FAMFX vs. FGROX
FAMFX (FAM Small Cap Fund) and FGROX (Emerald Growth Fund Institutional Class) are both Small Cap Growth Equities funds. Over the past 10 years, FAMFX returned 7.30%/yr vs 14.95%/yr for FGROX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. FAMFX charges 1.27%/yr vs 0.78%/yr for FGROX.
Performance
FAMFX vs. FGROX - 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 FGROX's 23.86% return. Over the past 10 years, FAMFX has underperformed FGROX with an annualized return of 7.30%, while FGROX has yielded a comparatively higher 14.95% 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%
FGROX
- 1D
- 3.24%
- 1M
- -7.22%
- 6M
- 17.28%
- YTD
- 23.86%
- 1Y
- 52.15%
- 3Y*
- 25.21%
- 5Y*
- 11.88%
- 10Y*
- 14.95%
- ALL TIME*
- 12.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FAMFX FAM Small Cap Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
FAMFX vs. FGROX - 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% |
FGROX Emerald Growth Fund Institutional Class | 23.86% | 31.85% | 20.04% | 19.04% | -24.42% | 3.91% | 38.92% | 28.71% | -11.85% | 28.11% |
Correlation
The correlation between FAMFX and FGROX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2012 | 0.77 |
Over the past year, the correlation between FAMFX and FGROX has dropped to 0.39 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
FAMFX vs. FGROX — Risk / Return Rank
FAMFX
FGROX
FAMFX vs. FGROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Small Cap Fund (FAMFX) and Emerald Growth Fund Institutional Class (FGROX). 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 | FGROX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.29 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 3.48 | -3.80 |
| Martin ratioReturn relative to average drawdown | -0.57 | 12.27 | -12.84 |
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Drawdowns
FAMFX vs. FGROX - Drawdown Comparison
The maximum FAMFX drawdown since its inception was -39.66%, roughly equal to the maximum FGROX drawdown of -41.48%. Use the drawdown chart below to compare losses from any high point for FAMFX and FGROX.
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Drawdown Indicators
| FAMFX | FGROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.66% | -41.48% | +1.82% |
Max Drawdown (1Y)Largest decline over 1 year | -21.49% | -14.36% | -7.13% |
Max Drawdown (3Y)Largest decline over 3 years | -28.71% | -28.61% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -28.71% | -38.52% | +9.81% |
Max Drawdown (10Y)Largest decline over 10 years | -39.66% | -41.48% | +1.82% |
Current DrawdownCurrent decline from peak | -16.95% | -10.43% | -6.52% |
Average DrawdownAverage peak-to-trough decline | -6.11% | -10.20% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.17% | 4.06% | +8.11% |
Volatility
FAMFX vs. FGROX - Volatility Comparison
The current volatility for FAM Small Cap Fund (FAMFX) is 6.60%, while Emerald Growth Fund Institutional Class (FGROX) has a volatility of 8.24%. This indicates that FAMFX experiences smaller price fluctuations and is considered to be less risky than FGROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAMFX | FGROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 8.24% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 13.91% | 21.61% | -7.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 27.66% | -9.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 26.02% | -7.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 25.36% | -5.80% |
FAMFX vs. FGROX - Expense Ratio Comparison
FAMFX has a 1.27% expense ratio, which is higher than FGROX's 0.78% expense ratio.
Dividends
FAMFX vs. FGROX - Dividend Comparison
FAMFX's dividend yield for the trailing twelve months is around 3.34%, less than FGROX's 9.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FGROX Emerald Growth Fund Institutional Class | 9.20% | 11.39% | 13.92% | 5.91% | 8.13% | 17.87% | 8.04% | 1.38% | 11.36% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FAMFX and FGROX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FGROX has higher volatility (8.24%) compared to FAMFX (6.60%). In terms of maximum drawdown, FAMFX dropped -39.66% vs FGROX's -41.48%.
FGROX currently has the higher Sharpe Ratio (1.81 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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