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FRNKX vs. AMDVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRNKX vs. AMDVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Frank Value Fund (FRNKX) and American Century Mid Cap Value R6 (AMDVX). The values are adjusted to include any dividend payments, if applicable.

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FRNKX vs. AMDVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRNKX
Frank Value Fund
3.51%12.05%19.31%14.88%4.23%6.46%12.84%4.15%-2.24%-2.81%
AMDVX
American Century Mid Cap Value R6
2.86%9.21%8.87%6.54%-0.35%23.83%1.99%29.32%-12.18%11.95%

Returns By Period

In the year-to-date period, FRNKX achieves a 3.51% return, which is significantly higher than AMDVX's 2.86% return. Over the past 10 years, FRNKX has underperformed AMDVX with an annualized return of 7.06%, while AMDVX has yielded a comparatively higher 9.30% annualized return.


FRNKX

1D
0.00%
1M
-2.59%
YTD
3.51%
6M
-0.81%
1Y
16.79%
3Y*
14.40%
5Y*
11.15%
10Y*
7.06%

AMDVX

1D
0.26%
1M
-4.79%
YTD
2.86%
6M
3.10%
1Y
9.59%
3Y*
8.75%
5Y*
7.31%
10Y*
9.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRNKX vs. AMDVX - Expense Ratio Comparison

FRNKX has a 1.37% expense ratio, which is higher than AMDVX's 0.63% expense ratio.


Return for Risk

FRNKX vs. AMDVX — Risk / Return Rank

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

FRNKX
FRNKX Risk / Return Rank: 4141
Overall Rank
FRNKX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FRNKX Sortino Ratio Rank: 3939
Sortino Ratio Rank
FRNKX Omega Ratio Rank: 3636
Omega Ratio Rank
FRNKX Calmar Ratio Rank: 4848
Calmar Ratio Rank
FRNKX Martin Ratio Rank: 4747
Martin Ratio Rank

AMDVX
AMDVX Risk / Return Rank: 2020
Overall Rank
AMDVX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
AMDVX Sortino Ratio Rank: 2121
Sortino Ratio Rank
AMDVX Omega Ratio Rank: 1717
Omega Ratio Rank
AMDVX Calmar Ratio Rank: 2121
Calmar Ratio Rank
AMDVX Martin Ratio Rank: 2323
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.

FRNKX vs. AMDVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frank Value Fund (FRNKX) and American Century Mid Cap Value R6 (AMDVX). 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.


FRNKXAMDVXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.66

+0.27

Sortino ratio

Return per unit of downside risk

1.43

1.04

+0.38

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.06

Calmar ratio

Return relative to maximum drawdown

1.54

0.91

+0.63

Martin ratio

Return relative to average drawdown

5.90

3.35

+2.55

FRNKX vs. AMDVX - Sharpe Ratio Comparison

The current FRNKX Sharpe Ratio is 0.93, which is higher than the AMDVX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FRNKX and AMDVX, 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


FRNKXAMDVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.66

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.50

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.53

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.56

-0.55

Correlation

The correlation between FRNKX and AMDVX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FRNKX vs. AMDVX - Dividend Comparison

FRNKX's dividend yield for the trailing twelve months is around 11.57%, less than AMDVX's 14.34% yield.


TTM20252024202320222021202020192018201720162015
FRNKX
Frank Value Fund
11.57%11.98%4.63%10.14%8.10%4.93%0.00%0.23%3.23%0.00%3.00%7.64%
AMDVX
American Century Mid Cap Value R6
14.34%14.83%9.13%5.59%15.97%16.32%2.14%1.79%15.04%9.85%4.38%11.43%

Drawdowns

FRNKX vs. AMDVX - Drawdown Comparison

The maximum FRNKX drawdown since its inception was -97.09%, which is greater than AMDVX's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for FRNKX and AMDVX.


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Drawdown Indicators


FRNKXAMDVXDifference

Max Drawdown

Largest peak-to-trough decline

-97.09%

-39.21%

-57.88%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

-8.47%

+1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-97.09%

-16.96%

-80.13%

Max Drawdown (10Y)

Largest decline over 10 years

-97.09%

-39.21%

-57.88%

Current Drawdown

Current decline from peak

-96.12%

-6.32%

-89.80%

Average Drawdown

Average peak-to-trough decline

-11.37%

-4.00%

-7.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.97%

+0.22%

Volatility

FRNKX vs. AMDVX - Volatility Comparison

Frank Value Fund (FRNKX) has a higher volatility of 4.77% compared to American Century Mid Cap Value R6 (AMDVX) at 4.05%. This indicates that FRNKX's price experiences larger fluctuations and is considered to be riskier than AMDVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRNKXAMDVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

4.05%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

8.65%

+2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

19.99%

15.57%

+4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1,805.06%

14.63%

+1,790.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,276.09%

17.47%

+1,258.62%