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

VILLX vs. BRK-B

Last updated Jun 25, 2026

VILLX (Villere Balanced Fund) is Diversified Portfolio fund managed by Villere, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, VILLX returned 4.15%/yr vs 13.48%/yr for BRK-B. At a 0.46 correlation, their price movements are largely independent.

Performance

VILLX vs. BRK-B - Performance Comparison

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

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Returns By Period

In the year-to-date period, VILLX achieves a 1.75% return, which is significantly higher than BRK-B's -1.56% return. Over the past 10 years, VILLX has underperformed BRK-B with an annualized return of 4.15%, while BRK-B has yielded a comparatively higher 13.48% annualized return.

VILLX

1D
0.06%
1M
-1.50%
YTD
1.75%
6M
1.00%
1Y
1.45%
3Y*
3.00%
5Y*
-0.73%
10Y*
4.15%

BRK-B

1D
0.41%
1M
1.73%
YTD
-1.56%
6M
-1.30%
1Y
0.27%
3Y*
13.86%
5Y*
12.19%
10Y*
13.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VILLX vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VILLX
Villere Balanced Fund		1.75%3.52%2.02%10.67%-19.60%7.19%11.01%21.85%-6.08%9.13%
BRK-B
Berkshire Hathaway Inc.		-1.56%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between VILLX and BRK-B is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.33

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

0.47

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

0.56

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

0.57

Correlation (All Time)
Calculated using the full available price history since Sep 30, 1999

0.46

The correlation between VILLX and BRK-B shifts across timeframes, from 0.33 (1 year) to 0.57 (10 years), reflecting how their relationship changes across market environments.

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Villere Balanced Fund

Berkshire Hathaway Inc.

Often compared with VILLX:
VILLX vs. SPYVILLX vs. VLEQXVILLX vs. SICIXVILLX vs. CONWXVILLX vs. AVEFXVILLX vs. CSTAXVILLX vs. BERIX
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

VILLX vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VILLX
VILLX Risk / Return Rank: 66
Overall Rank
VILLX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
VILLX Sortino Ratio Rank: 55
Sortino Ratio Rank
VILLX Omega Ratio Rank: 55
Omega Ratio Rank
VILLX Calmar Ratio Rank: 66
Calmar Ratio Rank
VILLX Martin Ratio Rank: 66
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 4040
Overall Rank
BRK-B Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3535
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3535
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4444
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4343
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.

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

This table presents a comparison of risk-adjusted performance metrics for Villere Balanced Fund (VILLX) 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.

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.

VILLXBRK-BDifference
Sharpe ratioReturn per unit of total volatility
0.31
0.02

+0.29

Sortino ratioReturn per unit of downside risk
0.51
0.12

+0.38

Omega ratioGain probability vs. loss probability

1.06

1.02

+0.04

Calmar ratioReturn relative to maximum drawdown

0.42

0.03

+0.39

Martin ratioReturn relative to average drawdown

1.13

0.06

+1.07

VILLX vs. BRK-B - Sharpe Ratio Comparison

The current VILLX Sharpe Ratio is 0.31, which is higher than the BRK-B Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of VILLX and BRK-B, 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

VILLX vs. BRK-B - Drawdown Comparison

The maximum VILLX drawdown since its inception was -47.62%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VILLX and BRK-B.

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Drawdown Indicators

VILLXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-47.62%

-53.86%

+6.24%

Max Drawdown (1Y)

Largest decline over 1 year

-6.40%

-9.42%

+3.02%

Max Drawdown (3Y)

Largest decline over 3 years

-15.51%

-14.95%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-27.47%

-26.58%

-0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-32.55%

-29.57%

-2.98%

Current Drawdown

Current decline from peak

-8.30%

-8.33%

+0.03%

Average Drawdown

Average peak-to-trough decline

-8.62%

-11.07%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

4.58%

-2.24%

Volatility

VILLX vs. BRK-B - Volatility Comparison

The current volatility for Villere Balanced Fund (VILLX) is 1.59%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.55%. This indicates that VILLX 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

VILLXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

3.55%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

6.05%

10.49%

-4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

8.66%

14.38%

-5.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

17.10%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.42%

19.39%

-3.97%

Dividends

VILLX vs. BRK-B - Dividend Comparison

VILLX's dividend yield for the trailing twelve months is around 17.90%, while BRK-B has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
VILLX
Villere Balanced Fund		17.90%1.33%1.24%1.67%4.17%11.87%6.12%0.73%7.15%0.70%0.90%14.72%

Frequently Asked Questions

VILLX and BRK-B have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRK-B has higher volatility (3.55%) compared to VILLX (1.59%). In terms of maximum drawdown, VILLX dropped -47.62% vs BRK-B's -53.86%.

VILLX currently has the higher Sharpe Ratio (0.31 vs 0.02), 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.

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