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RPXIX vs. WPGTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RPXIXWPGTX
YTD Return22.91%16.60%
1Y Return39.88%25.13%
3Y Return (Ann)-7.15%1.20%
5Y Return (Ann)5.77%9.14%
10Y Return (Ann)4.91%1.71%
Sharpe Ratio2.521.53
Sortino Ratio3.302.12
Omega Ratio1.451.28
Calmar Ratio0.900.66
Martin Ratio15.178.62
Ulcer Index2.58%2.91%
Daily Std Dev15.53%16.41%
Max Drawdown-59.98%-79.00%
Current Drawdown-21.16%-22.35%

Correlation

-0.50.00.51.00.7

The correlation between RPXIX and WPGTX is 0.67, 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

RPXIX vs. WPGTX - Performance Comparison

In the year-to-date period, RPXIX achieves a 22.91% return, which is significantly higher than WPGTX's 16.60% return. Over the past 10 years, RPXIX has outperformed WPGTX with an annualized return of 4.91%, while WPGTX has yielded a comparatively lower 1.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.91%
7.77%
RPXIX
WPGTX

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RPXIX vs. WPGTX - Expense Ratio Comparison

RPXIX has a 0.91% expense ratio, which is lower than WPGTX's 1.10% expense ratio.


WPGTX
WPG Partners Small/Micro Cap Value Fund
Expense ratio chart for WPGTX: current value at 1.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.10%
Expense ratio chart for RPXIX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%

Risk-Adjusted Performance

RPXIX vs. WPGTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverPark Large Growth Fund (RPXIX) and WPG Partners Small/Micro Cap Value Fund (WPGTX). 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.


RPXIX
Sharpe ratio
The chart of Sharpe ratio for RPXIX, currently valued at 2.52, compared to the broader market0.002.004.002.52
Sortino ratio
The chart of Sortino ratio for RPXIX, currently valued at 3.30, compared to the broader market0.005.0010.003.30
Omega ratio
The chart of Omega ratio for RPXIX, currently valued at 1.45, compared to the broader market1.002.003.004.001.45
Calmar ratio
The chart of Calmar ratio for RPXIX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.0025.000.90
Martin ratio
The chart of Martin ratio for RPXIX, currently valued at 15.17, compared to the broader market0.0020.0040.0060.0080.00100.0015.17
WPGTX
Sharpe ratio
The chart of Sharpe ratio for WPGTX, currently valued at 1.53, compared to the broader market0.002.004.001.53
Sortino ratio
The chart of Sortino ratio for WPGTX, currently valued at 2.12, compared to the broader market0.005.0010.002.12
Omega ratio
The chart of Omega ratio for WPGTX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for WPGTX, currently valued at 1.21, compared to the broader market0.005.0010.0015.0020.0025.001.21
Martin ratio
The chart of Martin ratio for WPGTX, currently valued at 8.62, compared to the broader market0.0020.0040.0060.0080.00100.008.62

RPXIX vs. WPGTX - Sharpe Ratio Comparison

The current RPXIX Sharpe Ratio is 2.52, which is higher than the WPGTX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of RPXIX and WPGTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.52
1.53
RPXIX
WPGTX

Dividends

RPXIX vs. WPGTX - Dividend Comparison

RPXIX has not paid dividends to shareholders, while WPGTX's dividend yield for the trailing twelve months is around 0.99%.


TTM20232022202120202019201820172016201520142013
RPXIX
RiverPark Large Growth Fund
0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.04%0.66%0.15%0.26%0.20%
WPGTX
WPG Partners Small/Micro Cap Value Fund
0.99%1.16%0.52%0.32%0.64%0.44%0.40%0.35%0.42%0.72%0.75%0.12%

Drawdowns

RPXIX vs. WPGTX - Drawdown Comparison

The maximum RPXIX drawdown since its inception was -59.98%, smaller than the maximum WPGTX drawdown of -79.00%. Use the drawdown chart below to compare losses from any high point for RPXIX and WPGTX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.16%
-0.76%
RPXIX
WPGTX

Volatility

RPXIX vs. WPGTX - Volatility Comparison

The current volatility for RiverPark Large Growth Fund (RPXIX) is 4.15%, while WPG Partners Small/Micro Cap Value Fund (WPGTX) has a volatility of 4.64%. This indicates that RPXIX experiences smaller price fluctuations and is considered to be less risky than WPGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.15%
4.64%
RPXIX
WPGTX