DASCX vs. AVUVX
DASCX (Dean Small Cap Value Fund) and AVUVX (Avantis U.S. Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past 5 years, DASCX returned 8.39%/yr vs 13.35%/yr for AVUVX. Their correlation of 0.90 means they have usually moved in the same direction. DASCX charges 1.13%/yr vs 0.25%/yr for AVUVX.
Performance
DASCX vs. AVUVX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DASCX having a 23.05% return and AVUVX slightly higher at 23.69%.
DASCX
- 1D
- -0.80%
- 1M
- 0.64%
- 6M
- 12.03%
- YTD
- 23.05%
- 1Y
- 36.75%
- 3Y*
- 10.22%
- 5Y*
- 8.39%
- 10Y*
- 8.60%
- ALL TIME*
- 8.76%
AVUVX
- 1D
- 0.05%
- 1M
- 1.47%
- 6M
- 15.69%
- YTD
- 23.69%
- 1Y
- 41.47%
- 3Y*
- 16.43%
- 5Y*
- 13.35%
- 10Y*
- —
- ALL TIME*
- 16.72%
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 |
DASCX vs. AVUVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DASCX Dean Small Cap Value Fund | 23.05% | 5.00% | 3.71% | 2.76% | 1.76% | 31.48% | -1.73% | 5.75% |
AVUVX Avantis U.S. Small Cap Value Fund | 23.69% | 8.88% | 8.83% | 22.96% | -4.74% | 40.31% | 10.64% | 4.95% |
Correlation
The correlation between DASCX and AVUVX is 0.89, 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. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2019 | 0.90 |
The correlation between DASCX and AVUVX has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.
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Return for Risk
DASCX vs. AVUVX — Risk / Return Rank
DASCX
AVUVX
DASCX vs. AVUVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dean Small Cap Value Fund (DASCX) and Avantis U.S. Small Cap Value Fund (AVUVX). 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.
| DASCX | AVUVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 4.48 | -2.01 |
| Martin ratioReturn relative to average drawdown | 8.45 | 14.39 | -5.94 |
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Drawdowns
DASCX vs. AVUVX - Drawdown Comparison
The maximum DASCX drawdown since its inception was -58.74%, which is greater than AVUVX's maximum drawdown of -50.24%. Use the drawdown chart below to compare losses from any high point for DASCX and AVUVX.
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Drawdown Indicators
| DASCX | AVUVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.74% | -50.24% | -8.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -8.25% | -4.86% |
Max Drawdown (3Y)Largest decline over 3 years | -24.79% | -28.81% | +4.02% |
Max Drawdown (5Y)Largest decline over 5 years | -24.79% | -28.81% | +4.02% |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | — | — |
Current DrawdownCurrent decline from peak | -1.38% | -0.74% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -7.57% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 2.58% | +1.27% |
Volatility
DASCX vs. AVUVX - Volatility Comparison
Dean Small Cap Value Fund (DASCX) has a higher volatility of 4.00% compared to Avantis U.S. Small Cap Value Fund (AVUVX) at 2.83%. This indicates that DASCX's price experiences larger fluctuations and is considered to be riskier than AVUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DASCX | AVUVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 2.83% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.81% | 10.89% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 17.08% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.31% | 22.41% | -5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.75% | 28.51% | -7.76% |
DASCX vs. AVUVX - Expense Ratio Comparison
DASCX has a 1.13% expense ratio, which is higher than AVUVX's 0.25% expense ratio.
Dividends
DASCX vs. AVUVX - Dividend Comparison
DASCX's dividend yield for the trailing twelve months is around 1.62%, less than AVUVX's 5.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUVX Avantis U.S. Small Cap Value Fund | 5.74% | 7.09% | 4.11% | 1.57% | 8.07% | 5.83% | 0.73% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% |
DASCX Dean Small Cap Value Fund | 1.62% | 1.99% | 3.82% | 1.75% | 1.28% | 0.98% | 1.61% | 4.03% | 3.22% | 18.27% | 3.96% | 6.68% |
Frequently Asked Questions
DASCX and AVUVX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DASCX has higher volatility (4.00%) compared to AVUVX (2.83%). In terms of maximum drawdown, DASCX dropped -58.74% vs AVUVX's -50.24%.
AVUVX currently has the higher Sharpe Ratio (2.17 vs 1.83), 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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