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BDSIX vs. DSCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BDSIX vs. DSCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Advantage Small Cap Core Fund (BDSIX) and Davenport Small Cap Focus Fund (DSCPX). The values are adjusted to include any dividend payments, if applicable.

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BDSIX vs. DSCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDSIX
BlackRock Advantage Small Cap Core Fund
-1.90%13.72%11.86%16.53%-19.33%14.82%19.56%32.12%-8.82%10.31%
DSCPX
Davenport Small Cap Focus Fund
-2.96%-7.26%1.25%22.31%-15.48%20.26%25.81%40.88%-15.51%19.88%

Returns By Period

In the year-to-date period, BDSIX achieves a -1.90% return, which is significantly higher than DSCPX's -2.96% return. Over the past 10 years, BDSIX has outperformed DSCPX with an annualized return of 10.29%, while DSCPX has yielded a comparatively lower 9.62% annualized return.


BDSIX

1D
-1.61%
1M
-7.68%
YTD
-1.90%
6M
1.01%
1Y
22.34%
3Y*
12.23%
5Y*
3.81%
10Y*
10.29%

DSCPX

1D
0.06%
1M
-8.32%
YTD
-2.96%
6M
-7.29%
1Y
-0.75%
3Y*
1.29%
5Y*
1.38%
10Y*
9.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BDSIX vs. DSCPX - Expense Ratio Comparison

BDSIX has a 0.50% expense ratio, which is lower than DSCPX's 0.89% expense ratio.


Return for Risk

BDSIX vs. DSCPX — Risk / Return Rank

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

BDSIX
BDSIX Risk / Return Rank: 5454
Overall Rank
BDSIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BDSIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
BDSIX Omega Ratio Rank: 4444
Omega Ratio Rank
BDSIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
BDSIX Martin Ratio Rank: 5959
Martin Ratio Rank

DSCPX
DSCPX Risk / Return Rank: 55
Overall Rank
DSCPX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DSCPX Sortino Ratio Rank: 55
Sortino Ratio Rank
DSCPX Omega Ratio Rank: 55
Omega Ratio Rank
DSCPX Calmar Ratio Rank: 44
Calmar Ratio Rank
DSCPX Martin Ratio Rank: 44
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.

BDSIX vs. DSCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Small Cap Core Fund (BDSIX) and Davenport Small Cap Focus Fund (DSCPX). 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.


BDSIXDSCPXDifference

Sharpe ratio

Return per unit of total volatility

0.96

-0.02

+0.98

Sortino ratio

Return per unit of downside risk

1.45

0.13

+1.32

Omega ratio

Gain probability vs. loss probability

1.19

1.02

+0.17

Calmar ratio

Return relative to maximum drawdown

1.40

-0.21

+1.62

Martin ratio

Return relative to average drawdown

5.62

-0.51

+6.13

BDSIX vs. DSCPX - Sharpe Ratio Comparison

The current BDSIX Sharpe Ratio is 0.96, which is higher than the DSCPX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of BDSIX and DSCPX, 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


BDSIXDSCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

-0.02

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.07

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.48

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.40

-0.01

Correlation

The correlation between BDSIX and DSCPX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BDSIX vs. DSCPX - Dividend Comparison

BDSIX's dividend yield for the trailing twelve months is around 4.85%, more than DSCPX's 0.53% yield.


TTM20252024202320222021202020192018201720162015
BDSIX
BlackRock Advantage Small Cap Core Fund
4.85%4.76%0.76%0.96%3.51%12.04%2.56%0.88%5.67%2.32%0.34%5.72%
DSCPX
Davenport Small Cap Focus Fund
0.53%0.46%0.79%4.60%6.45%14.92%5.95%2.07%1.04%2.66%0.00%0.00%

Drawdowns

BDSIX vs. DSCPX - Drawdown Comparison

The maximum BDSIX drawdown since its inception was -43.36%, roughly equal to the maximum DSCPX drawdown of -41.99%. Use the drawdown chart below to compare losses from any high point for BDSIX and DSCPX.


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Drawdown Indicators


BDSIXDSCPXDifference

Max Drawdown

Largest peak-to-trough decline

-43.36%

-41.99%

-1.37%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-13.70%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-31.66%

-25.62%

-6.04%

Max Drawdown (10Y)

Largest decline over 10 years

-43.36%

-41.99%

-1.37%

Current Drawdown

Current decline from peak

-9.89%

-16.73%

+6.84%

Average Drawdown

Average peak-to-trough decline

-8.72%

-7.17%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

5.76%

-2.29%

Volatility

BDSIX vs. DSCPX - Volatility Comparison

BlackRock Advantage Small Cap Core Fund (BDSIX) has a higher volatility of 6.84% compared to Davenport Small Cap Focus Fund (DSCPX) at 4.70%. This indicates that BDSIX's price experiences larger fluctuations and is considered to be riskier than DSCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDSIXDSCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

4.70%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.40%

11.80%

+2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

23.23%

21.71%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.56%

19.66%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.33%

20.32%

+3.01%