PortfoliosLab logoPortfoliosLab logo
WPVLX vs. WPOPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WPVLX vs. WPOPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weitz Partners Value Fund (WPVLX) and Weitz Partners III Opportunity Fund (WPOPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WPVLX vs. WPOPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WPVLX
Weitz Partners Value Fund
-8.30%3.15%15.68%17.83%-21.28%23.67%7.53%33.31%-11.48%11.45%
WPOPX
Weitz Partners III Opportunity Fund
-7.95%3.23%16.32%17.35%-22.53%12.55%9.45%34.24%-5.26%5.48%

Returns By Period

The year-to-date returns for both investments are quite close, with WPVLX having a -8.30% return and WPOPX slightly higher at -7.95%. Over the past 10 years, WPVLX has outperformed WPOPX with an annualized return of 6.33%, while WPOPX has yielded a comparatively lower 5.60% annualized return.


WPVLX

1D
2.23%
1M
-6.55%
YTD
-8.30%
6M
-9.51%
1Y
-6.31%
3Y*
8.12%
5Y*
2.77%
10Y*
6.33%

WPOPX

1D
1.79%
1M
-4.72%
YTD
-7.95%
6M
-8.44%
1Y
-4.41%
3Y*
7.97%
5Y*
0.87%
10Y*
5.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WPVLX vs. WPOPX - Expense Ratio Comparison

WPVLX has a 1.09% expense ratio, which is lower than WPOPX's 1.43% expense ratio.


Return for Risk

WPVLX vs. WPOPX — Risk / Return Rank

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

WPVLX
WPVLX Risk / Return Rank: 22
Overall Rank
WPVLX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
WPVLX Sortino Ratio Rank: 22
Sortino Ratio Rank
WPVLX Omega Ratio Rank: 22
Omega Ratio Rank
WPVLX Calmar Ratio Rank: 22
Calmar Ratio Rank
WPVLX Martin Ratio Rank: 22
Martin Ratio Rank

WPOPX
WPOPX Risk / Return Rank: 22
Overall Rank
WPOPX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
WPOPX Sortino Ratio Rank: 22
Sortino Ratio Rank
WPOPX Omega Ratio Rank: 22
Omega Ratio Rank
WPOPX Calmar Ratio Rank: 11
Calmar Ratio Rank
WPOPX Martin Ratio Rank: 11
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.

WPVLX vs. WPOPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Weitz Partners Value Fund (WPVLX) and Weitz Partners III Opportunity Fund (WPOPX). 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.


WPVLXWPOPXDifference

Sharpe ratio

Return per unit of total volatility

-0.35

-0.27

-0.08

Sortino ratio

Return per unit of downside risk

-0.39

-0.28

-0.11

Omega ratio

Gain probability vs. loss probability

0.95

0.97

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.41

-0.52

+0.11

Martin ratio

Return relative to average drawdown

-1.27

-1.62

+0.35

WPVLX vs. WPOPX - Sharpe Ratio Comparison

The current WPVLX Sharpe Ratio is -0.35, which is lower than the WPOPX Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of WPVLX and WPOPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WPVLXWPOPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.35

-0.27

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.06

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.35

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.39

+0.14

Correlation

The correlation between WPVLX and WPOPX is 0.94, 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

WPVLX vs. WPOPX - Dividend Comparison

WPVLX's dividend yield for the trailing twelve months is around 9.85%, more than WPOPX's 6.11% yield.


TTM20252024202320222021202020192018201720162015
WPVLX
Weitz Partners Value Fund
9.85%9.03%7.76%1.80%7.32%6.72%10.93%7.09%9.27%2.32%0.00%13.92%
WPOPX
Weitz Partners III Opportunity Fund
6.11%5.62%7.04%6.85%8.47%11.86%12.50%6.51%7.99%4.65%1.35%13.50%

Drawdowns

WPVLX vs. WPOPX - Drawdown Comparison

The maximum WPVLX drawdown since its inception was -59.01%, which is greater than WPOPX's maximum drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for WPVLX and WPOPX.


Loading graphics...

Drawdown Indicators


WPVLXWPOPXDifference

Max Drawdown

Largest peak-to-trough decline

-59.01%

-55.70%

-3.31%

Max Drawdown (1Y)

Largest decline over 1 year

-13.44%

-12.44%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-28.45%

-28.73%

+0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-39.62%

-28.73%

-10.89%

Current Drawdown

Current decline from peak

-11.10%

-10.11%

-0.99%

Average Drawdown

Average peak-to-trough decline

-7.51%

-8.37%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

3.99%

+0.35%

Volatility

WPVLX vs. WPOPX - Volatility Comparison

Weitz Partners Value Fund (WPVLX) has a higher volatility of 5.07% compared to Weitz Partners III Opportunity Fund (WPOPX) at 4.75%. This indicates that WPVLX's price experiences larger fluctuations and is considered to be riskier than WPOPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WPVLXWPOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

4.75%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

9.00%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.49%

17.15%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

15.83%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.54%

15.94%

+2.60%