VLEQX vs. FAMVX

Last updated Aug 4, 2026

VLEQX (Villere Equity Fund) and FAMVX (FAM Value Fund) are both Mid Cap Growth Equities funds. Their correlation of 0.83 means they have usually moved in the same direction. VLEQX charges 1.22%/yr vs 1.19%/yr for FAMVX.

Performance

VLEQX vs. FAMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Villere Equity Fund (VLEQX) and FAM Value Fund (FAMVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

VLEQX

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

FAMVX

• 1D: -0.11%
• 1M: 0.56%
• 6M: 5.29%
• YTD: 8.68%
• 1Y: 11.90%
• 3Y*: 11.91%
• 5Y*: 7.07%
• 10Y*: 10.52%
• ALL TIME*: 9.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FAMVX FAM Value Fund	$0.00	$0.00	$0.00

VLEQX vs. FAMVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VLEQX Villere Equity Fund	3.58%	0.26%	1.50%	11.37%	-24.50%	5.80%	14.77%	24.50%	-6.98%	7.34%
FAMVX FAM Value Fund	8.68%	4.90%	15.51%	16.09%	-14.06%	25.65%	6.81%	30.31%	-6.15%	17.34%

Correlation

The correlation between VLEQX and FAMVX is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.70
Correlation (3Y) Balances recent behavior with more history.	0.80
Correlation (5Y) Shows whether the relationship held over a longer period.	0.83
Correlation (10Y) Provides a long-term view across more market conditions.	0.82
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014	0.83

The correlation between VLEQX and FAMVX shifts across timeframes, from 0.70 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

VLEQX vs. FAMVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VLEQX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FAMVX

FAMVX Risk / Return Rank: 20
FAMVX Sharpe Ratio Rank: 18
FAMVX Sortino Ratio Rank: 19
FAMVX Omega Ratio Rank: 17
FAMVX Calmar Ratio Rank: 21
FAMVX Martin Ratio Rank: 22

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VLEQX vs. FAMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Villere Equity Fund (VLEQX) and FAM Value Fund (FAMVX). 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.

	VLEQX	FAMVX	Difference
Sharpe ratio: Return per unit of total volatility	—	0.74	—
Sortino ratio: Return per unit of downside risk	—	1.17	—
Omega ratio: Gain probability vs. loss probability	—	1.13	—
Calmar ratio: Return relative to maximum drawdown	—	1.08	—
Martin ratio: Return relative to average drawdown	—	3.30	—

Drawdowns

Drawdown Indicators

	VLEQX	FAMVX	Difference
Max Drawdown Largest peak-to-trough decline	—	-51.12%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.47%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.74%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.77%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.73%	—
Current Drawdown Current decline from peak	—	-1.11%	—
Average Drawdown Average peak-to-trough decline	—	-6.40%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.10%	—

Volatility

Volatility by Period

	VLEQX	FAMVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.48%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.60%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	13.91%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.13%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	18.19%	—

VLEQX vs. FAMVX - Expense Ratio Comparison

VLEQX has a 1.22% expense ratio, which is higher than FAMVX's 1.19% expense ratio.

Dividends

VLEQX vs. FAMVX - Dividend Comparison

VLEQX's dividend yield for the trailing twelve months is around 13.57%, more than FAMVX's 4.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FAMVX FAM Value Fund	4.51%	4.90%	6.28%	5.01%	3.67%	4.99%	3.69%	6.80%	4.09%	5.06%	5.21%	9.06%
VLEQX Villere Equity Fund	13.57%	0.54%	0.40%	4.64%	2.88%	8.24%	0.73%	0.17%	0.34%	0.00%	0.11%	1.76%

Frequently Asked Questions

Can I hold both VLEQX and FAMVX in my portfolio?

VLEQX and FAMVX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.