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LVAGX vs. LSVVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LVAGX vs. LSVVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LSV Global Value Fund (LVAGX) and LSV Conservative Value Equity Fund (LSVVX). The values are adjusted to include any dividend payments, if applicable.

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LVAGX vs. LSVVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LVAGX
LSV Global Value Fund
4.94%26.84%12.88%18.76%-8.44%21.07%0.15%21.99%-15.70%21.70%
LSVVX
LSV Conservative Value Equity Fund
2.19%19.63%3.97%12.19%-4.02%28.57%-3.46%25.29%-11.10%16.18%

Returns By Period

In the year-to-date period, LVAGX achieves a 4.94% return, which is significantly higher than LSVVX's 2.19% return. Over the past 10 years, LVAGX has outperformed LSVVX with an annualized return of 10.72%, while LSVVX has yielded a comparatively lower 9.75% annualized return.


LVAGX

1D
2.44%
1M
-3.99%
YTD
4.94%
6M
10.63%
1Y
29.35%
3Y*
19.77%
5Y*
11.75%
10Y*
10.72%

LSVVX

1D
2.05%
1M
-3.15%
YTD
2.19%
6M
7.88%
1Y
19.67%
3Y*
12.47%
5Y*
8.44%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LVAGX vs. LSVVX - Expense Ratio Comparison

LVAGX has a 1.15% expense ratio, which is higher than LSVVX's 0.35% expense ratio.


Return for Risk

LVAGX vs. LSVVX — Risk / Return Rank

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

LVAGX
LVAGX Risk / Return Rank: 8787
Overall Rank
LVAGX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
LVAGX Sortino Ratio Rank: 8787
Sortino Ratio Rank
LVAGX Omega Ratio Rank: 8686
Omega Ratio Rank
LVAGX Calmar Ratio Rank: 8484
Calmar Ratio Rank
LVAGX Martin Ratio Rank: 9191
Martin Ratio Rank

LSVVX
LSVVX Risk / Return Rank: 6767
Overall Rank
LSVVX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
LSVVX Sortino Ratio Rank: 6565
Sortino Ratio Rank
LSVVX Omega Ratio Rank: 6363
Omega Ratio Rank
LSVVX Calmar Ratio Rank: 6868
Calmar Ratio Rank
LSVVX Martin Ratio Rank: 7474
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.

LVAGX vs. LSVVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LSV Global Value Fund (LVAGX) and LSV Conservative Value Equity Fund (LSVVX). 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.


LVAGXLSVVXDifference

Sharpe ratio

Return per unit of total volatility

1.83

1.24

+0.58

Sortino ratio

Return per unit of downside risk

2.47

1.78

+0.69

Omega ratio

Gain probability vs. loss probability

1.37

1.26

+0.11

Calmar ratio

Return relative to maximum drawdown

2.35

1.77

+0.58

Martin ratio

Return relative to average drawdown

11.55

7.93

+3.61

LVAGX vs. LSVVX - Sharpe Ratio Comparison

The current LVAGX Sharpe Ratio is 1.83, which is higher than the LSVVX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of LVAGX and LSVVX, 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


LVAGXLSVVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.24

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.53

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.53

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.30

+0.23

Correlation

The correlation between LVAGX and LSVVX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LVAGX vs. LSVVX - Dividend Comparison

LVAGX's dividend yield for the trailing twelve months is around 6.08%, less than LSVVX's 13.39% yield.


TTM20252024202320222021202020192018201720162015
LVAGX
LSV Global Value Fund
6.08%6.38%7.93%2.69%1.52%2.04%1.66%1.99%4.71%1.86%2.54%2.35%
LSVVX
LSV Conservative Value Equity Fund
13.39%13.69%2.45%6.57%5.41%3.67%2.40%21.48%3.91%1.98%2.37%2.38%

Drawdowns

LVAGX vs. LSVVX - Drawdown Comparison

The maximum LVAGX drawdown since its inception was -42.32%, smaller than the maximum LSVVX drawdown of -61.62%. Use the drawdown chart below to compare losses from any high point for LVAGX and LSVVX.


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Drawdown Indicators


LVAGXLSVVXDifference

Max Drawdown

Largest peak-to-trough decline

-42.32%

-61.62%

+19.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-11.73%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-23.77%

-24.61%

+0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-42.32%

-40.61%

-1.71%

Current Drawdown

Current decline from peak

-4.70%

-4.31%

-0.39%

Average Drawdown

Average peak-to-trough decline

-7.04%

-12.30%

+5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.61%

-0.02%

Volatility

LVAGX vs. LSVVX - Volatility Comparison

LSV Global Value Fund (LVAGX) has a higher volatility of 5.39% compared to LSV Conservative Value Equity Fund (LSVVX) at 3.99%. This indicates that LVAGX's price experiences larger fluctuations and is considered to be riskier than LSVVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LVAGXLSVVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

3.99%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

8.51%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

15.83%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.38%

15.97%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

18.50%

-1.52%