WPOPX vs. SPY

In the year-to-date period, WPOPX achieves a -0.23% return, which is significantly lower than SPY's 0.87% return. Over the past 10 years, WPOPX has underperformed SPY with an annualized return of 5.17%, while SPY has yielded a comparatively higher 12.73% annualized return.

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WPOPX has a 1.43% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Weitz Partners III Opportunity Fund (WPOPX) and SPDR S&P 500 ETF (SPY). 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.

The current WPOPX Sharpe Ratio is 0.70, which is comparable to the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of WPOPX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WPOPX's dividend yield for the trailing twelve months is around 7.05%, more than SPY's 1.22% yield.

The maximum WPOPX drawdown since its inception was -57.55%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WPOPX and SPY.

Weitz Partners III Opportunity Fund (WPOPX) and SPDR S&P 500 ETF (SPY) have volatilities of 5.08% and 4.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.