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WESWX vs. PSECX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WESWX vs. PSECX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TETON Westwood Equity Fund (WESWX) and 1789 Growth and Income Fund (PSECX). The values are adjusted to include any dividend payments, if applicable.

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WESWX vs. PSECX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WESWX
TETON Westwood Equity Fund
-2.09%5.14%9.72%7.48%-7.14%22.02%2.33%26.97%-6.41%20.40%
PSECX
1789 Growth and Income Fund
-2.01%8.04%14.49%10.64%-10.66%25.43%0.78%23.99%-5.18%5.16%

Returns By Period

The year-to-date returns for both investments are quite close, with WESWX having a -2.09% return and PSECX slightly higher at -2.01%. Over the past 10 years, WESWX has outperformed PSECX with an annualized return of 8.09%, while PSECX has yielded a comparatively lower 6.86% annualized return.


WESWX

1D
0.10%
1M
-6.91%
YTD
-2.09%
6M
-1.79%
1Y
3.04%
3Y*
7.05%
5Y*
5.12%
10Y*
8.09%

PSECX

1D
-0.05%
1M
-7.25%
YTD
-2.01%
6M
-3.71%
1Y
6.71%
3Y*
9.78%
5Y*
7.18%
10Y*
6.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WESWX vs. PSECX - Expense Ratio Comparison

WESWX has a 1.64% expense ratio, which is lower than PSECX's 2.02% expense ratio.


Return for Risk

WESWX vs. PSECX — Risk / Return Rank

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

WESWX
WESWX Risk / Return Rank: 1111
Overall Rank
WESWX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
WESWX Sortino Ratio Rank: 1010
Sortino Ratio Rank
WESWX Omega Ratio Rank: 1010
Omega Ratio Rank
WESWX Calmar Ratio Rank: 1111
Calmar Ratio Rank
WESWX Martin Ratio Rank: 1212
Martin Ratio Rank

PSECX
PSECX Risk / Return Rank: 2424
Overall Rank
PSECX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PSECX Sortino Ratio Rank: 2222
Sortino Ratio Rank
PSECX Omega Ratio Rank: 2020
Omega Ratio Rank
PSECX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PSECX Martin Ratio Rank: 3030
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.

WESWX vs. PSECX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TETON Westwood Equity Fund (WESWX) and 1789 Growth and Income Fund (PSECX). 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.


WESWXPSECXDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.59

-0.31

Sortino ratio

Return per unit of downside risk

0.50

0.93

-0.44

Omega ratio

Gain probability vs. loss probability

1.07

1.12

-0.05

Calmar ratio

Return relative to maximum drawdown

0.26

0.82

-0.56

Martin ratio

Return relative to average drawdown

1.07

3.31

-2.24

WESWX vs. PSECX - Sharpe Ratio Comparison

The current WESWX Sharpe Ratio is 0.28, which is lower than the PSECX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of WESWX and PSECX, 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


WESWXPSECXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.59

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.61

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.52

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.53

-0.12

Correlation

The correlation between WESWX and PSECX is 0.88, 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

WESWX vs. PSECX - Dividend Comparison

WESWX's dividend yield for the trailing twelve months is around 15.10%, more than PSECX's 0.87% yield.


TTM20252024202320222021202020192018201720162015
WESWX
TETON Westwood Equity Fund
15.10%14.79%8.77%5.06%7.60%17.92%4.55%9.75%18.19%11.70%7.11%8.36%
PSECX
1789 Growth and Income Fund
0.87%0.85%3.88%2.71%4.60%1.53%0.27%1.16%6.78%0.59%0.31%5.12%

Drawdowns

WESWX vs. PSECX - Drawdown Comparison

The maximum WESWX drawdown since its inception was -52.38%, which is greater than PSECX's maximum drawdown of -31.13%. Use the drawdown chart below to compare losses from any high point for WESWX and PSECX.


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Drawdown Indicators


WESWXPSECXDifference

Max Drawdown

Largest peak-to-trough decline

-52.38%

-31.13%

-21.25%

Max Drawdown (1Y)

Largest decline over 1 year

-9.60%

-8.36%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-17.50%

-18.47%

+0.97%

Max Drawdown (10Y)

Largest decline over 10 years

-36.42%

-31.13%

-5.29%

Current Drawdown

Current decline from peak

-6.91%

-7.44%

+0.53%

Average Drawdown

Average peak-to-trough decline

-9.60%

-3.90%

-5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.07%

+0.25%

Volatility

WESWX vs. PSECX - Volatility Comparison

TETON Westwood Equity Fund (WESWX) has a higher volatility of 3.61% compared to 1789 Growth and Income Fund (PSECX) at 3.06%. This indicates that WESWX's price experiences larger fluctuations and is considered to be riskier than PSECX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WESWXPSECXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

3.06%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

7.43%

7.60%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

13.90%

13.13%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

11.90%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.33%

13.17%

+3.16%