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ISIN
US9695577844
Issuer
Davenport
Inception Date
Dec 31, 2010
Min. Investment
$5,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

DVIPX Performance Chart

Davenport Value & Income Fund (DVIPX) is up 4.7% since the beginning of the year. DVIPX is currently trading at $20 per share. Investors who bought $1,000 worth of DVIPX shares 5 years ago would now be looking at an investment worth $1,352.


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S&P 500 Index

Returns By Period

Davenport Value & Income Fund (DVIPX) has returned 4.65% so far this year and 13.37% over the past 12 months. Over the last ten years, DVIPX has returned 7.98% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Davenport Value & Income Fund

1D
-0.40%
1M
-1.16%
YTD
4.65%
6M
4.55%
1Y
13.37%
3Y*
10.78%
5Y*
6.21%
10Y*
7.98%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVIPX Monthly Returns History

Based on dividend-adjusted daily data since Dec 31, 2010, DVIPX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +12.5%, while the worst month was Mar 2020 at -16.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DVIPX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.92%3.43%-5.20%4.11%-1.45%0.10%4.65%
20253.19%2.68%-2.00%-2.41%2.52%2.55%0.62%3.55%0.94%-1.48%1.75%1.22%13.70%
20240.39%1.61%5.14%-3.40%3.52%-2.85%5.25%2.00%2.21%-1.53%4.47%-6.87%9.53%
20236.32%-3.59%-1.10%2.01%-4.98%6.22%3.40%-2.40%-4.33%-3.54%7.14%4.16%8.49%
2022-2.66%-0.71%3.61%-5.82%1.52%-8.23%5.80%-3.78%-9.91%9.03%4.66%-5.26%-12.88%
2021-1.62%4.07%5.62%5.38%2.50%-1.66%0.72%1.99%-3.46%5.31%-2.97%5.97%23.35%

Benchmark Metrics

Davenport Value & Income Fund has an annualized alpha of -0.43%, beta of 0.82, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since December 31, 2010.

  • This fund participated in 91.58% of S&P 500 Index downside but only 82.30% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.43%
Beta
0.82
0.86
Upside Capture
82.30%
Downside Capture
91.58%

Expense Ratio

DVIPX has an expense ratio of 0.87%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DVIPX ranks 22 for risk / return — below 22% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DVIPX Risk / Return Rank: 2222
Overall Rank
DVIPX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DVIPX Sortino Ratio Rank: 2323
Sortino Ratio Rank
DVIPX Omega Ratio Rank: 2020
Omega Ratio Rank
DVIPX Calmar Ratio Rank: 2323
Calmar Ratio Rank
DVIPX Martin Ratio Rank: 2323
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Davenport Value & Income Fund (DVIPX) and compare them to S&P 500 Index.

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.


DVIPXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.22

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

1.67

2.78

-1.12

Martin ratioReturn relative to average drawdown

5.20

12.44

-7.23

Dividends

Dividend History

Davenport Value & Income Fund provided a 7.37% dividend yield over the last twelve months, with an annual payout of $1.48 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.48$1.32$1.17$0.30$0.94$0.90$0.75$0.74$0.55$0.82$0.35$0.97

Dividend yield

7.37%6.73%6.35%1.68%5.59%4.42%4.36%4.13%3.70%4.65%2.24%6.95%

Monthly Dividends

The table displays the monthly dividend distributions for Davenport Value & Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.07$0.00$0.00$0.42$0.49
2025$0.00$0.00$0.08$0.00$0.00$0.26$0.00$0.00$0.08$0.00$0.00$0.91$1.32
2024$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.94$1.17
2023$0.00$0.00$0.09$0.00$0.00$0.06$0.00$0.00$0.08$0.00$0.00$0.08$0.30
2022$0.00$0.00$0.06$0.00$0.00$0.57$0.00$0.00$0.08$0.00$0.00$0.23$0.94
2021$0.00$0.00$0.06$0.00$0.00$0.29$0.00$0.00$0.08$0.00$0.00$0.47$0.90

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Davenport Value & Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Davenport Value & Income Fund was 38.40%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current Davenport Value & Income Fund drawdown is 3.41%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-38.40%Mar 2020
2mo 2d9mo 19d
11mo 21dJan 2020 - Jan 2021
Rate-hike selloffLate 2018
-20.85%Dec 2018
10mo 29d10mo 15d
1y 9moJan 2018 - Nov 2019
Bear market2022
-20.67%Sep 2022
8mo 20d1y 7mo
2y 4moJan 2022 - May 2024
2011 correction2011
-14.78%Oct 2011
5mo 4d3mo 3d
8mo 7dMay 2011 - Jan 2012
2016 correction2016
-14.02%Jan 2016
8mo 5d4mo 19d
1y 19dMay 2015 - Jun 2016

Drawdown Indicators


DVIPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.40%

-56.78%

+18.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.08%

-9.10%

+1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-13.02%

-18.90%

+5.88%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

-25.43%

+4.76%

Max Drawdown (10Y)

Largest decline over 10 years

-38.40%

-33.92%

-4.48%

Current Drawdown

Current decline from peak

-3.41%

-1.80%

-1.61%

Average Drawdown

Average peak-to-trough decline

-4.49%

-10.71%

+6.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.03%

+0.56%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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