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SGFFX vs. FAMVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGFFX vs. FAMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sparrow Growth Fund (SGFFX) and FAM Value Fund (FAMVX). The values are adjusted to include any dividend payments, if applicable.

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SGFFX vs. FAMVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGFFX
Sparrow Growth Fund
-10.82%14.31%34.81%17.02%-23.36%-11.00%97.83%27.24%6.26%31.24%
FAMVX
FAM Value Fund
-1.31%4.90%15.51%16.09%-14.06%25.65%6.81%30.31%-6.15%17.34%

Returns By Period

In the year-to-date period, SGFFX achieves a -10.82% return, which is significantly lower than FAMVX's -1.31% return. Over the past 10 years, SGFFX has outperformed FAMVX with an annualized return of 14.43%, while FAMVX has yielded a comparatively lower 9.72% annualized return.


SGFFX

1D
3.06%
1M
-4.65%
YTD
-10.82%
6M
-10.77%
1Y
6.81%
3Y*
16.43%
5Y*
2.14%
10Y*
14.43%

FAMVX

1D
2.57%
1M
-6.90%
YTD
-1.31%
6M
-1.84%
1Y
4.29%
3Y*
10.57%
5Y*
6.41%
10Y*
9.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SGFFX vs. FAMVX - Expense Ratio Comparison

SGFFX has a 1.81% expense ratio, which is higher than FAMVX's 1.19% expense ratio.


Return for Risk

SGFFX vs. FAMVX — Risk / Return Rank

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

SGFFX
SGFFX Risk / Return Rank: 1313
Overall Rank
SGFFX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SGFFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
SGFFX Omega Ratio Rank: 1212
Omega Ratio Rank
SGFFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
SGFFX Martin Ratio Rank: 1414
Martin Ratio Rank

FAMVX
FAMVX Risk / Return Rank: 1111
Overall Rank
FAMVX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FAMVX Sortino Ratio Rank: 99
Sortino Ratio Rank
FAMVX Omega Ratio Rank: 99
Omega Ratio Rank
FAMVX Calmar Ratio Rank: 1414
Calmar Ratio Rank
FAMVX Martin Ratio Rank: 1515
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.

SGFFX vs. FAMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sparrow Growth Fund (SGFFX) and FAM Value Fund (FAMVX). 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.


SGFFXFAMVXDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.26

+0.13

Sortino ratio

Return per unit of downside risk

0.72

0.51

+0.21

Omega ratio

Gain probability vs. loss probability

1.10

1.07

+0.03

Calmar ratio

Return relative to maximum drawdown

0.52

0.47

+0.05

Martin ratio

Return relative to average drawdown

1.84

1.65

+0.18

SGFFX vs. FAMVX - Sharpe Ratio Comparison

The current SGFFX Sharpe Ratio is 0.40, which is higher than the FAMVX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of SGFFX and FAMVX, 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


SGFFXFAMVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.26

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.38

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.54

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.58

-0.31

Correlation

The correlation between SGFFX and FAMVX is 0.73, 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

SGFFX vs. FAMVX - Dividend Comparison

SGFFX has not paid dividends to shareholders, while FAMVX's dividend yield for the trailing twelve months is around 4.97%.


TTM20252024202320222021202020192018201720162015
SGFFX
Sparrow Growth Fund
0.00%0.00%0.00%0.00%18.67%0.00%0.67%1.33%5.84%7.33%0.00%2.59%
FAMVX
FAM Value Fund
4.97%4.90%6.28%5.01%3.67%4.99%3.69%6.80%4.09%5.06%5.21%9.06%

Drawdowns

SGFFX vs. FAMVX - Drawdown Comparison

The maximum SGFFX drawdown since its inception was -62.10%, which is greater than FAMVX's maximum drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for SGFFX and FAMVX.


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Drawdown Indicators


SGFFXFAMVXDifference

Max Drawdown

Largest peak-to-trough decline

-62.10%

-51.12%

-10.98%

Max Drawdown (1Y)

Largest decline over 1 year

-15.33%

-11.38%

-3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-40.24%

-22.77%

-17.47%

Max Drawdown (10Y)

Largest decline over 10 years

-50.45%

-37.73%

-12.72%

Current Drawdown

Current decline from peak

-27.56%

-7.14%

-20.42%

Average Drawdown

Average peak-to-trough decline

-22.19%

-6.45%

-15.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

3.25%

+1.11%

Volatility

SGFFX vs. FAMVX - Volatility Comparison

Sparrow Growth Fund (SGFFX) and FAM Value Fund (FAMVX) have volatilities of 5.62% and 5.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGFFXFAMVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

5.52%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

10.21%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

19.09%

17.91%

+1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.72%

17.08%

+10.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.97%

18.15%

+9.82%