41% | 4.43% | 6.44% | 0.36% | 6.55% | 0.00% | 0.47% | 10.85% | 2.15% | 2.99% | 0.24% |
Frequently Asked Questions
FAMFX and FAMEX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAMFX has higher volatility (6.60%) compared to FAMEX (3.94%). In terms of maximum drawdown, FAMFX dropped -39.66% vs FAMEX's -54.68%.
FAMEX currently has the higher Sharpe Ratio (-0.13 vs -0.38), 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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