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TAVFX vs. VMVFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAVFX vs. VMVFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Third Avenue Value Fund (TAVFX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). The values are adjusted to include any dividend payments, if applicable.

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TAVFX vs. VMVFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VMVFX
Vanguard Global Minimum Volatility Fund Investor Shares
2.85%12.74%13.38%7.82%-4.48%23.74%-3.99%23.28%-1.79%15.93%

Returns By Period

In the year-to-date period, TAVFX achieves a 7.29% return, which is significantly higher than VMVFX's 2.85% return. Over the past 10 years, TAVFX has outperformed VMVFX with an annualized return of 10.52%, while VMVFX has yielded a comparatively lower 9.14% annualized return.


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%

VMVFX

1D
1.12%
1M
-4.98%
YTD
2.85%
6M
4.18%
1Y
9.22%
3Y*
11.81%
5Y*
10.02%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAVFX vs. VMVFX - Expense Ratio Comparison

TAVFX has a 1.15% expense ratio, which is higher than VMVFX's 0.21% expense ratio.


Return for Risk

TAVFX vs. VMVFX — Risk / Return Rank

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

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

VMVFX
VMVFX Risk / Return Rank: 4949
Overall Rank
VMVFX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VMVFX Sortino Ratio Rank: 4141
Sortino Ratio Rank
VMVFX Omega Ratio Rank: 4545
Omega Ratio Rank
VMVFX Calmar Ratio Rank: 5050
Calmar Ratio Rank
VMVFX Martin Ratio Rank: 6363
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. VMVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Third Avenue Value Fund (TAVFX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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.


TAVFXVMVFXDifference

Sharpe ratio

Return per unit of total volatility

2.17

0.93

+1.24

Sortino ratio

Return per unit of downside risk

2.80

1.34

+1.46

Omega ratio

Gain probability vs. loss probability

1.41

1.20

+0.20

Calmar ratio

Return relative to maximum drawdown

2.98

1.29

+1.70

Martin ratio

Return relative to average drawdown

12.18

6.16

+6.02

TAVFX vs. VMVFX - Sharpe Ratio Comparison

The current TAVFX Sharpe Ratio is 2.17, which is higher than the VMVFX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of TAVFX and VMVFX, 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


TAVFXVMVFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

0.93

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.94

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.73

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.79

-0.50

Correlation

The correlation between TAVFX and VMVFX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TAVFX vs. VMVFX - Dividend Comparison

TAVFX's dividend yield for the trailing twelve months is around 6.46%, less than VMVFX's 9.70% yield.


TTM20252024202320222021202020192018201720162015
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%
VMVFX
Vanguard Global Minimum Volatility Fund Investor Shares
9.70%9.98%3.77%3.05%4.96%12.73%2.02%5.12%7.27%2.30%2.71%3.22%

Drawdowns

TAVFX vs. VMVFX - Drawdown Comparison

The maximum TAVFX drawdown since its inception was -66.11%, which is greater than VMVFX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for TAVFX and VMVFX.


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Drawdown Indicators


TAVFXVMVFXDifference

Max Drawdown

Largest peak-to-trough decline

-66.11%

-33.09%

-33.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-7.96%

-5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-66.11%

-13.02%

-53.09%

Max Drawdown (10Y)

Largest decline over 10 years

-66.11%

-33.09%

-33.02%

Current Drawdown

Current decline from peak

-6.15%

-4.98%

-1.17%

Average Drawdown

Average peak-to-trough decline

-9.61%

-2.84%

-6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

1.66%

+1.57%

Volatility

TAVFX vs. VMVFX - Volatility Comparison

Third Avenue Value Fund (TAVFX) has a higher volatility of 6.28% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.93%. This indicates that TAVFX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAVFXVMVFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

2.93%

+3.35%

Volatility (6M)

Calculated over the trailing 6-month period

11.59%

4.99%

+6.60%

Volatility (1Y)

Calculated over the trailing 1-year period

19.18%

10.06%

+9.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.00%

10.76%

+71.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.30%

12.49%

+47.81%