WESWX vs. MALVX
WESWX (TETON Westwood Equity Fund) and MALVX (BlackRock Advantage Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, WESWX returned 8.62%/yr vs 12.73%/yr for MALVX. Their correlation of 0.93 suggests significant overlap in exposure. WESWX charges 1.64%/yr vs 0.54%/yr for MALVX.
Performance
WESWX vs. MALVX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WESWX achieves a 7.86% return, which is significantly lower than MALVX's 20.69% return. Over the past 10 years, WESWX has underperformed MALVX with an annualized return of 8.62%, while MALVX has yielded a comparatively higher 12.73% annualized return.
WESWX
- 1D
- 0.28%
- 1M
- 1.88%
- 6M
- 5.04%
- YTD
- 7.86%
- 1Y
- 10.89%
- 3Y*
- 9.02%
- 5Y*
- 6.16%
- 10Y*
- 8.62%
MALVX
- 1D
- 0.33%
- 1M
- 1.68%
- 6M
- 16.54%
- YTD
- 20.69%
- 1Y
- 35.79%
- 3Y*
- 20.87%
- 5Y*
- 13.04%
- 10Y*
- 12.73%
WESWX vs. MALVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WESWX TETON Westwood Equity Fund | 7.86% | 5.14% | 9.72% | 7.48% | -7.14% | 22.02% | 2.33% | 26.97% | -6.41% | 20.40% |
MALVX BlackRock Advantage Large Cap Value Fund | 20.69% | 18.38% | 15.39% | 13.74% | -8.68% | 26.51% | 3.91% | 24.74% | -7.74% | 15.82% |
Correlation
The correlation between WESWX and MALVX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1999 | 0.93 |
The correlation between WESWX and MALVX has been stable across timeframes, ranging from 0.84 to 0.94 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WESWX vs. MALVX — Risk / Return Rank
WESWX
MALVX
WESWX vs. MALVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TETON Westwood Equity Fund (WESWX) and BlackRock Advantage Large Cap Value Fund (MALVX). 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.
| WESWX | MALVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.86 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.60 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 5.56 | -3.96 |
| Martin ratioReturn relative to average drawdown | 6.03 | 25.33 | -19.30 |
Loading charts...
Drawdowns
WESWX vs. MALVX - Drawdown Comparison
The maximum WESWX drawdown since its inception was -52.38%, smaller than the maximum MALVX drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for WESWX and MALVX.
Loading charts...
Drawdown Indicators
| WESWX | MALVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.38% | -55.21% | +2.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -6.53% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -14.99% | -16.13% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -17.50% | -19.73% | +2.23% |
Max Drawdown (10Y)Largest decline over 10 years | -36.42% | -37.12% | +0.70% |
Current DrawdownCurrent decline from peak | -0.09% | -0.10% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -8.72% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 1.43% | +0.45% |
Volatility
WESWX vs. MALVX - Volatility Comparison
The current volatility for TETON Westwood Equity Fund (WESWX) is 2.25%, while BlackRock Advantage Large Cap Value Fund (MALVX) has a volatility of 3.23%. This indicates that WESWX experiences smaller price fluctuations and is considered to be less risky than MALVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WESWX | MALVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.25% | 3.23% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 7.63% | 8.91% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.02% | 11.29% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 14.81% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 17.24% | -0.95% |
WESWX vs. MALVX - Expense Ratio Comparison
WESWX has a 1.64% expense ratio, which is higher than MALVX's 0.54% expense ratio.
Dividends
WESWX vs. MALVX - Dividend Comparison
WESWX's dividend yield for the trailing twelve months is around 13.71%, more than MALVX's 7.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MALVX BlackRock Advantage Large Cap Value Fund | 7.65% | 9.23% | 14.33% | 2.84% | 5.96% | 17.48% | 1.68% | 3.92% | 12.95% | 0.43% | 1.38% | 1.01% |
WESWX TETON Westwood Equity Fund | 13.71% | 14.79% | 8.77% | 5.06% | 7.60% | 17.92% | 4.55% | 9.75% | 18.19% | 11.70% | 7.11% | 8.36% |
Frequently Asked Questions
WESWX and MALVX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MALVX has higher volatility (3.23%) compared to WESWX (2.25%). In terms of maximum drawdown, WESWX dropped -52.38% vs MALVX's -55.21%.
MALVX currently has the higher Sharpe Ratio (3.24 vs 1.14), 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.
Find the right allocation for WESWX and MALVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer