MOWIX vs. MO
MOWIX (Moerus Worldwide Value Fund) is Foreign Small & Mid Cap Equities fund managed by MOERUS FUNDS, while MO (Altria Group, Inc.) is a stock. Over the past 5 years, MOWIX returned 18.96%/yr vs 16.82%/yr for MO. At a 0.23 correlation, their price movements are largely independent.
Performance
MOWIX vs. MO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MOWIX achieves a 6.97% return, which is significantly lower than MO's 24.40% return.
MOWIX
- 1D
- -0.58%
- 1M
- -2.00%
- YTD
- 6.97%
- 6M
- 6.87%
- 1Y
- 28.60%
- 3Y*
- 25.33%
- 5Y*
- 18.96%
- 10Y*
- —
MO
- 1D
- 0.56%
- 1M
- -4.53%
- YTD
- 24.40%
- 6M
- 24.63%
- 1Y
- 24.23%
- 3Y*
- 26.24%
- 5Y*
- 16.82%
- 10Y*
- 7.44%
MOWIX vs. MO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MOWIX Moerus Worldwide Value Fund | 6.97% | 40.23% | 15.96% | 24.97% | 6.40% | 18.28% | -10.06% | 15.29% | -19.47% | 18.59% |
MO Altria Group, Inc. | 24.40% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
Correlation
The correlation between MOWIX and MO is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.23 |
The correlation between MOWIX and MO shifts across timeframes, from -0.13 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MOWIX vs. MO — Risk / Return Rank
MOWIX
MO
MOWIX vs. MO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moerus Worldwide Value Fund (MOWIX) and Altria Group, Inc. (MO). 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.
| MOWIX | MO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.48 | +1.07 |
| Martin ratioReturn relative to average drawdown | 7.50 | 3.71 | +3.79 |
Loading charts...
Drawdowns
MOWIX vs. MO - Drawdown Comparison
The maximum MOWIX drawdown since its inception was -53.13%, smaller than the maximum MO drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for MOWIX and MO.
Loading charts...
Drawdown Indicators
| MOWIX | MO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.13% | -65.43% | +12.30% |
Max Drawdown (1Y)Largest decline over 1 year | -10.71% | -16.40% | +5.69% |
Max Drawdown (3Y)Largest decline over 3 years | -14.54% | -16.40% | +1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -22.11% | -25.83% | +3.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.69% | — |
Current DrawdownCurrent decline from peak | -7.18% | -5.37% | -1.81% |
Average DrawdownAverage peak-to-trough decline | -10.38% | -11.92% | +1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 6.55% | -2.91% |
Volatility
MOWIX vs. MO - Volatility Comparison
The current volatility for Moerus Worldwide Value Fund (MOWIX) is 4.90%, while Altria Group, Inc. (MO) has a volatility of 6.94%. This indicates that MOWIX experiences smaller price fluctuations and is considered to be less risky than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MOWIX | MO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 6.94% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.81% | 17.83% | -5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 22.80% | -7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 20.68% | -4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.18% | 23.00% | -5.82% |
Dividends
MOWIX vs. MO - Dividend Comparison
MOWIX's dividend yield for the trailing twelve months is around 9.74%, more than MO's 6.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 6.10% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
MOWIX Moerus Worldwide Value Fund | 9.74% | 10.42% | 4.65% | 4.98% | 0.55% | 5.32% | 0.72% | 1.32% | 1.93% | 0.86% | 0.00% | 0.00% |
Frequently Asked Questions
MOWIX and MO have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MO has higher volatility (6.94%) compared to MOWIX (4.90%). In terms of maximum drawdown, MOWIX dropped -53.13% vs MO's -65.43%.
MOWIX currently has the higher Sharpe Ratio (1.73 vs 1.07), 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.
Find the right allocation for MOWIX and MO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer