DASCX vs. IWM
Compare and contrast key facts about Dean Small Cap Value Fund (DASCX) and iShares Russell 2000 ETF (IWM).
DASCX is managed by Dean Fund. It was launched on May 28, 1997. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DASCX or IWM.
Key characteristics
| DASCX | IWM | |
|---|---|---|
| YTD Return | 12.23% | 21.48% |
| 1Y Return | 24.42% | 44.71% |
| 3Y Return (Ann) | 5.27% | 1.69% |
| 5Y Return (Ann) | 9.11% | 10.31% |
| 10Y Return (Ann) | 3.29% | 9.03% |
| Sharpe Ratio | 1.48 | 2.15 |
| Sortino Ratio | 2.36 | 3.03 |
| Omega Ratio | 1.28 | 1.37 |
| Calmar Ratio | 1.77 | 1.64 |
| Martin Ratio | 6.16 | 12.34 |
| Ulcer Index | 4.08% | 3.75% |
| Daily Std Dev | 17.07% | 21.56% |
| Max Drawdown | -75.85% | -59.05% |
| Current Drawdown | -0.14% | 0.00% |
Correlation
The correlation between DASCX and IWM 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.
Performance
DASCX vs. IWM - Performance Comparison
In the year-to-date period, DASCX achieves a 12.23% return, which is significantly lower than IWM's 21.48% return. Over the past 10 years, DASCX has underperformed IWM with an annualized return of 3.29%, while IWM has yielded a comparatively higher 9.03% annualized 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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DASCX vs. IWM - Expense Ratio Comparison
DASCX has a 1.13% expense ratio, which is higher than IWM's 0.19% expense ratio.
Risk-Adjusted Performance
DASCX vs. IWM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dean Small Cap Value Fund (DASCX) and iShares Russell 2000 ETF (IWM). 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
DASCX vs. IWM - Dividend Comparison
DASCX's dividend yield for the trailing twelve months is around 1.56%, more than IWM's 1.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DASCX Dean Small Cap Value Fund | 1.56% | 1.75% | 1.28% | 0.98% | 1.61% | 1.31% | 1.58% | 0.77% | 1.09% | 0.29% | 0.58% | 0.02% |
IWM iShares Russell 2000 ETF | 1.06% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
Drawdowns
DASCX vs. IWM - Drawdown Comparison
The maximum DASCX drawdown since its inception was -75.85%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for DASCX and IWM. For additional features, visit the drawdowns tool.
Volatility
DASCX vs. IWM - Volatility Comparison
Dean Small Cap Value Fund (DASCX) has a higher volatility of 7.61% compared to iShares Russell 2000 ETF (IWM) at 7.06%. This indicates that DASCX's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.