DEOPX vs. BIGTX
DEOPX (Davenport Equity Opportunities Fund) and BIGTX (The Texas Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, DEOPX returned 9.98%/yr vs 9.98%/yr for BIGTX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. DEOPX charges 0.88%/yr vs 1.67%/yr for BIGTX.
Performance
DEOPX vs. BIGTX - Performance Comparison
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Returns By Period
In the year-to-date period, DEOPX achieves a 4.29% return, which is significantly lower than BIGTX's 17.83% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: DEOPX at 9.98% and BIGTX at 9.98%.
DEOPX
- 1D
- -1.56%
- 1M
- -2.48%
- 6M
- 4.11%
- YTD
- 4.29%
- 1Y
- 0.94%
- 3Y*
- 6.12%
- 5Y*
- 3.64%
- 10Y*
- 9.98%
- ALL TIME*
- 10.95%
BIGTX
- 1D
- 2.35%
- 1M
- -1.53%
- 6M
- 9.80%
- YTD
- 17.83%
- 1Y
- 22.58%
- 3Y*
- 14.23%
- 5Y*
- 9.15%
- 10Y*
- 9.98%
- ALL TIME*
- 6.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BIGTX The Texas Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
DEOPX vs. BIGTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEOPX Davenport Equity Opportunities Fund | 4.29% | -2.60% | 9.72% | 27.73% | -23.09% | 26.32% | 21.37% | 39.85% | -8.01% | 20.79% |
BIGTX The Texas Fund | 17.83% | 5.98% | 15.76% | 11.32% | -6.93% | 23.90% | 13.11% | 9.61% | -11.44% | 11.58% |
Correlation
The correlation between DEOPX and BIGTX is 0.52, 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. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.76 |
Over the past year, the correlation between DEOPX and BIGTX has dropped to 0.52 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.
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Return for Risk
DEOPX vs. BIGTX — Risk / Return Rank
DEOPX
BIGTX
DEOPX vs. BIGTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davenport Equity Opportunities Fund (DEOPX) and The Texas Fund (BIGTX). 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.
| DEOPX | BIGTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.22 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 2.13 | -2.28 |
| Martin ratioReturn relative to average drawdown | -0.33 | 6.69 | -7.03 |
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Drawdowns
DEOPX vs. BIGTX - Drawdown Comparison
The maximum DEOPX drawdown since its inception was -37.76%, smaller than the maximum BIGTX drawdown of -77.89%. Use the drawdown chart below to compare losses from any high point for DEOPX and BIGTX.
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Drawdown Indicators
| DEOPX | BIGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.76% | -77.89% | +40.13% |
Max Drawdown (1Y)Largest decline over 1 year | -13.13% | -8.92% | -4.21% |
Max Drawdown (3Y)Largest decline over 3 years | -20.22% | -77.89% | +57.67% |
Max Drawdown (5Y)Largest decline over 5 years | -30.22% | -77.89% | +47.67% |
Max Drawdown (10Y)Largest decline over 10 years | -37.76% | -77.89% | +40.13% |
Current DrawdownCurrent decline from peak | -6.30% | -67.25% | +60.95% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -17.78% | +11.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 2.85% | +2.99% |
Volatility
DEOPX vs. BIGTX - Volatility Comparison
The current volatility for Davenport Equity Opportunities Fund (DEOPX) is 4.11%, while The Texas Fund (BIGTX) has a volatility of 4.80%. This indicates that DEOPX experiences smaller price fluctuations and is considered to be less risky than BIGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEOPX | BIGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 4.80% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 11.16% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 14.95% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.01% | 126.71% | -107.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.27% | 90.64% | -71.37% |
DEOPX vs. BIGTX - Expense Ratio Comparison
DEOPX has a 0.88% expense ratio, which is lower than BIGTX's 1.67% expense ratio.
Dividends
DEOPX vs. BIGTX - Dividend Comparison
DEOPX's dividend yield for the trailing twelve months is around 3.37%, less than BIGTX's 6.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGTX The Texas Fund | 6.29% | 7.38% | 3.52% | 2.51% | 3.06% | 5.27% | 0.07% | 0.08% | 2.27% | 0.00% | 0.00% | 0.00% |
DEOPX Davenport Equity Opportunities Fund | 3.37% | 3.01% | 0.09% | 4.85% | 8.78% | 10.45% | 10.39% | 4.26% | 4.11% | 0.00% | 1.26% | 5.20% |
Frequently Asked Questions
DEOPX and BIGTX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIGTX has higher volatility (4.80%) compared to DEOPX (4.11%). In terms of maximum drawdown, DEOPX dropped -37.76% vs BIGTX's -77.89%.
BIGTX currently has the higher Sharpe Ratio (1.27 vs -0.13), 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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