PortfoliosLab logoPortfoliosLab logo
SVPIX vs. ARSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SVPIX vs. ARSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Small Cap Value Fund (SVPIX) and AMG River Road Small-Mid Cap Value Fund (ARSMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SVPIX vs. ARSMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVPIX
ProFunds Small Cap Value Fund
1.43%4.52%4.54%12.43%-12.84%28.86%1.05%22.26%-14.02%9.52%
ARSMX
AMG River Road Small-Mid Cap Value Fund
-3.04%-0.83%12.42%14.48%-8.62%23.41%1.71%34.82%-6.44%15.26%

Returns By Period

In the year-to-date period, SVPIX achieves a 1.43% return, which is significantly higher than ARSMX's -3.04% return. Over the past 10 years, SVPIX has underperformed ARSMX with an annualized return of 7.19%, while ARSMX has yielded a comparatively higher 9.33% annualized return.


SVPIX

1D
-0.49%
1M
-5.66%
YTD
1.43%
6M
4.39%
1Y
18.29%
3Y*
6.74%
5Y*
2.52%
10Y*
7.19%

ARSMX

1D
-0.11%
1M
-5.33%
YTD
-3.04%
6M
-5.91%
1Y
-0.75%
3Y*
6.77%
5Y*
4.08%
10Y*
9.33%
*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.


SVPIX vs. ARSMX - Expense Ratio Comparison

SVPIX has a 1.61% expense ratio, which is higher than ARSMX's 1.27% expense ratio.


Return for Risk

SVPIX vs. ARSMX — Risk / Return Rank

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

SVPIX
SVPIX Risk / Return Rank: 3636
Overall Rank
SVPIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SVPIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
SVPIX Omega Ratio Rank: 3333
Omega Ratio Rank
SVPIX Calmar Ratio Rank: 3838
Calmar Ratio Rank
SVPIX Martin Ratio Rank: 3535
Martin Ratio Rank

ARSMX
ARSMX Risk / Return Rank: 55
Overall Rank
ARSMX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ARSMX Sortino Ratio Rank: 55
Sortino Ratio Rank
ARSMX Omega Ratio Rank: 55
Omega Ratio Rank
ARSMX Calmar Ratio Rank: 44
Calmar Ratio Rank
ARSMX Martin Ratio Rank: 44
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.

SVPIX vs. ARSMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Small Cap Value Fund (SVPIX) and AMG River Road Small-Mid Cap Value Fund (ARSMX). 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.


SVPIXARSMXDifference

Sharpe ratio

Return per unit of total volatility

0.78

-0.02

+0.81

Sortino ratio

Return per unit of downside risk

1.24

0.10

+1.15

Omega ratio

Gain probability vs. loss probability

1.16

1.01

+0.15

Calmar ratio

Return relative to maximum drawdown

1.01

-0.18

+1.19

Martin ratio

Return relative to average drawdown

3.77

-0.55

+4.32

SVPIX vs. ARSMX - Sharpe Ratio Comparison

The current SVPIX Sharpe Ratio is 0.78, which is higher than the ARSMX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of SVPIX and ARSMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SVPIXARSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

-0.02

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.23

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.48

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.35

-0.07

Correlation

The correlation between SVPIX and ARSMX is 0.93, 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

SVPIX vs. ARSMX - Dividend Comparison

Neither SVPIX nor ARSMX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SVPIX
ProFunds Small Cap Value Fund
0.00%0.00%0.00%0.00%1.47%0.18%0.00%0.07%13.10%0.00%0.00%0.00%
ARSMX
AMG River Road Small-Mid Cap Value Fund
0.00%0.00%9.27%3.89%4.85%5.86%0.00%3.60%8.60%15.66%8.03%17.82%

Drawdowns

SVPIX vs. ARSMX - Drawdown Comparison

The maximum SVPIX drawdown since its inception was -60.67%, which is greater than ARSMX's maximum drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for SVPIX and ARSMX.


Loading graphics...

Drawdown Indicators


SVPIXARSMXDifference

Max Drawdown

Largest peak-to-trough decline

-60.67%

-51.75%

-8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-15.73%

-12.25%

-3.48%

Max Drawdown (5Y)

Largest decline over 5 years

-29.67%

-19.34%

-10.33%

Max Drawdown (10Y)

Largest decline over 10 years

-49.17%

-42.96%

-6.21%

Current Drawdown

Current decline from peak

-8.57%

-10.31%

+1.74%

Average Drawdown

Average peak-to-trough decline

-11.59%

-8.12%

-3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

4.04%

+0.17%

Volatility

SVPIX vs. ARSMX - Volatility Comparison

ProFunds Small Cap Value Fund (SVPIX) has a higher volatility of 4.99% compared to AMG River Road Small-Mid Cap Value Fund (ARSMX) at 3.68%. This indicates that SVPIX's price experiences larger fluctuations and is considered to be riskier than ARSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SVPIXARSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

3.68%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.38%

11.17%

+2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

23.74%

18.46%

+5.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.15%

17.87%

+4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.52%

19.59%

+3.93%