MAVKX vs. QRSVX

Last updated Jun 5, 2026

MAVKX (Mutual of America Small Cap Value Fund) and QRSVX (FPA Queens Road Small Cap Value Fund Investor Class) are both Small Cap Value Equities funds. Over the past 5 years, MAVKX returned 4.72%/yr vs 11.47%/yr for QRSVX. A 0.79 correlation means they provide meaningful diversification when combined. MAVKX charges 0.82%/yr vs 0.94%/yr for QRSVX.

Performance

MAVKX vs. QRSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mutual of America Small Cap Value Fund (MAVKX) and FPA Queens Road Small Cap Value Fund Investor Class (QRSVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MAVKX achieves a 13.28% return, which is significantly lower than QRSVX's 24.66% return.

MAVKX

• 1D: -0.56%
• 1M: 1.01%
• YTD: 13.28%
• 6M: 11.34%
• 1Y: 24.24%
• 3Y*: 11.10%
• 5Y*: 4.72%
• 10Y*: —

QRSVX

• 1D: -0.28%
• 1M: 6.19%
• YTD: 24.66%
• 6M: 23.12%
• 1Y: 37.90%
• 3Y*: 21.48%
• 5Y*: 11.47%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MAVKX vs. QRSVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
MAVKX Mutual of America Small Cap Value Fund	13.28%	2.04%	10.56%	7.14%	-9.93%	31.43%	2.05%
QRSVX FPA Queens Road Small Cap Value Fund Investor Class	24.66%	13.37%	10.72%	16.04%	-9.14%	23.16%	2.50%

Correlation

The correlation between MAVKX and QRSVX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Dec 15, 2020	0.79

The correlation between MAVKX and QRSVX has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.

Return for Risk

MAVKX vs. QRSVX — Risk / Return Rank

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

MAVKX

MAVKX Risk / Return Rank: 41
MAVKX Sharpe Ratio Rank: 34
MAVKX Sortino Ratio Rank: 35
MAVKX Omega Ratio Rank: 31
MAVKX Calmar Ratio Rank: 58
MAVKX Martin Ratio Rank: 49

QRSVX

QRSVX Risk / Return Rank: 79
QRSVX Sharpe Ratio Rank: 74
QRSVX Sortino Ratio Rank: 77
QRSVX Omega Ratio Rank: 65
QRSVX Calmar Ratio Rank: 91
QRSVX Martin Ratio Rank: 88

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.

MAVKX vs. QRSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mutual of America Small Cap Value Fund (MAVKX) and FPA Queens Road Small Cap Value Fund Investor Class (QRSVX). 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.

	MAVKX	QRSVX	Difference
Sharpe ratio: Return per unit of total volatility	1.60	2.49	-0.89
Sortino ratio: Return per unit of downside risk	2.37	3.70	-1.33
Omega ratio: Gain probability vs. loss probability	1.28	1.44	-0.16
Calmar ratio: Return relative to maximum drawdown	2.83	4.75	-1.92
Martin ratio: Return relative to average drawdown	9.74	16.81	-7.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MAVKX vs. QRSVX - Sharpe Ratio Comparison

The current MAVKX Sharpe Ratio is 1.60, which is lower than the QRSVX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of MAVKX and QRSVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MAVKX	QRSVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.60	2.49	-0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.66	-0.42
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.83	-0.67

Drawdowns

MAVKX vs. QRSVX - Drawdown Comparison

The maximum MAVKX drawdown since its inception was -44.74%, which is greater than QRSVX's maximum drawdown of -20.59%. Use the drawdown chart below to compare losses from any high point for MAVKX and QRSVX.

Drawdown Indicators

	MAVKX	QRSVX	Difference
Max Drawdown Largest peak-to-trough decline	-44.74%	-20.59%	-24.15%
Max Drawdown (1Y) Largest decline over 1 year	-9.34%	-7.93%	-1.41%
Max Drawdown (3Y) Largest decline over 3 years	-25.00%	-18.91%	-6.09%
Max Drawdown (5Y) Largest decline over 5 years	-25.00%	-20.59%	-4.41%
Current Drawdown Current decline from peak	-0.87%	-0.28%	-0.59%
Average Drawdown Average peak-to-trough decline	-9.06%	-4.89%	-4.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	2.23%	+0.43%

Volatility

MAVKX vs. QRSVX - Volatility Comparison

Mutual of America Small Cap Value Fund (MAVKX) and FPA Queens Road Small Cap Value Fund Investor Class (QRSVX) have volatilities of 4.58% and 4.50%, 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.

Volatility by Period

	MAVKX	QRSVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.58%	4.50%	+0.08%
Volatility (6M) Calculated over the trailing 6-month period	11.72%	10.45%	+1.27%
Volatility (1Y) Calculated over the trailing 1-year period	16.62%	15.17%	+1.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.72%	17.48%	+4.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	382.42%	17.49%	+364.93%

MAVKX vs. QRSVX - Expense Ratio Comparison

MAVKX has a 0.82% expense ratio, which is lower than QRSVX's 0.94% expense ratio.

Dividends

MAVKX vs. QRSVX - Dividend Comparison

MAVKX's dividend yield for the trailing twelve months is around 4.54%, more than QRSVX's 3.57% yield.

Position	TTM	2025	2024	2023	2022	2021
MAVKX Mutual of America Small Cap Value Fund	4.54%	5.14%	5.56%	4.59%	10.13%	6.98%
QRSVX FPA Queens Road Small Cap Value Fund Investor Class	3.57%	4.45%	4.86%	2.56%	2.07%	1.66%

Frequently Asked Questions

Can I hold both MAVKX and QRSVX in my portfolio?

MAVKX and QRSVX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MAVKX or QRSVX?

MAVKX has higher volatility (4.58%) compared to QRSVX (4.50%). In terms of maximum drawdown, MAVKX dropped -44.74% vs QRSVX's -20.59%.

Which has better risk-adjusted returns?

QRSVX currently has the higher Sharpe Ratio (2.49 vs 1.60), 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.