DASCX vs. IWM
DASCX (Dean Small Cap Value Fund) and IWM (iShares Russell 2000 ETF) are both funds - DASCX is a Small Cap Value Equities fund managed by Dean Fund, while IWM is a Small Cap Blend Equities fund tracking the Russell 2000 Index. Over the past 10 years, DASCX returned 8.60%/yr vs 10.70%/yr for IWM. Their correlation of 0.90 means they have usually moved in the same direction. DASCX charges 1.13%/yr vs 0.19%/yr for IWM.
Performance
DASCX vs. IWM - Performance Comparison
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Returns By Period
In the year-to-date period, DASCX achieves a 23.05% return, which is significantly higher than IWM's 18.79% return. Over the past 10 years, DASCX has underperformed IWM with an annualized return of 8.60%, while IWM has yielded a comparatively higher 10.70% annualized return.
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%
IWM
- 1D
- -0.48%
- 1M
- -2.14%
- 6M
- 12.62%
- YTD
- 18.79%
- 1Y
- 36.90%
- 3Y*
- 15.11%
- 5Y*
- 6.99%
- 10Y*
- 10.70%
- ALL TIME*
- 8.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $6.67B | $6.32B | $7.45B |
DASCX vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DASCX Dean Small Cap Value Fund | 23.05% | 5.00% | 3.71% | 2.76% | 1.76% | 31.48% | -1.73% | 20.98% | -13.07% | 3.72% |
IWM iShares Russell 2000 ETF | 18.79% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Correlation
The correlation between DASCX and IWM is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.90 |
The correlation between DASCX and IWM shifts across timeframes, from 0.75 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DASCX vs. IWM — Risk / Return Rank
DASCX
IWM
DASCX vs. IWM - Risk-Adjusted Trends 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.
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 | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.30 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 3.11 | -0.63 |
| Martin ratioReturn relative to average drawdown | 8.45 | 11.02 | -2.57 |
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Drawdowns
DASCX vs. IWM - Drawdown Comparison
The maximum DASCX drawdown since its inception was -58.74%, roughly equal to the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for DASCX and IWM.
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Drawdown Indicators
| DASCX | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.74% | -59.05% | +0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -11.03% | -2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -24.79% | -27.50% | +2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -24.79% | -31.91% | +7.12% |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | -41.13% | -5.15% |
Current DrawdownCurrent decline from peak | -1.38% | -3.08% | +1.70% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -10.71% | +3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 3.11% | +0.74% |
Volatility
DASCX vs. IWM - Volatility Comparison
Dean Small Cap Value Fund (DASCX) and iShares Russell 2000 ETF (IWM) have volatilities of 4.00% and 3.82%, 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
| DASCX | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 3.82% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.81% | 14.12% | -2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 19.41% | -1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.31% | 22.48% | -5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.75% | 23.01% | -2.26% |
DASCX vs. IWM - Expense Ratio Comparison
DASCX has a 1.13% expense ratio, which is higher than IWM's 0.19% expense ratio.
Dividends
DASCX vs. IWM - Dividend Comparison
DASCX's dividend yield for the trailing twelve months is around 1.62%, more than IWM's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IWM iShares Russell 2000 ETF | 0.91% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Frequently Asked Questions
DASCX and IWM have a correlation of 0.75, 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 IWM (3.82%). In terms of maximum drawdown, DASCX dropped -58.74% vs IWM's -59.05%.
DASCX currently has the higher Sharpe Ratio (1.83 vs 1.77), 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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