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QRSVX vs. VSCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QRSVX vs. VSCAX - Performance Comparison

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

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QRSVX vs. VSCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QRSVX
FPA Queens Road Small Cap Value Fund Investor Class
3.75%13.37%10.72%16.04%-9.14%23.16%2.50%
VSCAX
Invesco Small Cap Value Fund
6.56%17.70%24.54%22.84%4.31%36.34%3.94%

Returns By Period

In the year-to-date period, QRSVX achieves a 3.75% return, which is significantly lower than VSCAX's 6.56% return.


QRSVX

1D
-0.52%
1M
-5.97%
YTD
3.75%
6M
3.39%
1Y
20.65%
3Y*
14.49%
5Y*
8.35%
10Y*

VSCAX

1D
-1.86%
1M
-10.13%
YTD
6.56%
6M
13.85%
1Y
33.30%
3Y*
24.38%
5Y*
17.26%
10Y*
15.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QRSVX vs. VSCAX - Expense Ratio Comparison

QRSVX has a 0.94% expense ratio, which is lower than VSCAX's 1.12% expense ratio.


Return for Risk

QRSVX vs. VSCAX — Risk / Return Rank

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

QRSVX
QRSVX Risk / Return Rank: 6262
Overall Rank
QRSVX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QRSVX Sortino Ratio Rank: 6666
Sortino Ratio Rank
QRSVX Omega Ratio Rank: 5858
Omega Ratio Rank
QRSVX Calmar Ratio Rank: 6262
Calmar Ratio Rank
QRSVX Martin Ratio Rank: 6464
Martin Ratio Rank

VSCAX
VSCAX Risk / Return Rank: 7171
Overall Rank
VSCAX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VSCAX Sortino Ratio Rank: 7373
Sortino Ratio Rank
VSCAX Omega Ratio Rank: 7070
Omega Ratio Rank
VSCAX Calmar Ratio Rank: 7272
Calmar Ratio Rank
VSCAX Martin Ratio Rank: 6767
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.

QRSVX vs. VSCAX - Risk-Adjusted Trends Comparison

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


QRSVXVSCAXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.28

-0.20

Sortino ratio

Return per unit of downside risk

1.66

1.79

-0.12

Omega ratio

Gain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratio

Return relative to maximum drawdown

1.45

1.64

-0.20

Martin ratio

Return relative to average drawdown

6.11

6.36

-0.24

QRSVX vs. VSCAX - Sharpe Ratio Comparison

The current QRSVX Sharpe Ratio is 1.08, which is comparable to the VSCAX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of QRSVX and VSCAX, 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


QRSVXVSCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.28

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.75

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.51

+0.12

Correlation

The correlation between QRSVX and VSCAX is 0.88, 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

QRSVX vs. VSCAX - Dividend Comparison

QRSVX's dividend yield for the trailing twelve months is around 4.29%, less than VSCAX's 8.65% yield.


TTM20252024202320222021202020192018201720162015
QRSVX
FPA Queens Road Small Cap Value Fund Investor Class
4.29%4.45%4.86%2.56%2.07%1.66%0.00%0.00%0.00%0.00%0.00%0.00%
VSCAX
Invesco Small Cap Value Fund
8.65%9.22%7.90%4.93%10.12%16.90%0.30%2.53%28.45%16.65%1.71%11.08%

Drawdowns

QRSVX vs. VSCAX - Drawdown Comparison

The maximum QRSVX drawdown since its inception was -20.59%, smaller than the maximum VSCAX drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for QRSVX and VSCAX.


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Drawdown Indicators


QRSVXVSCAXDifference

Max Drawdown

Largest peak-to-trough decline

-20.59%

-57.77%

+37.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.93%

-16.56%

+3.63%

Max Drawdown (5Y)

Largest decline over 5 years

-20.59%

-25.29%

+4.70%

Max Drawdown (10Y)

Largest decline over 10 years

-57.77%

Current Drawdown

Current decline from peak

-7.08%

-11.43%

+4.35%

Average Drawdown

Average peak-to-trough decline

-5.03%

-8.94%

+3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

4.49%

-1.43%

Volatility

QRSVX vs. VSCAX - Volatility Comparison

The current volatility for FPA Queens Road Small Cap Value Fund Investor Class (QRSVX) is 4.26%, while Invesco Small Cap Value Fund (VSCAX) has a volatility of 8.31%. This indicates that QRSVX experiences smaller price fluctuations and is considered to be less risky than VSCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QRSVXVSCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

8.31%

-4.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

16.64%

-5.91%

Volatility (1Y)

Calculated over the trailing 1-year period

19.44%

25.77%

-6.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

23.13%

-5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.53%

26.70%

-9.17%