LSVQX vs. LVAGX
LSVQX (LSV Small Cap Value Fund) and LVAGX (LSV Global Value Fund) are both mutual funds - LSVQX is a Small Cap Value Equities fund managed by LSV, while LVAGX is a Global Equities fund managed by LSV. Over the past 10 years, LSVQX returned 9.14%/yr vs 11.60%/yr for LVAGX. Their correlation of 0.86 means they have usually moved in the same direction. LSVQX charges 0.83%/yr vs 1.15%/yr for LVAGX.
Performance
LSVQX vs. LVAGX - Performance Comparison
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Returns By Period
In the year-to-date period, LSVQX achieves a 21.19% return, which is significantly lower than LVAGX's 24.67% return. Over the past 10 years, LSVQX has underperformed LVAGX with an annualized return of 9.14%, while LVAGX has yielded a comparatively higher 11.60% annualized return.
LSVQX
- 1D
- -0.58%
- 1M
- 2.52%
- 6M
- 16.34%
- YTD
- 21.19%
- 1Y
- 33.57%
- 3Y*
- 12.69%
- 5Y*
- 10.19%
- 10Y*
- 9.14%
- ALL TIME*
- 9.45%
LVAGX
- 1D
- 1.08%
- 1M
- 2.10%
- 6M
- 18.79%
- YTD
- 24.67%
- 1Y
- 43.05%
- 3Y*
- 20.81%
- 5Y*
- 13.60%
- 10Y*
- 11.60%
- ALL TIME*
- 9.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSVQX vs. LVAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSVQX LSV Small Cap Value Fund | 21.19% | 7.31% | 4.23% | 19.02% | -6.24% | 34.54% | -5.98% | 20.59% | -17.41% | 6.12% |
LVAGX LSV Global Value Fund | 24.67% | 26.84% | 6.86% | 18.76% | -8.44% | 21.07% | 0.15% | 21.99% | -15.70% | 21.70% |
Correlation
The correlation between LSVQX and LVAGX is 0.76, 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. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.86 |
The correlation between LSVQX and LVAGX shifts across timeframes, from 0.76 (1 year) to 0.88 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LSVQX vs. LVAGX — Risk / Return Rank
LSVQX
LVAGX
LSVQX vs. LVAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LSV Small Cap Value Fund (LSVQX) and LSV Global Value Fund (LVAGX). 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.
| LSVQX | LVAGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.56 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 5.83 | -2.20 |
| Martin ratioReturn relative to average drawdown | 11.13 | 21.28 | -10.14 |
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Drawdowns
LSVQX vs. LVAGX - Drawdown Comparison
The maximum LSVQX drawdown since its inception was -54.77%, which is greater than LVAGX's maximum drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for LSVQX and LVAGX.
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Drawdown Indicators
| LSVQX | LVAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.77% | -42.32% | -12.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.48% | -7.03% | -1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -25.76% | -16.13% | -9.63% |
Max Drawdown (5Y)Largest decline over 5 years | -25.76% | -23.77% | -1.99% |
Max Drawdown (10Y)Largest decline over 10 years | -54.77% | -42.32% | -12.45% |
Current DrawdownCurrent decline from peak | -1.37% | -0.46% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -7.37% | -6.95% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.92% | +0.84% |
Volatility
LSVQX vs. LVAGX - Volatility Comparison
LSV Small Cap Value Fund (LSVQX) has a higher volatility of 3.49% compared to LSV Global Value Fund (LVAGX) at 3.31%. This indicates that LSVQX's price experiences larger fluctuations and is considered to be riskier than LVAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSVQX | LVAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 3.31% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 10.57% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 13.24% | +1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.12% | 15.37% | +4.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.23% | 16.83% | +7.40% |
LSVQX vs. LVAGX - Expense Ratio Comparison
LSVQX has a 0.83% expense ratio, which is lower than LVAGX's 1.15% expense ratio.
Dividends
LSVQX vs. LVAGX - Dividend Comparison
LSVQX's dividend yield for the trailing twelve months is around 6.70%, more than LVAGX's 5.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSVQX LSV Small Cap Value Fund | 6.70% | 8.13% | 1.78% | 4.73% | 2.02% | 1.45% | 1.83% | 2.04% | 7.00% | 4.78% | 2.35% | 3.59% |
LVAGX LSV Global Value Fund | 5.12% | 6.38% | 2.44% | 2.69% | 1.52% | 2.04% | 1.66% | 1.99% | 4.71% | 1.86% | 2.54% | 2.35% |
Frequently Asked Questions
LSVQX and LVAGX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSVQX has higher volatility (3.49%) compared to LVAGX (3.31%). In terms of maximum drawdown, LSVQX dropped -54.77% vs LVAGX's -42.32%.
LVAGX currently has the higher Sharpe Ratio (3.10 vs 2.04), 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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