WVALX vs. WPVLX
WVALX (Weitz Value Fund) and WPVLX (Weitz Partners Value Fund) are both Large Cap Blend Equities funds from Weitz. Over the past 10 years, WVALX returned 9.55%/yr vs 7.14%/yr for WPVLX. Their correlation of 0.90 means they have usually moved in the same direction. WVALX charges 1.04%/yr vs 1.09%/yr for WPVLX.
Performance
WVALX vs. WPVLX - 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 WPVLX's 1.08% return. Over the past 10 years, WVALX has outperformed WPVLX with an annualized return of 9.55%, while WPVLX has yielded a comparatively lower 7.14% 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%
WPVLX
- 1D
- -0.52%
- 1M
- -0.48%
- 6M
- -0.58%
- YTD
- 1.08%
- 1Y
- 4.30%
- 3Y*
- 7.78%
- 5Y*
- 3.00%
- 10Y*
- 7.14%
- ALL TIME*
- 8.66%
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. WPVLX - 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% |
WPVLX Weitz Partners Value Fund | 1.08% | 3.15% | 15.68% | 17.83% | -21.28% | 23.67% | 7.53% | 33.31% | -11.48% | 11.45% |
Correlation
The correlation between WVALX and WPVLX is 0.86, 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. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 9, 1986 | 0.90 |
The correlation between WVALX and WPVLX has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
WVALX vs. WPVLX — Risk / Return Rank
WVALX
WPVLX
WVALX vs. WPVLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Weitz Value Fund (WVALX) and Weitz Partners Value Fund (WPVLX). 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 | WPVLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.05 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 0.24 | -0.28 |
| Martin ratioReturn relative to average drawdown | -0.11 | 0.64 | -0.75 |
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Drawdowns
WVALX vs. WPVLX - Drawdown Comparison
The maximum WVALX drawdown since its inception was -61.96%, roughly equal to the maximum WPVLX drawdown of -59.01%. Use the drawdown chart below to compare losses from any high point for WVALX and WPVLX.
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Drawdown Indicators
| WVALX | WPVLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.96% | -59.01% | -2.95% |
Max Drawdown (1Y)Largest decline over 1 year | -17.45% | -13.44% | -4.01% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -14.73% | -5.19% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -28.45% | -0.91% |
Max Drawdown (10Y)Largest decline over 10 years | -32.57% | -39.62% | +7.05% |
Current DrawdownCurrent decline from peak | -6.90% | -2.01% | -4.89% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -7.50% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.98% | 5.08% | +1.90% |
Volatility
WVALX vs. WPVLX - Volatility Comparison
The current volatility for Weitz Value Fund (WVALX) is 4.30%, while Weitz Partners Value Fund (WPVLX) has a volatility of 4.80%. This indicates that WVALX experiences smaller price fluctuations and is considered to be less risky than WPVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WVALX | WPVLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 4.80% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 10.70% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 13.84% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 17.28% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 18.55% | -0.30% |
WVALX vs. WPVLX - Expense Ratio Comparison
WVALX has a 1.04% expense ratio, which is lower than WPVLX's 1.09% expense ratio.
Dividends
WVALX vs. WPVLX - Dividend Comparison
WVALX's dividend yield for the trailing twelve months is around 22.12%, more than WPVLX's 8.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WPVLX Weitz Partners Value Fund | 8.93% | 9.03% | 7.76% | 1.80% | 7.32% | 6.72% | 10.93% | 7.09% | 9.27% | 2.32% | 0.00% | 13.92% |
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 WPVLX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WPVLX has higher volatility (4.80%) compared to WVALX (4.30%). In terms of maximum drawdown, WVALX dropped -61.96% vs WPVLX's -59.01%.
WPVLX currently has the higher Sharpe Ratio (0.24 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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