FRNKX vs. MCMVX
Compare and contrast key facts about Frank Value Fund (FRNKX) and Monongahela All Cap Value Fund (MCMVX).
FRNKX is managed by Frank Funds. It was launched on Jul 21, 2004. MCMVX is managed by Moncapfund. It was launched on Jul 1, 2013.
Performance
FRNKX vs. MCMVX - Performance Comparison
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FRNKX vs. MCMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRNKX Frank Value Fund | 3.51% | 12.05% | 19.31% | 14.88% | 4.23% | 6.46% | 12.84% | 4.15% | -2.24% | -2.81% |
MCMVX Monongahela All Cap Value Fund | 4.53% | 9.74% | 15.38% | 12.18% | -7.73% | 22.57% | 13.24% | 26.98% | -8.15% | 20.85% |
Returns By Period
In the year-to-date period, FRNKX achieves a 3.51% return, which is significantly lower than MCMVX's 4.53% return. Over the past 10 years, FRNKX has underperformed MCMVX with an annualized return of 7.06%, while MCMVX has yielded a comparatively higher 11.98% 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%
MCMVX
- 1D
- 0.47%
- 1M
- -4.45%
- YTD
- 4.53%
- 6M
- 7.64%
- 1Y
- 19.19%
- 3Y*
- 13.63%
- 5Y*
- 7.93%
- 10Y*
- 11.98%
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FRNKX vs. MCMVX - Expense Ratio Comparison
FRNKX has a 1.37% expense ratio, which is higher than MCMVX's 0.85% expense ratio.
Return for Risk
FRNKX vs. MCMVX — Risk / Return Rank
FRNKX
MCMVX
FRNKX vs. MCMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frank Value Fund (FRNKX) and Monongahela All Cap Value Fund (MCMVX). 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.
| FRNKX | MCMVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.07 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.62 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.65 | -0.11 |
Martin ratioReturn relative to average drawdown | 5.90 | 6.65 | -0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRNKX | MCMVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.07 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.48 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.67 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.64 | -0.63 |
Correlation
The correlation between FRNKX and MCMVX is 0.68, 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. MCMVX - Dividend Comparison
FRNKX's dividend yield for the trailing twelve months is around 11.57%, more than MCMVX's 6.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MCMVX Monongahela All Cap Value Fund | 6.23% | 6.51% | 5.41% | 3.23% | 4.79% | 7.61% | 1.25% | 3.09% | 6.87% | 10.44% | 2.13% | 1.75% |
Drawdowns
FRNKX vs. MCMVX - Drawdown Comparison
The maximum FRNKX drawdown since its inception was -97.09%, which is greater than MCMVX's maximum drawdown of -36.75%. Use the drawdown chart below to compare losses from any high point for FRNKX and MCMVX.
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Drawdown Indicators
| FRNKX | MCMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.09% | -36.75% | -60.34% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -8.56% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -97.09% | -21.06% | -76.03% |
Max Drawdown (10Y)Largest decline over 10 years | -97.09% | -36.75% | -60.34% |
Current DrawdownCurrent decline from peak | -96.12% | -5.75% | -90.37% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -4.12% | -7.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.16% | +0.03% |
Volatility
FRNKX vs. MCMVX - Volatility Comparison
The current volatility for Frank Value Fund (FRNKX) is 4.77%, while Monongahela All Cap Value Fund (MCMVX) has a volatility of 5.53%. This indicates that FRNKX experiences smaller price fluctuations and is considered to be less risky than MCMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRNKX | MCMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 5.53% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 10.28% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.99% | 19.26% | +0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1,805.06% | 16.64% | +1,788.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,276.09% | 18.00% | +1,258.09% |