WVALX vs. WBALX
WVALX (Weitz Value Fund) and WBALX (Weitz Balanced Fund) are both mutual funds - WVALX is a Large Cap Blend Equities fund managed by Weitz, while WBALX is a Diversified Portfolio fund managed by Weitz. Over the past 10 years, WVALX returned 9.55%/yr vs 5.70%/yr for WBALX. Their correlation of 0.94 means they have usually moved in the same direction. WVALX charges 1.04%/yr vs 0.85%/yr for WBALX.
Performance
WVALX vs. WBALX - 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 WBALX's 1.73% return. Over the past 10 years, WVALX has outperformed WBALX with an annualized return of 9.55%, while WBALX has yielded a comparatively lower 5.70% annualized 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%
WBALX
- 1D
- -0.24%
- 1M
- 0.18%
- 6M
- 0.52%
- YTD
- 1.73%
- 1Y
- 4.56%
- 3Y*
- 4.68%
- 5Y*
- 2.67%
- 10Y*
- 5.70%
- ALL TIME*
- 5.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
WBALX Weitz Balanced Fund | $0.00 | $0.00 | $0.00 |
WVALX Weitz Value Fund | $0.00 | $0.00 | $0.00 |
WVALX vs. WBALX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WVALX Weitz Value Fund | -1.33% | -0.21% | 12.76% | 29.72% | -22.89% | 26.86% | 18.41% | 34.16% | -4.88% | 15.60% |
WBALX Weitz Balanced Fund | 1.73% | 3.77% | 6.85% | 9.27% | -9.95% | 13.11% | 8.13% | 17.94% | -1.79% | 11.16% |
Correlation
The correlation between WVALX and WBALX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2003 | 0.94 |
The correlation between WVALX and WBALX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
WVALX vs. WBALX — Risk / Return Rank
WVALX
WBALX
WVALX vs. WBALX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Weitz Value Fund (WVALX) and Weitz Balanced Fund (WBALX). 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 | WBALX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.12 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 0.72 | -0.76 |
| Martin ratioReturn relative to average drawdown | -0.11 | 2.10 | -2.21 |
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Drawdowns
WVALX vs. WBALX - Drawdown Comparison
The maximum WVALX drawdown since its inception was -61.96%, which is greater than WBALX's maximum drawdown of -43.04%. Use the drawdown chart below to compare losses from any high point for WVALX and WBALX.
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Drawdown Indicators
| WVALX | WBALX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.96% | -43.04% | -18.92% |
Max Drawdown (1Y)Largest decline over 1 year | -17.45% | -6.02% | -11.43% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -6.82% | -13.10% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -14.81% | -14.55% |
Max Drawdown (10Y)Largest decline over 10 years | -32.57% | -15.93% | -16.64% |
Current DrawdownCurrent decline from peak | -6.90% | -0.48% | -6.42% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -4.10% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.98% | 2.06% | +4.92% |
Volatility
WVALX vs. WBALX - Volatility Comparison
Weitz Value Fund (WVALX) has a higher volatility of 4.30% compared to Weitz Balanced Fund (WBALX) at 2.20%. This indicates that WVALX's price experiences larger fluctuations and is considered to be riskier than WBALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WVALX | WBALX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 2.20% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 5.14% | +6.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 6.39% | +8.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 7.42% | +10.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 7.70% | +10.55% |
WVALX vs. WBALX - Expense Ratio Comparison
WVALX has a 1.04% expense ratio, which is higher than WBALX's 0.85% expense ratio.
Dividends
WVALX vs. WBALX - Dividend Comparison
WVALX's dividend yield for the trailing twelve months is around 22.12%, more than WBALX's 6.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBALX Weitz Balanced Fund | 6.48% | 4.95% | 4.98% | 1.11% | 1.95% | 2.57% | 1.08% | 1.88% | 9.78% | 2.72% | 3.26% | 5.51% |
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 WBALX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WVALX has higher volatility (4.30%) compared to WBALX (2.20%). In terms of maximum drawdown, WVALX dropped -61.96% vs WBALX's -43.04%.
WBALX currently has the higher Sharpe Ratio (0.68 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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