RAMSX vs. AVALX
Compare and contrast key facts about Roumell Opportunistic Value Fund (RAMSX) and Aegis Value Fund (AVALX).
RAMSX is managed by Nottingham. It was launched on Dec 30, 2010. AVALX is managed by Aegis. It was launched on May 15, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RAMSX or AVALX.
Key characteristics
| RAMSX | AVALX | |
|---|---|---|
| YTD Return | 7.03% | 13.69% |
| 1Y Return | 6.18% | 19.40% |
| 3Y Return (Ann) | -29.31% | 11.88% |
| 5Y Return (Ann) | -11.54% | 20.86% |
| 10Y Return (Ann) | -4.33% | 9.21% |
| Sharpe Ratio | 0.57 | 1.15 |
| Sortino Ratio | 0.92 | 1.63 |
| Omega Ratio | 1.11 | 1.20 |
| Calmar Ratio | 0.12 | 1.77 |
| Martin Ratio | 2.69 | 4.43 |
| Ulcer Index | 3.05% | 4.94% |
| Daily Std Dev | 14.36% | 19.01% |
| Max Drawdown | -73.95% | -79.55% |
| Current Drawdown | -66.56% | -4.01% |
Correlation
The correlation between RAMSX and AVALX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RAMSX vs. AVALX - Performance Comparison
In the year-to-date period, RAMSX achieves a 7.03% return, which is significantly lower than AVALX's 13.69% return. Over the past 10 years, RAMSX has underperformed AVALX with an annualized return of -4.33%, while AVALX has yielded a comparatively higher 9.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RAMSX vs. AVALX - Expense Ratio Comparison
RAMSX has a 1.23% expense ratio, which is lower than AVALX's 1.50% expense ratio.
Risk-Adjusted Performance
RAMSX vs. AVALX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Roumell Opportunistic Value Fund (RAMSX) and Aegis Value Fund (AVALX). 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.
Dividends
RAMSX vs. AVALX - Dividend Comparison
RAMSX's dividend yield for the trailing twelve months is around 4.35%, more than AVALX's 0.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RAMSX Roumell Opportunistic Value Fund | 4.35% | 1.54% | 0.00% | 0.00% | 0.02% | 2.07% | 2.05% | 0.04% | 0.15% | 0.13% | 13.95% | 0.33% |
AVALX Aegis Value Fund | 0.57% | 0.65% | 0.16% | 0.00% | 2.10% | 0.25% | 0.00% | 0.00% | 1.45% | 0.04% | 0.00% | 0.16% |
Drawdowns
RAMSX vs. AVALX - Drawdown Comparison
The maximum RAMSX drawdown since its inception was -73.95%, smaller than the maximum AVALX drawdown of -79.55%. Use the drawdown chart below to compare losses from any high point for RAMSX and AVALX. For additional features, visit the drawdowns tool.
Volatility
RAMSX vs. AVALX - Volatility Comparison
The current volatility for Roumell Opportunistic Value Fund (RAMSX) is 2.42%, while Aegis Value Fund (AVALX) has a volatility of 3.88%. This indicates that RAMSX experiences smaller price fluctuations and is considered to be less risky than AVALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.