WSCVX vs. IWM

In the year-to-date period, WSCVX achieves a -7.49% return, which is significantly higher than IWM's -9.76% return. Over the past 10 years, WSCVX has underperformed IWM with an annualized return of -4.69%, while IWM has yielded a comparatively higher 6.37% annualized return.

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WSCVX has a 1.21% expense ratio, which is higher than IWM's 0.19% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Walthausen Small Cap Value Fund (WSCVX) and iShares Russell 2000 ETF (IWM). 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 WSCVX Sharpe Ratio is -0.43, which is lower than the IWM Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of WSCVX and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WSCVX has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 1.24%.

The maximum WSCVX drawdown since its inception was -56.30%, roughly equal to the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for WSCVX and IWM. For additional features, visit the drawdowns tool.

The current volatility for Walthausen Small Cap Value Fund (WSCVX) is 11.28%, while iShares Russell 2000 ETF (IWM) has a volatility of 12.18%. This indicates that WSCVX experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.