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TAVFX vs. SMLF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAVFX vs. SMLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Third Avenue Value Fund (TAVFX) and iShares MSCI USA Small-Cap Multifactor ETF (SMLF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TAVFX achieves a 11.26% return, which is significantly lower than SMLF's 17.27% return. Over the past 10 years, TAVFX has underperformed SMLF with an annualized return of 10.63%, while SMLF has yielded a comparatively higher 12.77% annualized return.


TAVFX

1D
-0.90%
1M
-1.78%
YTD
11.26%
6M
11.70%
1Y
38.61%
3Y*
17.25%
5Y*
15.46%
10Y*
10.63%

SMLF

1D
0.39%
1M
4.30%
YTD
17.27%
6M
14.40%
1Y
34.32%
3Y*
20.78%
5Y*
11.57%
10Y*
12.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAVFX vs. SMLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAVFX
Third Avenue Value Fund
11.26%35.93%-2.43%20.26%17.46%22.39%7.76%12.95%-25.95%8.81%
SMLF
iShares MSCI USA Small-Cap Multifactor ETF
17.27%12.30%16.33%19.99%-12.19%26.53%8.38%21.56%-8.42%12.70%

Correlation

The correlation between TAVFX and SMLF is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2015

0.70

The correlation between TAVFX and SMLF has been stable across timeframes, ranging from 0.64 to 0.73 - a consistent structural relationship.

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Return for Risk

TAVFX vs. SMLF — Risk / Return Rank

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

TAVFX
TAVFX Risk / Return Rank: 7171
Overall Rank
TAVFX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TAVFX Sortino Ratio Rank: 7070
Sortino Ratio Rank
TAVFX Omega Ratio Rank: 6464
Omega Ratio Rank
TAVFX Calmar Ratio Rank: 7575
Calmar Ratio Rank
TAVFX Martin Ratio Rank: 7272
Martin Ratio Rank

SMLF
SMLF Risk / Return Rank: 6666
Overall Rank
SMLF Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SMLF Sortino Ratio Rank: 6060
Sortino Ratio Rank
SMLF Omega Ratio Rank: 5555
Omega Ratio Rank
SMLF Calmar Ratio Rank: 7979
Calmar Ratio Rank
SMLF Martin Ratio Rank: 7474
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.

TAVFX vs. SMLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Third Avenue Value Fund (TAVFX) and iShares MSCI USA Small-Cap Multifactor ETF (SMLF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TAVFXSMLFDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.40

1.33

+0.07

Calmar ratioReturn relative to maximum drawdown

3.22

3.96

-0.73

Martin ratioReturn relative to average drawdown

12.85

13.58

-0.73

TAVFX vs. SMLF - Sharpe Ratio Comparison

The current TAVFX Sharpe Ratio is 2.33, which is comparable to the SMLF Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of TAVFX and SMLF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TAVFX vs. SMLF - Drawdown Comparison

The maximum TAVFX drawdown since its inception was -66.11%, which is greater than SMLF's maximum drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for TAVFX and SMLF.


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Drawdown Indicators


TAVFXSMLFDifference

Max Drawdown

Largest peak-to-trough decline

-66.11%

-41.89%

-24.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-8.71%

-2.77%

Max Drawdown (3Y)

Largest decline over 3 years

-66.11%

-26.28%

-39.83%

Max Drawdown (5Y)

Largest decline over 5 years

-66.11%

-26.28%

-39.83%

Max Drawdown (10Y)

Largest decline over 10 years

-66.11%

-41.89%

-24.22%

Current Drawdown

Current decline from peak

-4.32%

0.00%

-4.32%

Average Drawdown

Average peak-to-trough decline

-9.56%

-6.58%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.53%

+0.34%

Volatility

TAVFX vs. SMLF - Volatility Comparison

Third Avenue Value Fund (TAVFX) and iShares MSCI USA Small-Cap Multifactor ETF (SMLF) have volatilities of 5.21% and 5.25%, 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


TAVFXSMLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

5.25%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

11.53%

12.90%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

17.62%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.00%

21.12%

+60.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.30%

21.82%

+38.48%

TAVFX vs. SMLF - Expense Ratio Comparison

TAVFX has a 1.15% expense ratio, which is higher than SMLF's 0.30% expense ratio.


Dividends

TAVFX vs. SMLF - Dividend Comparison

TAVFX's dividend yield for the trailing twelve months is around 6.23%, more than SMLF's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
SMLF
iShares MSCI USA Small-Cap Multifactor ETF
1.01%1.14%1.33%1.13%1.23%1.07%1.33%1.39%1.17%0.93%0.78%0.79%
TAVFX
Third Avenue Value Fund
6.23%6.93%9.86%4.48%5.67%3.74%0.70%5.95%4.45%3.03%8.24%8.43%

Frequently Asked Questions


TAVFX and SMLF have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMLF has higher volatility (5.25%) compared to TAVFX (5.21%). In terms of maximum drawdown, TAVFX dropped -66.11% vs SMLF's -41.89%.

TAVFX currently has the higher Sharpe Ratio (2.33 vs 1.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TAVFX and SMLF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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