MWMIX vs. SILVX
MWMIX (VanEck Morningstar Wide Moat Fund) and SILVX (SGI U.S. Large Equity Fund) are both Large Cap Blend Equities funds. Over the past 5 years, MWMIX returned 7.49%/yr vs 7.85%/yr for SILVX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. MWMIX charges 0.59%/yr vs 0.98%/yr for SILVX.
Performance
MWMIX vs. SILVX - Performance Comparison
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Returns By Period
In the year-to-date period, MWMIX achieves a 4.05% return, which is significantly lower than SILVX's 11.62% return.
MWMIX
- 1D
- -0.09%
- 1M
- 1.37%
- 6M
- 2.88%
- YTD
- 4.05%
- 1Y
- 13.95%
- 3Y*
- 8.29%
- 5Y*
- 7.49%
- 10Y*
- —
- ALL TIME*
- 11.92%
SILVX
- 1D
- 0.82%
- 1M
- 0.26%
- 6M
- 7.28%
- YTD
- 11.62%
- 1Y
- 20.78%
- 3Y*
- 14.32%
- 5Y*
- 7.85%
- 10Y*
- 10.34%
- ALL TIME*
- 11.23%
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 |
MWMIX vs. SILVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MWMIX VanEck Morningstar Wide Moat Fund | 4.05% | 13.17% | 10.30% | 25.20% | -13.46% | 24.12% | 14.15% | 34.85% | -1.49% | -0.52% |
SILVX SGI U.S. Large Equity Fund | 11.62% | 8.89% | 17.65% | 10.43% | -12.99% | 17.31% | 11.48% | 29.22% | 0.19% | -0.38% |
Correlation
The correlation between MWMIX and SILVX is 0.65, 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. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Dec 21, 2017 | 0.77 |
The correlation between MWMIX and SILVX shifts across timeframes, from 0.65 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MWMIX vs. SILVX — Risk / Return Rank
MWMIX
SILVX
MWMIX vs. SILVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Wide Moat Fund (MWMIX) and SGI U.S. Large Equity Fund (SILVX). 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.
| MWMIX | SILVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.37 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.50 | -1.58 |
| Martin ratioReturn relative to average drawdown | 2.72 | 11.23 | -8.51 |
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Drawdowns
MWMIX vs. SILVX - Drawdown Comparison
The maximum MWMIX drawdown since its inception was -33.03%, which is greater than SILVX's maximum drawdown of -31.29%. Use the drawdown chart below to compare losses from any high point for MWMIX and SILVX.
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Drawdown Indicators
| MWMIX | SILVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.03% | -31.29% | -1.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -7.87% | -4.55% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -12.12% | -9.54% |
Max Drawdown (5Y)Largest decline over 5 years | -23.90% | -21.21% | -2.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.29% | — |
Current DrawdownCurrent decline from peak | -0.29% | -0.15% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -3.57% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 1.75% | +2.43% |
Volatility
MWMIX vs. SILVX - Volatility Comparison
VanEck Morningstar Wide Moat Fund (MWMIX) has a higher volatility of 4.14% compared to SGI U.S. Large Equity Fund (SILVX) at 2.47%. This indicates that MWMIX's price experiences larger fluctuations and is considered to be riskier than SILVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWMIX | SILVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 2.47% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.50% | 6.97% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.08% | 9.33% | +4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.75% | 13.20% | +5.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.38% | 14.95% | +5.43% |
MWMIX vs. SILVX - Expense Ratio Comparison
MWMIX has a 0.59% expense ratio, which is lower than SILVX's 0.98% expense ratio.
Dividends
MWMIX vs. SILVX - Dividend Comparison
MWMIX's dividend yield for the trailing twelve months is around 11.98%, more than SILVX's 7.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWMIX VanEck Morningstar Wide Moat Fund | 11.98% | 12.47% | 10.34% | 0.77% | 11.44% | 13.44% | 8.22% | 10.84% | 9.48% | 0.26% | 0.00% | 0.00% |
SILVX SGI U.S. Large Equity Fund | 7.95% | 8.87% | 23.03% | 4.68% | 4.09% | 15.68% | 0.61% | 4.37% | 4.43% | 7.34% | 2.61% | 7.04% |
Frequently Asked Questions
MWMIX and SILVX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MWMIX has higher volatility (4.14%) compared to SILVX (2.47%). In terms of maximum drawdown, MWMIX dropped -33.03% vs SILVX's -31.29%.
SILVX currently has the higher Sharpe Ratio (2.11 vs 0.81), 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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