DBALX vs. DSCPX
DBALX (Davenport Balanced Income Fund) and DSCPX (Davenport Small Cap Focus Fund) are both mutual funds - DBALX is a Diversified Portfolio fund managed by Davenport, while DSCPX is a Small Cap Blend Equities fund managed by Davenport. Over the past 10 years, DBALX returned 5.70%/yr vs 9.29%/yr for DSCPX. Their correlation of 0.81 means they have usually moved in the same direction. DBALX charges 0.93%/yr vs 0.89%/yr for DSCPX.
Performance
DBALX vs. DSCPX - Performance Comparison
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Returns By Period
In the year-to-date period, DBALX achieves a 4.91% return, which is significantly lower than DSCPX's 7.33% return. Over the past 10 years, DBALX has underperformed DSCPX with an annualized return of 5.70%, while DSCPX has yielded a comparatively higher 9.29% annualized return.
DBALX
- 1D
- -0.64%
- 1M
- 0.29%
- 6M
- 2.49%
- YTD
- 4.91%
- 1Y
- 9.78%
- 3Y*
- 8.23%
- 5Y*
- 4.53%
- 10Y*
- 5.70%
- ALL TIME*
- 6.14%
DSCPX
- 1D
- -0.06%
- 1M
- -3.60%
- 6M
- 7.20%
- YTD
- 7.33%
- 1Y
- 2.94%
- 3Y*
- 1.75%
- 5Y*
- 2.98%
- 10Y*
- 9.29%
- ALL TIME*
- 8.62%
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 |
DBALX vs. DSCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBALX Davenport Balanced Income Fund | 4.91% | 9.88% | 7.98% | 7.81% | -11.01% | 14.19% | 3.54% | 18.55% | -8.16% | 11.11% |
DSCPX Davenport Small Cap Focus Fund | 7.33% | -7.26% | 1.25% | 22.31% | -15.48% | 20.26% | 25.81% | 40.88% | -15.51% | 19.88% |
Correlation
The correlation between DBALX and DSCPX is 0.70, 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. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.81 |
The correlation between DBALX and DSCPX shifts across timeframes, from 0.70 (1 year) to 0.81 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DBALX vs. DSCPX — Risk / Return Rank
DBALX
DSCPX
DBALX vs. DSCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davenport Balanced Income Fund (DBALX) and Davenport Small Cap Focus Fund (DSCPX). 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.
| DBALX | DSCPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.02 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 0.06 | +1.61 |
| Martin ratioReturn relative to average drawdown | 5.76 | 0.14 | +5.62 |
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Drawdowns
DBALX vs. DSCPX - Drawdown Comparison
The maximum DBALX drawdown since its inception was -27.89%, smaller than the maximum DSCPX drawdown of -41.99%. Use the drawdown chart below to compare losses from any high point for DBALX and DSCPX.
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Drawdown Indicators
| DBALX | DSCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.89% | -41.99% | +14.10% |
Max Drawdown (1Y)Largest decline over 1 year | -5.15% | -13.70% | +8.55% |
Max Drawdown (3Y)Largest decline over 3 years | -7.58% | -25.62% | +18.04% |
Max Drawdown (5Y)Largest decline over 5 years | -15.41% | -25.62% | +10.21% |
Max Drawdown (10Y)Largest decline over 10 years | -27.89% | -41.99% | +14.10% |
Current DrawdownCurrent decline from peak | -1.07% | -7.90% | +6.83% |
Average DrawdownAverage peak-to-trough decline | -3.60% | -7.21% | +3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 5.66% | -4.17% |
Volatility
DBALX vs. DSCPX - Volatility Comparison
The current volatility for Davenport Balanced Income Fund (DBALX) is 2.05%, while Davenport Small Cap Focus Fund (DSCPX) has a volatility of 4.08%. This indicates that DBALX experiences smaller price fluctuations and is considered to be less risky than DSCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBALX | DSCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 4.08% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 5.05% | 11.67% | -6.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.55% | 16.94% | -10.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.54% | 19.74% | -11.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.94% | 20.33% | -10.39% |
DBALX vs. DSCPX - Expense Ratio Comparison
DBALX has a 0.93% expense ratio, which is higher than DSCPX's 0.89% expense ratio.
Dividends
DBALX vs. DSCPX - Dividend Comparison
DBALX's dividend yield for the trailing twelve months is around 5.30%, more than DSCPX's 3.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DBALX Davenport Balanced Income Fund | 5.30% | 5.28% | 3.73% | 2.19% | 4.24% | 1.59% | 2.00% | 2.73% | 2.03% | 2.37% | 1.04% |
DSCPX Davenport Small Cap Focus Fund | 3.66% | 0.46% | 0.79% | 4.60% | 6.45% | 14.92% | 5.95% | 2.07% | 1.04% | 2.66% | 0.00% |
Frequently Asked Questions
DBALX and DSCPX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSCPX has higher volatility (4.08%) compared to DBALX (2.05%). In terms of maximum drawdown, DBALX dropped -27.89% vs DSCPX's -41.99%.
DBALX currently has the higher Sharpe Ratio (1.32 vs 0.05), 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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