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DEOPX vs. MISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEOPX vs. MISIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davenport Equity Opportunities Fund (DEOPX) and Victory Trivalent International Small-Cap Fund Class I (MISIX). The values are adjusted to include any dividend payments, if applicable.

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DEOPX vs. MISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEOPX
Davenport Equity Opportunities Fund
-3.86%-2.60%9.72%27.73%-23.09%26.32%21.37%39.85%-8.01%20.79%
MISIX
Victory Trivalent International Small-Cap Fund Class I
2.72%42.00%4.70%15.49%-23.13%12.41%15.42%27.88%-20.20%37.14%

Returns By Period

In the year-to-date period, DEOPX achieves a -3.86% return, which is significantly lower than MISIX's 2.72% return. Both investments have delivered pretty close results over the past 10 years, with DEOPX having a 9.41% annualized return and MISIX not far ahead at 9.62%.


DEOPX

1D
2.75%
1M
-6.82%
YTD
-3.86%
6M
-7.14%
1Y
-3.26%
3Y*
7.47%
5Y*
3.57%
10Y*
9.41%

MISIX

1D
3.45%
1M
-9.81%
YTD
2.72%
6M
8.14%
1Y
38.23%
3Y*
18.09%
5Y*
7.46%
10Y*
9.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DEOPX vs. MISIX - Expense Ratio Comparison

DEOPX has a 0.88% expense ratio, which is lower than MISIX's 0.97% expense ratio.


Return for Risk

DEOPX vs. MISIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEOPX
DEOPX Risk / Return Rank: 33
Overall Rank
DEOPX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DEOPX Sortino Ratio Rank: 33
Sortino Ratio Rank
DEOPX Omega Ratio Rank: 33
Omega Ratio Rank
DEOPX Calmar Ratio Rank: 33
Calmar Ratio Rank
DEOPX Martin Ratio Rank: 33
Martin Ratio Rank

MISIX
MISIX Risk / Return Rank: 9393
Overall Rank
MISIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MISIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
MISIX Omega Ratio Rank: 9292
Omega Ratio Rank
MISIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
MISIX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DEOPX vs. MISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davenport Equity Opportunities Fund (DEOPX) and Victory Trivalent International Small-Cap Fund Class I (MISIX). 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.


DEOPXMISIXDifference

Sharpe ratio

Return per unit of total volatility

-0.13

2.29

-2.42

Sortino ratio

Return per unit of downside risk

-0.05

2.93

-2.99

Omega ratio

Gain probability vs. loss probability

0.99

1.45

-0.46

Calmar ratio

Return relative to maximum drawdown

-0.15

2.68

-2.82

Martin ratio

Return relative to average drawdown

-0.35

11.58

-11.93

DEOPX vs. MISIX - Sharpe Ratio Comparison

The current DEOPX Sharpe Ratio is -0.13, which is lower than the MISIX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of DEOPX and MISIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DEOPXMISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

2.29

-2.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.42

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.54

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.32

+0.26

Correlation

The correlation between DEOPX and MISIX is 0.72, 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.


Dividends

DEOPX vs. MISIX - Dividend Comparison

DEOPX's dividend yield for the trailing twelve months is around 3.13%, less than MISIX's 5.89% yield.


TTM20252024202320222021202020192018201720162015
DEOPX
Davenport Equity Opportunities Fund
3.13%3.01%0.09%4.85%8.78%10.45%10.39%4.26%4.11%0.00%1.26%5.20%
MISIX
Victory Trivalent International Small-Cap Fund Class I
5.89%6.05%2.27%1.90%1.12%8.61%0.41%1.99%3.59%1.85%1.56%1.21%

Drawdowns

DEOPX vs. MISIX - Drawdown Comparison

The maximum DEOPX drawdown since its inception was -37.76%, smaller than the maximum MISIX drawdown of -67.61%. Use the drawdown chart below to compare losses from any high point for DEOPX and MISIX.


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Drawdown Indicators


DEOPXMISIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.76%

-67.61%

+29.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.94%

-13.84%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-30.22%

-37.69%

+7.47%

Max Drawdown (10Y)

Largest decline over 10 years

-37.76%

-41.82%

+4.06%

Current Drawdown

Current decline from peak

-13.62%

-10.87%

-2.75%

Average Drawdown

Average peak-to-trough decline

-6.19%

-16.99%

+10.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

3.20%

+2.62%

Volatility

DEOPX vs. MISIX - Volatility Comparison

The current volatility for Davenport Equity Opportunities Fund (DEOPX) is 5.60%, while Victory Trivalent International Small-Cap Fund Class I (MISIX) has a volatility of 7.91%. This indicates that DEOPX experiences smaller price fluctuations and is considered to be less risky than MISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEOPXMISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

7.91%

-2.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.45%

11.79%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

19.67%

16.91%

+2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.93%

17.75%

+1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.28%

17.82%

+1.46%