MOWIX vs. VFSNX
Compare and contrast key facts about Moerus Worldwide Value Fund (MOWIX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX).
MOWIX is managed by MOERUS FUNDS. It was launched on May 30, 2016. VFSNX is managed by Vanguard. It was launched on Apr 2, 2009.
Performance
MOWIX vs. VFSNX - Performance Comparison
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MOWIX vs. VFSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MOWIX Moerus Worldwide Value Fund | 2.90% | 40.23% | 15.96% | 24.97% | 6.40% | 146.79% | -10.06% | 269.57% | -19.47% | 18.59% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | -1.08% | 29.97% | 2.63% | 15.18% | -21.26% | 12.74% | 11.92% | 21.72% | -18.46% | 29.67% |
Returns By Period
In the year-to-date period, MOWIX achieves a 2.90% return, which is significantly higher than VFSNX's -1.08% return.
MOWIX
- 1D
- -0.70%
- 1M
- -10.71%
- YTD
- 2.90%
- 6M
- 7.76%
- 1Y
- 39.09%
- 3Y*
- 26.86%
- 5Y*
- 37.86%
- 10Y*
- —
VFSNX
- 1D
- -0.56%
- 1M
- -11.47%
- YTD
- -1.08%
- 6M
- 1.46%
- 1Y
- 26.81%
- 3Y*
- 12.77%
- 5Y*
- 5.20%
- 10Y*
- 7.33%
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MOWIX vs. VFSNX - Expense Ratio Comparison
MOWIX has a 1.40% expense ratio, which is higher than VFSNX's 0.11% expense ratio.
Return for Risk
MOWIX vs. VFSNX — Risk / Return Rank
MOWIX
VFSNX
MOWIX vs. VFSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moerus Worldwide Value Fund (MOWIX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX). 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.
| MOWIX | VFSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.24 | 1.78 | +0.45 |
Sortino ratioReturn per unit of downside risk | 2.76 | 2.29 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.35 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.13 | 2.09 | +1.03 |
Martin ratioReturn relative to average drawdown | 12.06 | 8.39 | +3.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MOWIX | VFSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 1.78 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.35 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.55 | +0.22 |
Correlation
The correlation between MOWIX and VFSNX is 0.79, 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
MOWIX vs. VFSNX - Dividend Comparison
MOWIX's dividend yield for the trailing twelve months is around 10.13%, more than VFSNX's 3.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MOWIX Moerus Worldwide Value Fund | 10.13% | 10.42% | 4.65% | 4.98% | 0.55% | 55.38% | 0.72% | 94.90% | 1.93% | 0.86% | 0.00% | 0.00% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | 3.40% | 3.36% | 3.41% | 3.11% | 2.26% | 2.70% | 1.90% | 3.25% | 2.81% | 2.85% | 2.93% | 2.69% |
Drawdowns
MOWIX vs. VFSNX - Drawdown Comparison
The maximum MOWIX drawdown since its inception was -46.25%, which is greater than VFSNX's maximum drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for MOWIX and VFSNX.
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Drawdown Indicators
| MOWIX | VFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.25% | -43.65% | -2.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.21% | -11.47% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -22.11% | -33.75% | +11.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.65% | — |
Current DrawdownCurrent decline from peak | -10.71% | -11.47% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -9.56% | +2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.86% | +0.14% |
Volatility
MOWIX vs. VFSNX - Volatility Comparison
Moerus Worldwide Value Fund (MOWIX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) have volatilities of 6.23% and 6.02%, 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
| MOWIX | VFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 6.02% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 9.85% | +2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.10% | 14.43% | +2.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.85% | 14.85% | +36.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.18% | 15.66% | +31.52% |