GCAVX vs. WSCVX
GCAVX (GMO U.S. Small Cap Value Fund) and WSCVX (Walthausen Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past year, GCAVX returned 42.41% vs 49.88% for WSCVX. Their correlation of 0.89 suggests significant overlap in exposure. GCAVX charges 0.42%/yr vs 1.21%/yr for WSCVX.
Performance
GCAVX vs. WSCVX - Performance Comparison
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Returns By Period
In the year-to-date period, GCAVX achieves a 18.63% return, which is significantly lower than WSCVX's 27.95% return.
GCAVX
- 1D
- 0.11%
- 1M
- 2.78%
- YTD
- 18.63%
- 6M
- 16.53%
- 1Y
- 42.41%
- 3Y*
- 21.27%
- 5Y*
- 11.21%
- 10Y*
- —
WSCVX
- 1D
- 0.16%
- 1M
- 8.23%
- YTD
- 27.95%
- 6M
- 25.19%
- 1Y
- 49.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GCAVX vs. WSCVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GCAVX GMO U.S. Small Cap Value Fund | 18.63% | 15.27% | 11.16% | 12.99% |
WSCVX Walthausen Small Cap Value Fund | 27.95% | 13.80% | 29.11% | 7.98% |
Correlation
The correlation between GCAVX and WSCVX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2023 | 0.89 |
The correlation between GCAVX and WSCVX has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.
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Return for Risk
GCAVX vs. WSCVX — Risk / Return Rank
GCAVX
WSCVX
GCAVX vs. WSCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO U.S. Small Cap Value Fund (GCAVX) and Walthausen Small Cap Value Fund (WSCVX). 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.
| GCAVX | WSCVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.48 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 5.74 | -1.54 |
| Martin ratioReturn relative to average drawdown | 14.69 | 18.81 | -4.12 |
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Drawdowns
GCAVX vs. WSCVX - Drawdown Comparison
The maximum GCAVX drawdown since its inception was -48.22%, which is greater than WSCVX's maximum drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for GCAVX and WSCVX.
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Drawdown Indicators
| GCAVX | WSCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.22% | -22.34% | -25.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -8.96% | -1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -26.15% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.15% | — | — |
Current DrawdownCurrent decline from peak | -1.21% | 0.00% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -8.49% | -4.19% | -4.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.73% | +0.30% |
Volatility
GCAVX vs. WSCVX - Volatility Comparison
GMO U.S. Small Cap Value Fund (GCAVX) and Walthausen Small Cap Value Fund (WSCVX) have volatilities of 5.16% and 5.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCAVX | WSCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 5.21% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 12.90% | 12.15% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.92% | 17.90% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.85% | 22.05% | -0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.58% | 22.05% | +4.53% |
GCAVX vs. WSCVX - Expense Ratio Comparison
GCAVX has a 0.42% expense ratio, which is lower than WSCVX's 1.21% expense ratio.
Dividends
GCAVX vs. WSCVX - Dividend Comparison
GCAVX's dividend yield for the trailing twelve months is around 2.48%, less than WSCVX's 10.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
GCAVX GMO U.S. Small Cap Value Fund | 2.48% | 2.94% | 1.68% | 1.85% | 10.92% | 41.19% | 1.54% | 0.83% |
WSCVX Walthausen Small Cap Value Fund | 10.34% | 13.23% | 28.71% | 9.08% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GCAVX and WSCVX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSCVX has higher volatility (5.21%) compared to GCAVX (5.16%). In terms of maximum drawdown, GCAVX dropped -48.22% vs WSCVX's -22.34%.
WSCVX currently has the higher Sharpe Ratio (2.88 vs 2.36), 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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