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WEBAX vs. WEMMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEBAX vs. WEMMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TETON Westwood Balanced Fund (WEBAX) and TETON Westwood Mighty Mites Fund (WEMMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WEBAX achieves a 4.31% return, which is significantly lower than WEMMX's 26.15% return. Over the past 10 years, WEBAX has underperformed WEMMX with an annualized return of 6.79%, while WEMMX has yielded a comparatively higher 9.67% annualized return.


WEBAX

1D
0.62%
1M
0.10%
YTD
4.31%
6M
4.09%
1Y
11.12%
3Y*
8.96%
5Y*
5.19%
10Y*
6.79%

WEMMX

1D
1.52%
1M
7.89%
YTD
26.15%
6M
23.90%
1Y
40.85%
3Y*
16.31%
5Y*
7.24%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEBAX vs. WEMMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WEBAX
TETON Westwood Balanced Fund
4.31%7.91%9.63%9.71%-12.42%14.66%4.60%18.75%-3.66%14.15%
WEMMX
TETON Westwood Mighty Mites Fund
26.15%11.02%3.83%13.53%-15.37%21.44%10.02%16.94%-13.69%15.47%

Correlation

The correlation between WEBAX and WEMMX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.73

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

0.78

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

0.76

Correlation (All Time)
Calculated using the full available price history since May 11, 1998

0.72

The correlation between WEBAX and WEMMX has been stable across timeframes, ranging from 0.72 to 0.78 - a consistent structural relationship.

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Return for Risk

WEBAX vs. WEMMX — Risk / Return Rank

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

WEBAX
WEBAX Risk / Return Rank: 3131
Overall Rank
WEBAX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
WEBAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
WEBAX Omega Ratio Rank: 2929
Omega Ratio Rank
WEBAX Calmar Ratio Rank: 3131
Calmar Ratio Rank
WEBAX Martin Ratio Rank: 3939
Martin Ratio Rank

WEMMX
WEMMX Risk / Return Rank: 7474
Overall Rank
WEMMX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
WEMMX Sortino Ratio Rank: 7575
Sortino Ratio Rank
WEMMX Omega Ratio Rank: 5757
Omega Ratio Rank
WEMMX Calmar Ratio Rank: 9090
Calmar Ratio Rank
WEMMX Martin Ratio Rank: 7777
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.

WEBAX vs. WEMMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TETON Westwood Balanced Fund (WEBAX) and TETON Westwood Mighty Mites Fund (WEMMX). 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.


WEBAXWEMMXDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.26

1.38

-0.12

Calmar ratioReturn relative to maximum drawdown

1.96

4.40

-2.44

Martin ratioReturn relative to average drawdown

8.00

13.52

-5.52

WEBAX vs. WEMMX - Sharpe Ratio Comparison

The current WEBAX Sharpe Ratio is 1.45, which is lower than the WEMMX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of WEBAX and WEMMX, 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

WEBAX vs. WEMMX - Drawdown Comparison

The maximum WEBAX drawdown since its inception was -34.24%, smaller than the maximum WEMMX drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for WEBAX and WEMMX.


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Drawdown Indicators


WEBAXWEMMXDifference

Max Drawdown

Largest peak-to-trough decline

-34.24%

-42.48%

+8.24%

Max Drawdown (1Y)

Largest decline over 1 year

-5.73%

-9.31%

+3.58%

Max Drawdown (3Y)

Largest decline over 3 years

-10.44%

-21.44%

+11.00%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

-27.11%

+7.91%

Max Drawdown (10Y)

Largest decline over 10 years

-23.43%

-41.73%

+18.30%

Current Drawdown

Current decline from peak

-0.71%

0.00%

-0.71%

Average Drawdown

Average peak-to-trough decline

-3.82%

-6.61%

+2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

3.02%

-1.62%

Volatility

WEBAX vs. WEMMX - Volatility Comparison

The current volatility for TETON Westwood Balanced Fund (WEBAX) is 2.88%, while TETON Westwood Mighty Mites Fund (WEMMX) has a volatility of 5.46%. This indicates that WEBAX experiences smaller price fluctuations and is considered to be less risky than WEMMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WEBAXWEMMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

5.46%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

6.28%

12.91%

-6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

7.73%

17.95%

-10.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.26%

19.01%

-8.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.74%

20.49%

-9.75%

WEBAX vs. WEMMX - Expense Ratio Comparison

Both WEBAX and WEMMX have an expense ratio of 1.41%.


Dividends

WEBAX vs. WEMMX - Dividend Comparison

WEBAX's dividend yield for the trailing twelve months is around 13.86%, less than WEMMX's 18.08% yield.


PositionTTM20252024202320222021202020192018201720162015
WEBAX
TETON Westwood Balanced Fund
13.86%14.68%7.48%3.69%7.37%13.13%5.13%7.79%13.20%7.23%6.40%8.36%
WEMMX
TETON Westwood Mighty Mites Fund
18.08%22.80%26.79%18.86%13.60%15.44%9.23%4.11%4.16%6.44%4.61%2.35%

Frequently Asked Questions


WEBAX and WEMMX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WEMMX has higher volatility (5.46%) compared to WEBAX (2.88%). In terms of maximum drawdown, WEBAX dropped -34.24% vs WEMMX's -42.48%.

WEMMX currently has the higher Sharpe Ratio (2.28 vs 1.45), 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.

Portfolio Optimizer

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