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SVARX vs. BRK-B
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SVARX vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Spectrum Low Volatility Fund (SVARX) and Berkshire Hathaway Inc. (BRK-B).

SVARX is managed by Advisors Preferred. It was launched on Dec 15, 2013.

Performance

SVARX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spectrum Low Volatility Fund (SVARX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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SVARX vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SVARX
Spectrum Low Volatility Fund		0.25%6.22%2.60%9.67%-4.35%4.10%19.50%9.42%-0.99%8.25%
BRK-B
Berkshire Hathaway Inc.		-4.80%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Returns By Period

In the year-to-date period, SVARX achieves a 0.25% return, which is significantly higher than BRK-B's -4.80% return. Over the past 10 years, SVARX has underperformed BRK-B with an annualized return of 6.49%, while BRK-B has yielded a comparatively higher 12.78% annualized return.

SVARX

1D
0.04%
1M
-1.62%
YTD
0.25%
6M
2.20%
1Y
5.51%
3Y*
6.04%
5Y*
3.33%
10Y*
6.49%

BRK-B

1D
-0.15%
1M
-0.35%
YTD
-4.80%
6M
-3.95%
1Y
-10.22%
3Y*
15.72%
5Y*
13.13%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Spectrum Low Volatility Fund

Berkshire Hathaway Inc.

Often compared with SVARX:
SVARX vs. ACWVSVARX vs. HFSAXSVARX vs. BILSVARX vs. VOOSVARX vs. VMFXXSVARX vs. VWNEXSVARX vs. SPLV
Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

SVARX vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SVARX
SVARX Risk / Return Rank: 8888
Overall Rank
SVARX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SVARX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SVARX Omega Ratio Rank: 9393
Omega Ratio Rank
SVARX Calmar Ratio Rank: 8585
Calmar Ratio Rank
SVARX Martin Ratio Rank: 7676
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
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.

SVARX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spectrum Low Volatility Fund (SVARX) and Berkshire Hathaway Inc. (BRK-B). 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.

SVARXBRK-BDifference

Sharpe ratio

Return per unit of total volatility

2.11

-0.56

+2.67

Sortino ratio

Return per unit of downside risk

2.79

-0.65

+3.44

Omega ratio

Gain probability vs. loss probability

1.46

0.91

+0.55

Calmar ratio

Return relative to maximum drawdown

2.19

-0.68

+2.87

Martin ratio

Return relative to average drawdown

7.48

-1.16

+8.64

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SVARX vs. BRK-B - Sharpe Ratio Comparison

The current SVARX Sharpe Ratio is 2.11, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of SVARX and BRK-B, 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

SVARXBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

-0.56

+2.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.77

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.75

0.66

+1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.69

0.48

+1.21

Correlation

The correlation between SVARX and BRK-B is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SVARX vs. BRK-B - Dividend Comparison

SVARX's dividend yield for the trailing twelve months is around 5.93%, while BRK-B has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
SVARX
Spectrum Low Volatility Fund		5.93%5.95%9.35%3.35%0.00%5.85%0.71%4.91%2.41%6.90%9.07%3.02%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SVARX vs. BRK-B - Drawdown Comparison

The maximum SVARX drawdown since its inception was -6.48%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for SVARX and BRK-B.

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Drawdown Indicators

SVARXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-6.48%

-53.86%

+47.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

-14.95%

+12.40%

Max Drawdown (5Y)

Largest decline over 5 years

-6.48%

-26.58%

+20.10%

Max Drawdown (10Y)

Largest decline over 10 years

-6.48%

-29.57%

+23.09%

Current Drawdown

Current decline from peak

-2.51%

-11.36%

+8.85%

Average Drawdown

Average peak-to-trough decline

-1.21%

-11.07%

+9.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

8.72%

-7.97%

Volatility

SVARX vs. BRK-B - Volatility Comparison

The current volatility for Spectrum Low Volatility Fund (SVARX) is 1.00%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.33%. This indicates that SVARX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SVARXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

4.33%

-3.33%

Volatility (6M)

Calculated over the trailing 6-month period

2.09%

11.14%

-9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

2.66%

18.30%

-15.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.08%

17.20%

-14.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.71%

19.45%

-15.74%