QRSVX vs. VSMVX
Compare and contrast key facts about FPA Queens Road Small Cap Value Fund Investor Class (QRSVX) and Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX).
QRSVX is a passively managed fund by FPA that tracks the performance of the Russell 2000 Value. It was launched on Jun 13, 2002. VSMVX is managed by Vanguard. It was launched on Nov 19, 2014.
Performance
QRSVX vs. VSMVX - Performance Comparison
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QRSVX vs. VSMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QRSVX FPA Queens Road Small Cap Value Fund Investor Class | 6.07% | 13.37% | 10.72% | 16.04% | -9.14% | 23.16% | 2.50% |
VSMVX Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares | 4.35% | 6.38% | 7.53% | 14.85% | -11.12% | 30.85% | 3.13% |
Returns By Period
In the year-to-date period, QRSVX achieves a 6.07% return, which is significantly higher than VSMVX's 4.35% return.
QRSVX
- 1D
- 2.23%
- 1M
- -4.48%
- YTD
- 6.07%
- 6M
- 5.67%
- 1Y
- 22.31%
- 3Y*
- 15.33%
- 5Y*
- 8.64%
- 10Y*
- —
VSMVX
- 1D
- 2.16%
- 1M
- -3.89%
- YTD
- 4.35%
- 6M
- 7.26%
- 1Y
- 23.43%
- 3Y*
- 9.99%
- 5Y*
- 4.86%
- 10Y*
- 9.53%
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QRSVX vs. VSMVX - Expense Ratio Comparison
QRSVX has a 0.94% expense ratio, which is higher than VSMVX's 0.08% expense ratio.
Return for Risk
QRSVX vs. VSMVX — Risk / Return Rank
QRSVX
VSMVX
QRSVX vs. VSMVX - 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 Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX). 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.
| QRSVX | VSMVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 1.00 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.52 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.52 | +0.30 |
Martin ratioReturn relative to average drawdown | 7.65 | 5.76 | +1.89 |
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
| QRSVX | VSMVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.00 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.22 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.47 | +0.19 |
Correlation
The correlation between QRSVX and VSMVX is 0.93, 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. VSMVX - Dividend Comparison
QRSVX's dividend yield for the trailing twelve months is around 4.19%, more than VSMVX's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QRSVX FPA Queens Road Small Cap Value Fund Investor Class | 4.19% | 4.45% | 4.86% | 2.56% | 2.07% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VSMVX Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares | 1.82% | 1.45% | 1.85% | 1.92% | 1.88% | 1.66% | 1.46% | 1.65% | 1.89% | 1.55% | 1.26% | 1.42% |
Drawdowns
QRSVX vs. VSMVX - Drawdown Comparison
The maximum QRSVX drawdown since its inception was -20.59%, smaller than the maximum VSMVX drawdown of -47.61%. Use the drawdown chart below to compare losses from any high point for QRSVX and VSMVX.
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Drawdown Indicators
| QRSVX | VSMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.59% | -47.61% | +27.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.93% | -15.74% | +2.81% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -28.81% | +8.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.61% | — |
Current DrawdownCurrent decline from peak | -5.01% | -6.15% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -7.72% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 4.15% | -1.07% |
Volatility
QRSVX vs. VSMVX - Volatility Comparison
The current volatility for FPA Queens Road Small Cap Value Fund Investor Class (QRSVX) is 4.86%, while Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX) has a volatility of 5.50%. This indicates that QRSVX experiences smaller price fluctuations and is considered to be less risky than VSMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QRSVX | VSMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 5.50% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 13.57% | -2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.52% | 23.83% | -4.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 22.18% | -4.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.55% | 24.15% | -6.60% |