WVALX vs. ALSMX
WVALX (Weitz Value Fund) and ALSMX (Archer Multi Cap Fund) are both Large Cap Blend Equities funds. Over the past 5 years, WVALX returned 2.96%/yr vs 10.66%/yr for ALSMX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. WVALX charges 1.04%/yr vs 0.96%/yr for ALSMX.
Performance
WVALX vs. ALSMX - Performance Comparison
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Returns By Period
In the year-to-date period, WVALX achieves a -1.33% return, which is significantly lower than ALSMX's 19.07% return.
WVALX
- 1D
- 1.15%
- 1M
- 2.32%
- 6M
- -0.54%
- YTD
- -1.33%
- 1Y
- 0.97%
- 3Y*
- 5.55%
- 5Y*
- 2.96%
- 10Y*
- 9.55%
- ALL TIME*
- 9.13%
ALSMX
- 1D
- 0.50%
- 1M
- -2.82%
- 6M
- 11.79%
- YTD
- 19.07%
- 1Y
- 29.59%
- 3Y*
- 20.23%
- 5Y*
- 10.66%
- 10Y*
- —
- ALL TIME*
- 12.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
WVALX Weitz Value Fund | $0.00 | $0.00 | $0.00 |
WVALX vs. ALSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WVALX Weitz Value Fund | -1.33% | -0.21% | 12.76% | 29.72% | -22.89% | 26.86% | 18.41% | 0.28% |
ALSMX Archer Multi Cap Fund | 19.07% | 11.47% | 21.78% | 25.14% | -20.12% | 16.58% | 16.01% | 0.00% |
Correlation
The correlation between WVALX and ALSMX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2019 | 0.79 |
Over the past year, the correlation between WVALX and ALSMX has dropped to 0.39 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
WVALX vs. ALSMX — Risk / Return Rank
WVALX
ALSMX
WVALX vs. ALSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Weitz Value Fund (WVALX) and Archer Multi Cap Fund (ALSMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WVALX | ALSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.28 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 2.99 | -3.03 |
| Martin ratioReturn relative to average drawdown | -0.11 | 10.47 | -10.58 |
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Drawdowns
WVALX vs. ALSMX - Drawdown Comparison
The maximum WVALX drawdown since its inception was -61.96%, smaller than the maximum ALSMX drawdown of -97.87%. Use the drawdown chart below to compare losses from any high point for WVALX and ALSMX.
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Drawdown Indicators
| WVALX | ALSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.96% | -97.87% | +35.91% |
Max Drawdown (1Y)Largest decline over 1 year | -17.45% | -9.42% | -8.03% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -97.87% | +77.95% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -97.87% | +68.51% |
Max Drawdown (10Y)Largest decline over 10 years | -32.57% | — | — |
Current DrawdownCurrent decline from peak | -6.90% | -96.61% | +89.71% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -29.68% | +21.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.98% | 2.68% | +4.30% |
Volatility
WVALX vs. ALSMX - Volatility Comparison
The current volatility for Weitz Value Fund (WVALX) is 4.30%, while Archer Multi Cap Fund (ALSMX) has a volatility of 5.74%. This indicates that WVALX experiences smaller price fluctuations and is considered to be less risky than ALSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WVALX | ALSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 5.74% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 15.25% | -3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 17.95% | -3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 1,292.07% | -1,273.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 1,126.36% | -1,108.11% |
WVALX vs. ALSMX - Expense Ratio Comparison
WVALX has a 1.04% expense ratio, which is higher than ALSMX's 0.96% expense ratio.
Dividends
WVALX vs. ALSMX - Dividend Comparison
WVALX's dividend yield for the trailing twelve months is around 22.12%, more than ALSMX's 6.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALSMX Archer Multi Cap Fund | 6.01% | 7.16% | 3.62% | 0.46% | 7.12% | 1.62% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WVALX Weitz Value Fund | 22.12% | 21.83% | 11.03% | 5.38% | 14.15% | 3.77% | 9.12% | 4.70% | 10.95% | 7.16% | 0.00% | 12.93% |
Frequently Asked Questions
WVALX and ALSMX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALSMX has higher volatility (5.74%) compared to WVALX (4.30%). In terms of maximum drawdown, WVALX dropped -61.96% vs ALSMX's -97.87%.
ALSMX currently has the higher Sharpe Ratio (1.57 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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