DCCIX vs. GTSAX
Compare and contrast key facts about Delaware Small Cap Core Fund (DCCIX) and Invesco Small Cap Growth Fund (GTSAX).
DCCIX is managed by Delaware Funds. It was launched on Dec 29, 1998. GTSAX is managed by Invesco. It was launched on Oct 18, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DCCIX or GTSAX.
Key characteristics
| DCCIX | GTSAX | |
|---|---|---|
| YTD Return | 17.01% | 23.61% |
| 1Y Return | 33.71% | 43.46% |
| 3Y Return (Ann) | -1.72% | -17.66% |
| 5Y Return (Ann) | 7.31% | -3.22% |
| 10Y Return (Ann) | 4.84% | -2.90% |
| Sharpe Ratio | 1.67 | 2.31 |
| Sortino Ratio | 2.44 | 3.11 |
| Omega Ratio | 1.30 | 1.39 |
| Calmar Ratio | 1.15 | 0.72 |
| Martin Ratio | 9.40 | 13.33 |
| Ulcer Index | 3.61% | 3.33% |
| Daily Std Dev | 20.29% | 19.21% |
| Max Drawdown | -61.10% | -72.17% |
| Current Drawdown | -5.68% | -44.90% |
Correlation
The correlation between DCCIX and GTSAX is 0.92, 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
DCCIX vs. GTSAX - Performance Comparison
In the year-to-date period, DCCIX achieves a 17.01% return, which is significantly lower than GTSAX's 23.61% return. Over the past 10 years, DCCIX has outperformed GTSAX with an annualized return of 4.84%, while GTSAX has yielded a comparatively lower -2.90% 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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DCCIX vs. GTSAX - Expense Ratio Comparison
DCCIX has a 0.81% expense ratio, which is lower than GTSAX's 1.14% expense ratio.
Risk-Adjusted Performance
DCCIX vs. GTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Small Cap Core Fund (DCCIX) and Invesco Small Cap Growth Fund (GTSAX). 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
DCCIX vs. GTSAX - Dividend Comparison
DCCIX's dividend yield for the trailing twelve months is around 0.50%, while GTSAX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCCIX Delaware Small Cap Core Fund | 0.50% | 0.58% | 0.50% | 0.20% | 0.20% | 0.41% | 0.47% | 0.10% | 0.07% | 0.00% | 0.00% | 0.00% |
GTSAX Invesco Small Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.05% |
Drawdowns
DCCIX vs. GTSAX - Drawdown Comparison
The maximum DCCIX drawdown since its inception was -61.10%, smaller than the maximum GTSAX drawdown of -72.17%. Use the drawdown chart below to compare losses from any high point for DCCIX and GTSAX. For additional features, visit the drawdowns tool.
Volatility
DCCIX vs. GTSAX - Volatility Comparison
Delaware Small Cap Core Fund (DCCIX) has a higher volatility of 6.93% compared to Invesco Small Cap Growth Fund (GTSAX) at 5.84%. This indicates that DCCIX's price experiences larger fluctuations and is considered to be riskier than GTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.