DALCX vs. NQVRX
DALCX (Dean Mid Cap Value Fund) and NQVRX (Nuveen Multi Cap Value Fund) are both Mid Cap Value Equities funds. Over the past 10 years, DALCX returned 10.76%/yr vs 13.28%/yr for NQVRX. Their correlation of 0.91 means they have usually moved in the same direction. DALCX charges 0.85%/yr vs 1.00%/yr for NQVRX.
Performance
DALCX vs. NQVRX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DALCX having a 16.10% return and NQVRX slightly higher at 16.81%. Over the past 10 years, DALCX has underperformed NQVRX with an annualized return of 10.76%, while NQVRX has yielded a comparatively higher 13.28% annualized return.
DALCX
- 1D
- -0.39%
- 1M
- 1.62%
- 6M
- 10.54%
- YTD
- 16.10%
- 1Y
- 22.48%
- 3Y*
- 15.08%
- 5Y*
- 11.41%
- 10Y*
- 10.76%
- ALL TIME*
- 10.60%
NQVRX
- 1D
- 1.25%
- 1M
- 0.34%
- 6M
- 11.78%
- YTD
- 16.81%
- 1Y
- 29.50%
- 3Y*
- 18.78%
- 5Y*
- 14.02%
- 10Y*
- 13.28%
- ALL TIME*
- 8.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DALCX vs. NQVRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DALCX Dean Mid Cap Value Fund | 16.10% | 9.49% | 16.50% | 12.82% | -4.68% | 28.25% | -2.05% | 26.96% | -11.07% | 15.11% |
NQVRX Nuveen Multi Cap Value Fund | 16.81% | 17.89% | 19.25% | 15.94% | -1.02% | 28.56% | -0.27% | 30.35% | -14.39% | 18.68% |
Correlation
The correlation between DALCX and NQVRX is 0.83, 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. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011 | 0.91 |
The correlation between DALCX and NQVRX has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.
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Return for Risk
DALCX vs. NQVRX — Risk / Return Rank
DALCX
NQVRX
DALCX vs. NQVRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dean Mid Cap Value Fund (DALCX) and Nuveen Multi Cap Value Fund (NQVRX). 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.
| DALCX | NQVRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.36 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 3.75 | -1.54 |
| Martin ratioReturn relative to average drawdown | 7.82 | 14.23 | -6.40 |
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Drawdowns
DALCX vs. NQVRX - Drawdown Comparison
The maximum DALCX drawdown since its inception was -41.99%, smaller than the maximum NQVRX drawdown of -67.80%. Use the drawdown chart below to compare losses from any high point for DALCX and NQVRX.
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Drawdown Indicators
| DALCX | NQVRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.99% | -67.80% | +25.81% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -7.37% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -15.64% | -17.93% | +2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -15.64% | -17.93% | +2.29% |
Max Drawdown (10Y)Largest decline over 10 years | -41.99% | -42.26% | +0.27% |
Current DrawdownCurrent decline from peak | -1.35% | -0.28% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -10.93% | +6.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 1.94% | +0.68% |
Volatility
DALCX vs. NQVRX - Volatility Comparison
Dean Mid Cap Value Fund (DALCX) and Nuveen Multi Cap Value Fund (NQVRX) have volatilities of 3.27% and 3.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DALCX | NQVRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 3.28% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 10.11% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 13.26% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 16.17% | -1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.71% | 18.97% | -1.26% |
DALCX vs. NQVRX - Expense Ratio Comparison
DALCX has a 0.85% expense ratio, which is lower than NQVRX's 1.00% expense ratio.
Dividends
DALCX vs. NQVRX - Dividend Comparison
DALCX's dividend yield for the trailing twelve months is around 5.31%, more than NQVRX's 1.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DALCX Dean Mid Cap Value Fund | 5.31% | 6.17% | 7.23% | 5.42% | 5.38% | 5.42% | 0.88% | 8.28% | 3.50% | 2.61% | 0.43% | 0.14% |
NQVRX Nuveen Multi Cap Value Fund | 1.60% | 1.87% | 1.86% | 1.29% | 1.42% | 1.23% | 3.40% | 1.34% | 0.00% | 1.99% | 1.02% | 1.05% |
Frequently Asked Questions
DALCX and NQVRX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NQVRX has higher volatility (3.28%) compared to DALCX (3.27%). In terms of maximum drawdown, DALCX dropped -41.99% vs NQVRX's -67.80%.
NQVRX currently has the higher Sharpe Ratio (2.09 vs 1.59), 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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