WPLCX vs. SVAIX
Compare and contrast key facts about WP Large Cap Income Plus Fund (WPLCX) and Federated Hermes Strategic Value Dividend Fund (SVAIX).
WPLCX is managed by WP Trust. It was launched on Oct 10, 2013. SVAIX is managed by Federated. It was launched on Mar 30, 2005.
Performance
WPLCX vs. SVAIX - Performance Comparison
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WPLCX vs. SVAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WPLCX WP Large Cap Income Plus Fund | 2.65% | 16.54% | 19.35% | 25.92% | -35.46% | 22.54% | -22.55% | 52.10% | -16.58% | 23.73% |
SVAIX Federated Hermes Strategic Value Dividend Fund | 8.91% | 15.26% | 16.47% | -1.81% | 8.47% | 21.52% | -7.88% | 19.59% | -8.23% | 15.10% |
Returns By Period
In the year-to-date period, WPLCX achieves a 2.65% return, which is significantly lower than SVAIX's 8.91% return. Over the past 10 years, WPLCX has underperformed SVAIX with an annualized return of 7.73%, while SVAIX has yielded a comparatively higher 8.43% annualized return.
WPLCX
- 1D
- 4.50%
- 1M
- -7.33%
- YTD
- 2.65%
- 6M
- 5.57%
- 1Y
- 21.98%
- 3Y*
- 20.18%
- 5Y*
- 5.01%
- 10Y*
- 7.73%
SVAIX
- 1D
- -0.29%
- 1M
- -2.02%
- YTD
- 8.91%
- 6M
- 11.32%
- 1Y
- 17.23%
- 3Y*
- 13.72%
- 5Y*
- 11.56%
- 10Y*
- 8.43%
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WPLCX vs. SVAIX - Expense Ratio Comparison
WPLCX has a 2.33% expense ratio, which is higher than SVAIX's 0.81% expense ratio.
Return for Risk
WPLCX vs. SVAIX — Risk / Return Rank
WPLCX
SVAIX
WPLCX vs. SVAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WP Large Cap Income Plus Fund (WPLCX) and Federated Hermes Strategic Value Dividend Fund (SVAIX). 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.
| WPLCX | SVAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.39 | -0.47 |
Sortino ratioReturn per unit of downside risk | 1.41 | 2.07 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.29 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.74 | -0.39 |
Martin ratioReturn relative to average drawdown | 5.55 | 8.23 | -2.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WPLCX | SVAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.39 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.89 | -0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.00 | 0.56 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.52 | -0.52 |
Correlation
The correlation between WPLCX and SVAIX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WPLCX vs. SVAIX - Dividend Comparison
WPLCX has not paid dividends to shareholders, while SVAIX's dividend yield for the trailing twelve months is around 5.94%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WPLCX WP Large Cap Income Plus Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.28% | 0.74% | 2.41% | 0.11% | 2.56% | 0.18% | 0.19% |
SVAIX Federated Hermes Strategic Value Dividend Fund | 5.94% | 6.41% | 7.58% | 4.32% | 9.68% | 3.72% | 4.28% | 8.75% | 8.54% | 10.36% | 5.24% | 8.67% |
Drawdowns
WPLCX vs. SVAIX - Drawdown Comparison
The maximum WPLCX drawdown since its inception was -98.43%, which is greater than SVAIX's maximum drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for WPLCX and SVAIX.
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Drawdown Indicators
| WPLCX | SVAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.43% | -50.62% | -47.81% |
Max Drawdown (1Y)Largest decline over 1 year | -16.68% | -9.92% | -6.76% |
Max Drawdown (5Y)Largest decline over 5 years | -98.43% | -16.13% | -82.30% |
Max Drawdown (10Y)Largest decline over 10 years | -98.43% | -36.53% | -61.90% |
Current DrawdownCurrent decline from peak | -97.72% | -3.12% | -94.60% |
Average DrawdownAverage peak-to-trough decline | -22.15% | -7.75% | -14.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 2.68% | +1.38% |
Volatility
WPLCX vs. SVAIX - Volatility Comparison
WP Large Cap Income Plus Fund (WPLCX) has a higher volatility of 7.99% compared to Federated Hermes Strategic Value Dividend Fund (SVAIX) at 2.88%. This indicates that WPLCX's price experiences larger fluctuations and is considered to be riskier than SVAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WPLCX | SVAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 2.88% | +5.11% |
Volatility (6M)Calculated over the trailing 6-month period | 14.28% | 6.93% | +7.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.02% | 15.72% | +8.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2,424.33% | 13.57% | +2,410.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,714.35% | 15.42% | +1,698.93% |