CSCAX vs. VWCG.DE
Compare and contrast key facts about Cove Street Capital Small Cap Value Fund (CSCAX) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE).
CSCAX is managed by Cove Street Capital. It was launched on Oct 3, 2001. VWCG.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe. It was launched on Jul 23, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSCAX or VWCG.DE.
Key characteristics
| CSCAX | VWCG.DE | |
|---|---|---|
| YTD Return | -11.07% | 7.81% |
| 1Y Return | -6.52% | 14.34% |
| 3Y Return (Ann) | -13.56% | 4.30% |
| 5Y Return (Ann) | -4.08% | 7.14% |
| Sharpe Ratio | -0.12 | 1.32 |
| Sortino Ratio | 0.01 | 1.83 |
| Omega Ratio | 1.00 | 1.23 |
| Calmar Ratio | -0.07 | 1.94 |
| Martin Ratio | -0.36 | 7.78 |
| Ulcer Index | 7.93% | 1.73% |
| Daily Std Dev | 24.47% | 10.28% |
| Max Drawdown | -75.67% | -35.68% |
| Current Drawdown | -35.92% | -4.64% |
Correlation
The correlation between CSCAX and VWCG.DE is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CSCAX vs. VWCG.DE - Performance Comparison
In the year-to-date period, CSCAX achieves a -11.07% return, which is significantly lower than VWCG.DE's 7.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CSCAX vs. VWCG.DE - Expense Ratio Comparison
CSCAX has a 1.22% expense ratio, which is higher than VWCG.DE's 0.10% expense ratio.
Risk-Adjusted Performance
CSCAX vs. VWCG.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cove Street Capital Small Cap Value Fund (CSCAX) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE). 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.
Dividends
CSCAX vs. VWCG.DE - Dividend Comparison
Neither CSCAX nor VWCG.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
CSCAX Cove Street Capital Small Cap Value Fund | 0.00% | 0.00% | 0.00% | 1.24% | 1.24% | 0.73% |
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CSCAX vs. VWCG.DE - Drawdown Comparison
The maximum CSCAX drawdown since its inception was -75.67%, which is greater than VWCG.DE's maximum drawdown of -35.68%. Use the drawdown chart below to compare losses from any high point for CSCAX and VWCG.DE. For additional features, visit the drawdowns tool.
Volatility
CSCAX vs. VWCG.DE - Volatility Comparison
Cove Street Capital Small Cap Value Fund (CSCAX) has a higher volatility of 10.82% compared to Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) at 4.32%. This indicates that CSCAX's price experiences larger fluctuations and is considered to be riskier than VWCG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.