GDIIX vs. SMVLX
GDIIX (Genter Dividend Income Fund) and SMVLX (Smead Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, GDIIX returned 11.40%/yr vs 12.68%/yr for SMVLX. Their correlation of 0.87 means they have usually moved in the same direction. GDIIX charges 1.25%/yr vs 1.26%/yr for SMVLX.
Performance
GDIIX vs. SMVLX - Performance Comparison
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Returns By Period
In the year-to-date period, GDIIX achieves a 15.41% return, which is significantly lower than SMVLX's 21.13% return. Over the past 10 years, GDIIX has underperformed SMVLX with an annualized return of 11.40%, while SMVLX has yielded a comparatively higher 12.68% annualized return.
GDIIX
- 1D
- -0.83%
- 1M
- 1.97%
- 6M
- 8.40%
- YTD
- 15.41%
- 1Y
- 24.81%
- 3Y*
- 16.71%
- 5Y*
- 11.65%
- 10Y*
- 11.40%
- ALL TIME*
- 11.14%
SMVLX
- 1D
- -0.25%
- 1M
- 3.21%
- 6M
- 16.20%
- YTD
- 21.13%
- 1Y
- 31.71%
- 3Y*
- 12.65%
- 5Y*
- 10.62%
- 10Y*
- 12.68%
- ALL TIME*
- 13.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
SMVLX Smead Value Fund | $0.00 | $0.00 | $0.00 |
GDIIX vs. SMVLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GDIIX Genter Dividend Income Fund | 15.41% | 16.34% | 16.24% | 5.64% | -1.16% | 24.81% | -0.78% | 27.62% | -8.45% | 18.33% |
SMVLX Smead Value Fund | 21.13% | 5.05% | 4.78% | 16.87% | -2.79% | 42.46% | 1.71% | 26.29% | -4.79% | 19.73% |
Correlation
The correlation between GDIIX and SMVLX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.87 |
The correlation between GDIIX and SMVLX has been stable across timeframes, ranging from 0.77 to 0.87 - a consistent structural relationship.
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Return for Risk
GDIIX vs. SMVLX — Risk / Return Rank
GDIIX
SMVLX
GDIIX vs. SMVLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Genter Dividend Income Fund (GDIIX) and Smead Value Fund (SMVLX). 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.
| GDIIX | SMVLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 5.07 | -1.45 |
| Martin ratioReturn relative to average drawdown | 12.85 | 15.11 | -2.26 |
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Drawdowns
GDIIX vs. SMVLX - Drawdown Comparison
The maximum GDIIX drawdown since its inception was -37.24%, smaller than the maximum SMVLX drawdown of -39.56%. Use the drawdown chart below to compare losses from any high point for GDIIX and SMVLX.
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Drawdown Indicators
| GDIIX | SMVLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.24% | -39.56% | +2.32% |
Max Drawdown (1Y)Largest decline over 1 year | -6.41% | -5.90% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -13.50% | -24.62% | +11.12% |
Max Drawdown (5Y)Largest decline over 5 years | -17.88% | -24.62% | +6.74% |
Max Drawdown (10Y)Largest decline over 10 years | -37.24% | -39.56% | +2.32% |
Current DrawdownCurrent decline from peak | -1.58% | -0.34% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -4.56% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 1.98% | -0.18% |
Volatility
GDIIX vs. SMVLX - Volatility Comparison
Genter Dividend Income Fund (GDIIX) and Smead Value Fund (SMVLX) have volatilities of 3.12% and 3.12%, 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
| GDIIX | SMVLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 3.12% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 8.42% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.48% | 13.62% | -3.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.69% | 18.27% | -4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 19.43% | -2.91% |
GDIIX vs. SMVLX - Expense Ratio Comparison
GDIIX has a 1.25% expense ratio, which is lower than SMVLX's 1.26% expense ratio.
Dividends
GDIIX vs. SMVLX - Dividend Comparison
GDIIX's dividend yield for the trailing twelve months is around 4.16%, more than SMVLX's 1.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GDIIX Genter Dividend Income Fund | 4.16% | 4.79% | 9.73% | 2.66% | 5.24% | 4.07% | 2.27% | 8.01% | 13.52% | 10.01% | 4.47% | 1.89% |
SMVLX Smead Value Fund | 1.38% | 1.67% | 1.08% | 1.34% | 1.78% | 3.91% | 1.40% | 3.83% | 7.47% | 0.22% | 3.14% | 3.10% |
Frequently Asked Questions
GDIIX and SMVLX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMVLX has higher volatility (3.12%) compared to GDIIX (3.12%). In terms of maximum drawdown, GDIIX dropped -37.24% vs SMVLX's -39.56%.
GDIIX currently has the higher Sharpe Ratio (2.21 vs 2.21), 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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