WBALX vs. WVALX
WBALX (Weitz Balanced Fund) and WVALX (Weitz Value Fund) are both mutual funds - WBALX is a Diversified Portfolio fund managed by Weitz, while WVALX is a Large Cap Blend Equities fund managed by Weitz. Over the past 10 years, WBALX returned 5.71%/yr vs 9.39%/yr for WVALX. Their correlation of 0.94 means they have usually moved in the same direction. WBALX charges 0.85%/yr vs 1.04%/yr for WVALX.
Performance
WBALX vs. WVALX - Performance Comparison
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Returns By Period
In the year-to-date period, WBALX achieves a 1.97% return, which is significantly higher than WVALX's -2.44% return. Over the past 10 years, WBALX has underperformed WVALX with an annualized return of 5.71%, while WVALX has yielded a comparatively higher 9.39% annualized return.
WBALX
- 1D
- 0.00%
- 1M
- 0.42%
- 6M
- 1.36%
- YTD
- 1.97%
- 1Y
- 4.81%
- 3Y*
- 4.77%
- 5Y*
- 2.72%
- 10Y*
- 5.71%
- ALL TIME*
- 5.53%
WVALX
- 1D
- 0.36%
- 1M
- 1.16%
- 6M
- -0.87%
- YTD
- -2.44%
- 1Y
- -0.18%
- 3Y*
- 5.20%
- 5Y*
- 2.73%
- 10Y*
- 9.39%
- ALL TIME*
- 9.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
WBALX Weitz Balanced Fund | $0.00 | $0.00 | $0.00 |
WVALX Weitz Value Fund | $0.00 | $0.00 | $0.00 |
WBALX vs. WVALX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WBALX Weitz Balanced Fund | 1.97% | 3.77% | 6.85% | 9.27% | -9.95% | 13.11% | 8.13% | 17.94% | -1.79% | 11.16% |
WVALX Weitz Value Fund | -2.44% | -0.21% | 12.76% | 29.72% | -22.89% | 26.86% | 18.41% | 34.16% | -4.88% | 15.60% |
Correlation
The correlation between WBALX and WVALX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2003 | 0.94 |
The correlation between WBALX and WVALX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
WBALX vs. WVALX — Risk / Return Rank
WBALX
WVALX
WBALX vs. WVALX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Weitz Balanced Fund (WBALX) and Weitz Value Fund (WVALX). 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.
| WBALX | WVALX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.99 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | -0.13 | +0.84 |
| Martin ratioReturn relative to average drawdown | 2.04 | -0.34 | +2.38 |
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Drawdowns
WBALX vs. WVALX - Drawdown Comparison
The maximum WBALX drawdown since its inception was -43.04%, smaller than the maximum WVALX drawdown of -61.96%. Use the drawdown chart below to compare losses from any high point for WBALX and WVALX.
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Drawdown Indicators
| WBALX | WVALX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.04% | -61.96% | +18.92% |
Max Drawdown (1Y)Largest decline over 1 year | -6.02% | -17.45% | +11.43% |
Max Drawdown (3Y)Largest decline over 3 years | -6.82% | -19.92% | +13.10% |
Max Drawdown (5Y)Largest decline over 5 years | -14.81% | -29.36% | +14.55% |
Max Drawdown (10Y)Largest decline over 10 years | -15.93% | -32.57% | +16.64% |
Current DrawdownCurrent decline from peak | -0.24% | -7.95% | +7.71% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -7.74% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 6.99% | -4.92% |
Volatility
WBALX vs. WVALX - Volatility Comparison
The current volatility for Weitz Balanced Fund (WBALX) is 2.24%, while Weitz Value Fund (WVALX) has a volatility of 4.34%. This indicates that WBALX experiences smaller price fluctuations and is considered to be less risky than WVALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WBALX | WVALX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 4.34% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 5.13% | 11.69% | -6.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.41% | 14.79% | -8.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.42% | 18.32% | -10.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.70% | 18.25% | -10.55% |
WBALX vs. WVALX - Expense Ratio Comparison
WBALX has a 0.85% expense ratio, which is lower than WVALX's 1.04% expense ratio.
Dividends
WBALX vs. WVALX - Dividend Comparison
WBALX's dividend yield for the trailing twelve months is around 6.46%, less than WVALX's 22.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBALX Weitz Balanced Fund | 6.46% | 4.95% | 4.98% | 1.11% | 1.95% | 2.57% | 1.08% | 1.88% | 9.78% | 2.72% | 3.26% | 5.51% |
WVALX Weitz Value Fund | 22.38% | 21.83% | 11.03% | 5.38% | 14.15% | 3.77% | 9.12% | 4.70% | 10.95% | 7.16% | 0.00% | 12.93% |
Frequently Asked Questions
WBALX and WVALX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WVALX has higher volatility (4.34%) compared to WBALX (2.24%). In terms of maximum drawdown, WBALX dropped -43.04% vs WVALX's -61.96%.
WBALX currently has the higher Sharpe Ratio (0.66 vs -0.16), 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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