QRSVX vs. VTWV
QRSVX (FPA Queens Road Small Cap Value Fund Investor Class) and VTWV (Vanguard Russell 2000 Value ETF) are both Small Cap Value Equities funds - QRSVX tracks the Russell 2000 Value while VTWV tracks the Russell 2000 Value Index. Both are passively managed. Over the past 5 years, QRSVX returned 12.25%/yr vs 9.00%/yr for VTWV. Their correlation of 0.92 means they have usually moved in the same direction. QRSVX charges 0.94%/yr vs 0.06%/yr for VTWV.
Performance
QRSVX vs. VTWV - Performance Comparison
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Returns By Period
In the year-to-date period, QRSVX achieves a 26.22% return, which is significantly higher than VTWV's 22.89% return.
QRSVX
- 1D
- 0.00%
- 1M
- 0.58%
- 6M
- 19.51%
- YTD
- 26.22%
- 1Y
- 33.54%
- 3Y*
- 19.14%
- 5Y*
- 12.25%
- 10Y*
- —
- ALL TIME*
- 14.19%
VTWV
- 1D
- -0.38%
- 1M
- -0.07%
- 6M
- 15.09%
- YTD
- 22.89%
- 1Y
- 43.58%
- 3Y*
- 16.02%
- 5Y*
- 9.00%
- 10Y*
- 10.42%
- ALL TIME*
- 10.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $6.82M | $6.63M | $5.67M |
QRSVX vs. VTWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QRSVX FPA Queens Road Small Cap Value Fund Investor Class | 26.22% | 13.37% | 10.72% | 16.04% | -9.14% | 23.16% | 2.50% |
VTWV Vanguard Russell 2000 Value ETF | 22.89% | 12.72% | 7.83% | 14.67% | -14.46% | 27.90% | 2.51% |
Correlation
The correlation between QRSVX and VTWV is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2020 | 0.92 |
The correlation between QRSVX and VTWV has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
QRSVX vs. VTWV — Risk / Return Rank
QRSVX
VTWV
QRSVX vs. VTWV - 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 Russell 2000 Value ETF (VTWV). 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.
| QRSVX | VTWV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.40 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 4.73 | -0.83 |
| Martin ratioReturn relative to average drawdown | 13.78 | 17.24 | -3.46 |
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Drawdowns
QRSVX vs. VTWV - Drawdown Comparison
The maximum QRSVX drawdown since its inception was -20.59%, smaller than the maximum VTWV drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for QRSVX and VTWV.
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Drawdown Indicators
| QRSVX | VTWV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.59% | -45.73% | +25.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.93% | -8.64% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -18.91% | -26.72% | +7.81% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -26.72% | +6.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.73% | — |
Current DrawdownCurrent decline from peak | -1.15% | -1.38% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -4.78% | -7.74% | +2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.37% | -0.13% |
Volatility
QRSVX vs. VTWV - Volatility Comparison
The current volatility for FPA Queens Road Small Cap Value Fund Investor Class (QRSVX) is 3.09%, while Vanguard Russell 2000 Value ETF (VTWV) has a volatility of 3.31%. This indicates that QRSVX experiences smaller price fluctuations and is considered to be less risky than VTWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QRSVX | VTWV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 3.31% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 12.16% | -1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.10% | 17.75% | -2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 21.53% | -4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 23.48% | -6.13% |
QRSVX vs. VTWV - Expense Ratio Comparison
QRSVX has a 0.94% expense ratio, which is higher than VTWV's 0.06% expense ratio.
Dividends
QRSVX vs. VTWV - Dividend Comparison
QRSVX's dividend yield for the trailing twelve months is around 3.52%, more than VTWV's 1.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QRSVX FPA Queens Road Small Cap Value Fund Investor Class | 3.52% | 4.45% | 4.86% | 2.56% | 2.07% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTWV Vanguard Russell 2000 Value ETF | 1.60% | 1.79% | 1.78% | 2.02% | 2.07% | 1.60% | 1.49% | 1.82% | 2.04% | 1.63% | 1.57% | 2.03% |
Frequently Asked Questions
QRSVX and VTWV have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTWV has higher volatility (3.31%) compared to QRSVX (3.09%). In terms of maximum drawdown, QRSVX dropped -20.59% vs VTWV's -45.73%.
VTWV currently has the higher Sharpe Ratio (2.31 vs 2.04), 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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