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FOBAX vs. FSMBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FOBAX vs. FSMBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tributary Balanced Fund (FOBAX) and Tributary Small/Mid Cap Fund (FSMBX). The values are adjusted to include any dividend payments, if applicable.

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FOBAX vs. FSMBX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FOBAX
Tributary Balanced Fund
-4.23%10.30%14.28%17.11%-15.11%16.27%12.64%6.43%
FSMBX
Tributary Small/Mid Cap Fund
-2.81%-5.43%9.81%15.38%-13.81%33.39%12.72%10.24%

Returns By Period

In the year-to-date period, FOBAX achieves a -4.23% return, which is significantly lower than FSMBX's -2.81% return.


FOBAX

1D
0.05%
1M
-5.36%
YTD
-4.23%
6M
-3.15%
1Y
8.11%
3Y*
10.12%
5Y*
6.29%
10Y*
8.13%

FSMBX

1D
-0.32%
1M
-7.82%
YTD
-2.81%
6M
-5.08%
1Y
-0.55%
3Y*
4.59%
5Y*
3.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FOBAX vs. FSMBX - Expense Ratio Comparison

FOBAX has a 0.96% expense ratio, which is higher than FSMBX's 0.90% expense ratio.


Return for Risk

FOBAX vs. FSMBX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FOBAX
FOBAX Risk / Return Rank: 3838
Overall Rank
FOBAX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FOBAX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FOBAX Omega Ratio Rank: 3838
Omega Ratio Rank
FOBAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FOBAX Martin Ratio Rank: 4444
Martin Ratio Rank

FSMBX
FSMBX Risk / Return Rank: 55
Overall Rank
FSMBX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FSMBX Sortino Ratio Rank: 55
Sortino Ratio Rank
FSMBX Omega Ratio Rank: 55
Omega Ratio Rank
FSMBX Calmar Ratio Rank: 44
Calmar Ratio Rank
FSMBX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FOBAX vs. FSMBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tributary Balanced Fund (FOBAX) and Tributary Small/Mid Cap Fund (FSMBX). 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.


FOBAXFSMBXDifference

Sharpe ratio

Return per unit of total volatility

0.82

-0.00

+0.82

Sortino ratio

Return per unit of downside risk

1.23

0.15

+1.08

Omega ratio

Gain probability vs. loss probability

1.18

1.02

+0.16

Calmar ratio

Return relative to maximum drawdown

0.99

-0.14

+1.13

Martin ratio

Return relative to average drawdown

4.47

-0.40

+4.87

FOBAX vs. FSMBX - Sharpe Ratio Comparison

The current FOBAX Sharpe Ratio is 0.82, which is higher than the FSMBX Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of FOBAX and FSMBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FOBAXFSMBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

-0.00

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.19

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.36

+0.35

Correlation

The correlation between FOBAX and FSMBX is 0.83, 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.


Dividends

FOBAX vs. FSMBX - Dividend Comparison

FOBAX's dividend yield for the trailing twelve months is around 10.29%, more than FSMBX's 0.63% yield.


TTM20252024202320222021202020192018201720162015
FOBAX
Tributary Balanced Fund
10.29%9.82%5.32%5.36%5.59%8.10%5.80%4.43%7.55%8.29%6.73%0.22%
FSMBX
Tributary Small/Mid Cap Fund
0.63%0.61%0.14%0.28%1.83%3.47%0.23%0.21%0.00%0.00%0.00%0.00%

Drawdowns

FOBAX vs. FSMBX - Drawdown Comparison

The maximum FOBAX drawdown since its inception was -40.00%, which is greater than FSMBX's maximum drawdown of -37.37%. Use the drawdown chart below to compare losses from any high point for FOBAX and FSMBX.


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Drawdown Indicators


FOBAXFSMBXDifference

Max Drawdown

Largest peak-to-trough decline

-40.00%

-37.37%

-2.63%

Max Drawdown (1Y)

Largest decline over 1 year

-7.46%

-13.71%

+6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-19.88%

-25.22%

+5.34%

Max Drawdown (10Y)

Largest decline over 10 years

-22.37%

Current Drawdown

Current decline from peak

-5.92%

-15.10%

+9.18%

Average Drawdown

Average peak-to-trough decline

-3.83%

-7.71%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

4.64%

-2.98%

Volatility

FOBAX vs. FSMBX - Volatility Comparison

The current volatility for Tributary Balanced Fund (FOBAX) is 2.87%, while Tributary Small/Mid Cap Fund (FSMBX) has a volatility of 4.34%. This indicates that FOBAX experiences smaller price fluctuations and is considered to be less risky than FSMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOBAXFSMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

4.34%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

5.53%

11.09%

-5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

10.41%

20.52%

-10.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.45%

18.72%

-8.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.94%

22.09%

-11.15%