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WCPNX vs. TLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WCPNX vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weitz Core Plus Income Fund (WCPNX) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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WCPNX vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WCPNX
Weitz Core Plus Income Fund
-0.47%7.89%4.10%7.00%-9.92%1.60%10.18%7.39%1.49%2.83%
TLT
iShares 20+ Year Treasury Bond ETF
0.07%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Returns By Period

In the year-to-date period, WCPNX achieves a -0.47% return, which is significantly lower than TLT's 0.07% return. Over the past 10 years, WCPNX has outperformed TLT with an annualized return of 3.40%, while TLT has yielded a comparatively lower -1.39% annualized return.


WCPNX

1D
0.21%
1M
-1.73%
YTD
-0.47%
6M
0.53%
1Y
3.69%
3Y*
5.02%
5Y*
1.92%
10Y*
3.40%

TLT

1D
-0.10%
1M
-3.35%
YTD
0.07%
6M
-1.23%
1Y
-1.44%
3Y*
-2.81%
5Y*
-5.87%
10Y*
-1.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WCPNX vs. TLT - Expense Ratio Comparison

WCPNX has a 0.89% expense ratio, which is higher than TLT's 0.15% expense ratio.


Return for Risk

WCPNX vs. TLT — Risk / Return Rank

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

WCPNX
WCPNX Risk / Return Rank: 4747
Overall Rank
WCPNX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
WCPNX Sortino Ratio Rank: 4343
Sortino Ratio Rank
WCPNX Omega Ratio Rank: 3333
Omega Ratio Rank
WCPNX Calmar Ratio Rank: 7070
Calmar Ratio Rank
WCPNX Martin Ratio Rank: 4545
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 99
Overall Rank
TLT Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 88
Sortino Ratio Rank
TLT Omega Ratio Rank: 88
Omega Ratio Rank
TLT Calmar Ratio Rank: 1111
Calmar Ratio Rank
TLT Martin Ratio Rank: 1111
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.

WCPNX vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Weitz Core Plus Income Fund (WCPNX) and iShares 20+ Year Treasury Bond ETF (TLT). 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.


WCPNXTLTDifference

Sharpe ratio

Return per unit of total volatility

0.97

-0.13

+1.09

Sortino ratio

Return per unit of downside risk

1.35

-0.10

+1.45

Omega ratio

Gain probability vs. loss probability

1.17

0.99

+0.18

Calmar ratio

Return relative to maximum drawdown

1.69

-0.06

+1.75

Martin ratio

Return relative to average drawdown

4.77

-0.13

+4.90

WCPNX vs. TLT - Sharpe Ratio Comparison

The current WCPNX Sharpe Ratio is 0.97, which is higher than the TLT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of WCPNX and TLT, 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


WCPNXTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

-0.13

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

-0.37

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

-0.09

+0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.26

+0.58

Correlation

The correlation between WCPNX and TLT is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WCPNX vs. TLT - Dividend Comparison

WCPNX's dividend yield for the trailing twelve months is around 4.48%, less than TLT's 4.53% yield.


TTM20252024202320222021202020192018201720162015
WCPNX
Weitz Core Plus Income Fund
4.48%5.26%6.15%4.92%3.04%2.51%5.07%2.95%2.55%2.41%3.72%1.96%
TLT
iShares 20+ Year Treasury Bond ETF
4.53%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Drawdowns

WCPNX vs. TLT - Drawdown Comparison

The maximum WCPNX drawdown since its inception was -13.63%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for WCPNX and TLT.


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Drawdown Indicators


WCPNXTLTDifference

Max Drawdown

Largest peak-to-trough decline

-13.63%

-48.35%

+34.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.74%

-9.23%

+6.49%

Max Drawdown (5Y)

Largest decline over 5 years

-13.63%

-43.70%

+30.07%

Max Drawdown (10Y)

Largest decline over 10 years

-13.63%

-48.35%

+34.72%

Current Drawdown

Current decline from peak

-2.13%

-40.23%

+38.10%

Average Drawdown

Average peak-to-trough decline

-2.20%

-13.62%

+11.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

4.39%

-3.42%

Volatility

WCPNX vs. TLT - Volatility Comparison

The current volatility for Weitz Core Plus Income Fund (WCPNX) is 1.57%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 3.71%. This indicates that WCPNX experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCPNXTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

3.71%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

6.61%

-4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.20%

11.40%

-7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.95%

15.88%

-10.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.14%

14.93%

-10.79%