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WVALX vs. WNTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WVALX vs. WNTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weitz Value Fund (WVALX) and Weitz Nebraska Tax-Free Income Fund (WNTFX). The values are adjusted to include any dividend payments, if applicable.

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WVALX vs. WNTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WVALX
Weitz Value Fund
-14.29%-0.21%12.76%29.72%-22.89%26.86%18.41%34.16%-4.88%15.60%
WNTFX
Weitz Nebraska Tax-Free Income Fund
0.67%4.56%1.19%3.79%-4.84%0.35%3.64%4.05%0.67%1.61%

Returns By Period

In the year-to-date period, WVALX achieves a -14.29% return, which is significantly lower than WNTFX's 0.67% return. Over the past 10 years, WVALX has outperformed WNTFX with an annualized return of 8.16%, while WNTFX has yielded a comparatively lower 1.41% annualized return.


WVALX

1D
0.99%
1M
-9.44%
YTD
-14.29%
6M
-13.68%
1Y
-11.05%
3Y*
5.68%
5Y*
2.65%
10Y*
8.16%

WNTFX

1D
0.00%
1M
-0.25%
YTD
0.67%
6M
1.64%
1Y
4.84%
3Y*
2.84%
5Y*
1.18%
10Y*
1.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WVALX vs. WNTFX - Expense Ratio Comparison

WVALX has a 1.04% expense ratio, which is higher than WNTFX's 0.45% expense ratio.


Return for Risk

WVALX vs. WNTFX — Risk / Return Rank

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

WVALX
WVALX Risk / Return Rank: 11
Overall Rank
WVALX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
WVALX Sortino Ratio Rank: 11
Sortino Ratio Rank
WVALX Omega Ratio Rank: 11
Omega Ratio Rank
WVALX Calmar Ratio Rank: 11
Calmar Ratio Rank
WVALX Martin Ratio Rank: 00
Martin Ratio Rank

WNTFX
WNTFX Risk / Return Rank: 8787
Overall Rank
WNTFX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WNTFX Sortino Ratio Rank: 9090
Sortino Ratio Rank
WNTFX Omega Ratio Rank: 9898
Omega Ratio Rank
WNTFX Calmar Ratio Rank: 7272
Calmar Ratio Rank
WNTFX Martin Ratio Rank: 8585
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.

WVALX vs. WNTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Weitz Value Fund (WVALX) and Weitz Nebraska Tax-Free Income Fund (WNTFX). 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.


WVALXWNTFXDifference

Sharpe ratio

Return per unit of total volatility

-0.56

1.94

-2.50

Sortino ratio

Return per unit of downside risk

-0.70

2.57

-3.27

Omega ratio

Gain probability vs. loss probability

0.91

1.77

-0.86

Calmar ratio

Return relative to maximum drawdown

-0.73

1.69

-2.42

Martin ratio

Return relative to average drawdown

-2.41

8.76

-11.18

WVALX vs. WNTFX - Sharpe Ratio Comparison

The current WVALX Sharpe Ratio is -0.56, which is lower than the WNTFX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of WVALX and WNTFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WVALXWNTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

1.94

-2.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.48

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.56

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.95

-0.37

Correlation

The correlation between WVALX and WNTFX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

WVALX vs. WNTFX - Dividend Comparison

WVALX's dividend yield for the trailing twelve months is around 25.47%, more than WNTFX's 2.55% yield.


TTM20252024202320222021202020192018201720162015
WVALX
Weitz Value Fund
25.47%21.83%11.03%5.38%14.15%3.77%9.12%4.70%10.95%7.16%0.00%12.93%
WNTFX
Weitz Nebraska Tax-Free Income Fund
2.55%2.27%2.03%2.02%1.97%1.14%1.60%1.24%1.48%1.41%1.72%1.95%

Drawdowns

WVALX vs. WNTFX - Drawdown Comparison

The maximum WVALX drawdown since its inception was -61.96%, which is greater than WNTFX's maximum drawdown of -8.72%. Use the drawdown chart below to compare losses from any high point for WVALX and WNTFX.


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Drawdown Indicators


WVALXWNTFXDifference

Max Drawdown

Largest peak-to-trough decline

-61.96%

-8.72%

-53.24%

Max Drawdown (1Y)

Largest decline over 1 year

-17.45%

-3.00%

-14.45%

Max Drawdown (5Y)

Largest decline over 5 years

-29.36%

-8.72%

-20.64%

Max Drawdown (10Y)

Largest decline over 10 years

-32.57%

-8.72%

-23.85%

Current Drawdown

Current decline from peak

-19.13%

-0.25%

-18.88%

Average Drawdown

Average peak-to-trough decline

-7.71%

-1.03%

-6.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.30%

0.58%

+4.72%

Volatility

WVALX vs. WNTFX - Volatility Comparison

Weitz Value Fund (WVALX) has a higher volatility of 4.92% compared to Weitz Nebraska Tax-Free Income Fund (WNTFX) at 0.25%. This indicates that WVALX's price experiences larger fluctuations and is considered to be riskier than WNTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WVALXWNTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

0.25%

+4.67%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

0.60%

+9.77%

Volatility (1Y)

Calculated over the trailing 1-year period

19.45%

2.74%

+16.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.12%

2.47%

+15.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

2.51%

+15.68%