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TAREX vs. TAVFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAREX vs. TAVFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Third Avenue Real Estate Value Fund (TAREX) and Third Avenue Value Fund (TAVFX). The values are adjusted to include any dividend payments, if applicable.

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TAREX vs. TAVFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAREX
Third Avenue Real Estate Value Fund
-10.02%12.52%13.54%23.48%-26.53%30.69%-8.23%21.09%-19.98%16.10%
TAVFX
Third Avenue Value Fund
7.29%35.93%-2.43%20.26%17.46%22.39%7.76%12.95%-25.95%8.81%

Returns By Period

In the year-to-date period, TAREX achieves a -10.02% return, which is significantly lower than TAVFX's 7.29% return. Over the past 10 years, TAREX has underperformed TAVFX with an annualized return of 4.16%, while TAVFX has yielded a comparatively higher 10.52% annualized return.


TAREX

1D
2.21%
1M
-10.74%
YTD
-10.02%
6M
-12.07%
1Y
0.38%
3Y*
11.65%
5Y*
3.91%
10Y*
4.16%

TAVFX

1D
2.65%
1M
-4.24%
YTD
7.29%
6M
14.70%
1Y
40.32%
3Y*
16.34%
5Y*
15.14%
10Y*
10.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAREX vs. TAVFX - Expense Ratio Comparison

Both TAREX and TAVFX have an expense ratio of 1.15%.


Return for Risk

TAREX vs. TAVFX — Risk / Return Rank

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

TAREX
TAREX Risk / Return Rank: 55
Overall Rank
TAREX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TAREX Sortino Ratio Rank: 55
Sortino Ratio Rank
TAREX Omega Ratio Rank: 55
Omega Ratio Rank
TAREX Calmar Ratio Rank: 66
Calmar Ratio Rank
TAREX Martin Ratio Rank: 66
Martin Ratio Rank

TAVFX
TAVFX Risk / Return Rank: 9292
Overall Rank
TAVFX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
TAVFX Sortino Ratio Rank: 9292
Sortino Ratio Rank
TAVFX Omega Ratio Rank: 8989
Omega Ratio Rank
TAVFX Calmar Ratio Rank: 9393
Calmar Ratio Rank
TAVFX Martin Ratio Rank: 9393
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.

TAREX vs. TAVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Third Avenue Real Estate Value Fund (TAREX) and Third Avenue Value Fund (TAVFX). 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.


TAREXTAVFXDifference

Sharpe ratio

Return per unit of total volatility

0.06

2.17

-2.11

Sortino ratio

Return per unit of downside risk

0.20

2.80

-2.59

Omega ratio

Gain probability vs. loss probability

1.03

1.41

-0.38

Calmar ratio

Return relative to maximum drawdown

0.06

2.98

-2.92

Martin ratio

Return relative to average drawdown

0.22

12.18

-11.96

TAREX vs. TAVFX - Sharpe Ratio Comparison

The current TAREX Sharpe Ratio is 0.06, which is lower than the TAVFX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of TAREX and TAVFX, 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


TAREXTAVFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

2.17

-2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.19

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.18

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.29

+0.17

Correlation

The correlation between TAREX and TAVFX is 0.74, 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

TAREX vs. TAVFX - Dividend Comparison

TAREX's dividend yield for the trailing twelve months is around 6.31%, less than TAVFX's 6.46% yield.


TTM20252024202320222021202020192018201720162015
TAREX
Third Avenue Real Estate Value Fund
6.31%5.68%6.59%5.28%8.76%9.03%0.99%18.22%11.07%1.06%1.80%5.60%
TAVFX
Third Avenue Value Fund
6.46%6.93%9.86%4.48%5.67%3.74%0.70%5.95%4.45%3.03%8.24%8.43%

Drawdowns

TAREX vs. TAVFX - Drawdown Comparison

The maximum TAREX drawdown since its inception was -67.68%, roughly equal to the maximum TAVFX drawdown of -66.11%. Use the drawdown chart below to compare losses from any high point for TAREX and TAVFX.


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Drawdown Indicators


TAREXTAVFXDifference

Max Drawdown

Largest peak-to-trough decline

-67.68%

-66.11%

-1.57%

Max Drawdown (1Y)

Largest decline over 1 year

-15.81%

-13.19%

-2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-31.89%

-66.11%

+34.22%

Max Drawdown (10Y)

Largest decline over 10 years

-44.73%

-66.11%

+21.38%

Current Drawdown

Current decline from peak

-13.79%

-6.15%

-7.64%

Average Drawdown

Average peak-to-trough decline

-11.19%

-9.61%

-1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

3.23%

+1.16%

Volatility

TAREX vs. TAVFX - Volatility Comparison

Third Avenue Real Estate Value Fund (TAREX) and Third Avenue Value Fund (TAVFX) have volatilities of 6.04% and 6.28%, 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


TAREXTAVFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

6.28%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

11.59%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

17.48%

19.18%

-1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.24%

82.00%

-63.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.68%

60.30%

-41.62%