FAMFX vs. IWM

In the year-to-date period, FAMFX achieves a -3.96% return, which is significantly higher than IWM's -6.51% return. Over the past 10 years, FAMFX has outperformed IWM with an annualized return of 8.87%, while IWM has yielded a comparatively lower 6.59% annualized return.

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FAMFX has a 1.27% expense ratio, which is higher than IWM's 0.19% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for FAM Small Cap Fund (FAMFX) 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.

The current FAMFX Sharpe Ratio is 0.44, which is higher than the IWM Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of FAMFX and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FAMFX's dividend yield for the trailing twelve months is around 4.62%, more than IWM's 1.20% yield.

The maximum FAMFX drawdown since its inception was -39.65%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for FAMFX and IWM.

The current volatility for FAM Small Cap Fund (FAMFX) is 6.01%, while iShares Russell 2000 ETF (IWM) has a volatility of 6.47%. This indicates that FAMFX 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.