WVALX vs. FNSTX
WVALX (Weitz Value Fund) and FNSTX (Fidelity Infrastructure Fund) are both mutual funds - WVALX is a Large Cap Blend Equities fund managed by Weitz, while FNSTX is a Infrastructure Equities fund managed by Fidelity. Over the past 5 years, WVALX returned 2.96%/yr vs 9.79%/yr for FNSTX. Their 0.59 correlation means they have sometimes moved together and sometimes differently. WVALX charges 1.04%/yr vs 1.00%/yr for FNSTX.
Performance
WVALX vs. FNSTX - 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 FNSTX's 5.29% 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%
FNSTX
- 1D
- -0.23%
- 1M
- -3.52%
- 6M
- 2.72%
- YTD
- 5.29%
- 1Y
- 12.41%
- 3Y*
- 16.22%
- 5Y*
- 9.79%
- 10Y*
- —
- ALL TIME*
- 10.59%
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. FNSTX - 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% | 3.41% |
FNSTX Fidelity Infrastructure Fund | 5.29% | 27.42% | 14.43% | 8.44% | -7.59% | 7.58% | 12.80% | 5.49% |
Correlation
The correlation between WVALX and FNSTX is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2019 | 0.59 |
Over the past year, the correlation between WVALX and FNSTX has dropped to 0.19 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
WVALX vs. FNSTX — Risk / Return Rank
WVALX
FNSTX
WVALX vs. FNSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Weitz Value Fund (WVALX) and Fidelity Infrastructure Fund (FNSTX). 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 | FNSTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.13 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.36 | -1.40 |
| Martin ratioReturn relative to average drawdown | -0.11 | 3.90 | -4.01 |
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Drawdowns
WVALX vs. FNSTX - Drawdown Comparison
The maximum WVALX drawdown since its inception was -61.96%, which is greater than FNSTX's maximum drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for WVALX and FNSTX.
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Drawdown Indicators
| WVALX | FNSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.96% | -35.82% | -26.14% |
Max Drawdown (1Y)Largest decline over 1 year | -17.45% | -8.81% | -8.64% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -10.94% | -8.98% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -21.97% | -7.39% |
Max Drawdown (10Y)Largest decline over 10 years | -32.57% | — | — |
Current DrawdownCurrent decline from peak | -6.90% | -7.07% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -5.14% | -2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.98% | 3.06% | +3.92% |
Volatility
WVALX vs. FNSTX - Volatility Comparison
The current volatility for Weitz Value Fund (WVALX) is 4.30%, while Fidelity Infrastructure Fund (FNSTX) has a volatility of 4.88%. This indicates that WVALX experiences smaller price fluctuations and is considered to be less risky than FNSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WVALX | FNSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 4.88% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 13.51% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 16.85% | -2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 15.34% | +2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 18.76% | -0.51% |
WVALX vs. FNSTX - Expense Ratio Comparison
WVALX has a 1.04% expense ratio, which is higher than FNSTX's 1.00% expense ratio.
Dividends
WVALX vs. FNSTX - Dividend Comparison
WVALX's dividend yield for the trailing twelve months is around 22.12%, more than FNSTX's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNSTX Fidelity Infrastructure Fund | 3.80% | 4.16% | 1.59% | 1.85% | 1.35% | 0.63% | 0.80% | 0.36% | 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 FNSTX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FNSTX has higher volatility (4.88%) compared to WVALX (4.30%). In terms of maximum drawdown, WVALX dropped -61.96% vs FNSTX's -35.82%.
FNSTX currently has the higher Sharpe Ratio (0.71 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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