DEVLX vs. TCMSX
Compare and contrast key facts about Delaware Small Cap Value Fund (DEVLX) and Voya Small Cap Growth Fund (TCMSX).
DEVLX is managed by Delaware Funds. It was launched on Jun 24, 1987. TCMSX is managed by TCM Funds. It was launched on Oct 1, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEVLX or TCMSX.
Key characteristics
| DEVLX | TCMSX | |
|---|---|---|
| YTD Return | 18.42% | 27.36% |
| 1Y Return | 24.51% | 41.38% |
| 3Y Return (Ann) | -0.21% | -2.73% |
| 5Y Return (Ann) | 5.76% | 7.17% |
| 10Y Return (Ann) | 4.28% | 3.53% |
| Sharpe Ratio | 1.50 | 2.39 |
| Sortino Ratio | 2.15 | 3.23 |
| Omega Ratio | 1.28 | 1.40 |
| Calmar Ratio | 1.41 | 1.34 |
| Martin Ratio | 7.30 | 14.09 |
| Ulcer Index | 4.13% | 3.40% |
| Daily Std Dev | 20.03% | 20.10% |
| Max Drawdown | -63.90% | -60.13% |
| Current Drawdown | -1.75% | -8.30% |
Correlation
The correlation between DEVLX and TCMSX is 0.88, 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
DEVLX vs. TCMSX - Performance Comparison
In the year-to-date period, DEVLX achieves a 18.42% return, which is significantly lower than TCMSX's 27.36% return. Over the past 10 years, DEVLX has outperformed TCMSX with an annualized return of 4.28%, while TCMSX has yielded a comparatively lower 3.53% 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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DEVLX vs. TCMSX - Expense Ratio Comparison
DEVLX has a 1.11% expense ratio, which is higher than TCMSX's 0.93% expense ratio.
Risk-Adjusted Performance
DEVLX vs. TCMSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Small Cap Value Fund (DEVLX) and Voya Small Cap Growth Fund (TCMSX). 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
DEVLX vs. TCMSX - Dividend Comparison
DEVLX's dividend yield for the trailing twelve months is around 2.37%, while TCMSX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEVLX Delaware Small Cap Value Fund | 2.37% | 2.81% | 0.77% | 0.37% | 0.68% | 0.95% | 0.84% | 0.40% | 0.52% | 0.71% | 0.34% | 0.10% |
TCMSX Voya 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% | 0.00% |
Drawdowns
DEVLX vs. TCMSX - Drawdown Comparison
The maximum DEVLX drawdown since its inception was -63.90%, which is greater than TCMSX's maximum drawdown of -60.13%. Use the drawdown chart below to compare losses from any high point for DEVLX and TCMSX. For additional features, visit the drawdowns tool.
Volatility
DEVLX vs. TCMSX - Volatility Comparison
Delaware Small Cap Value Fund (DEVLX) has a higher volatility of 7.76% compared to Voya Small Cap Growth Fund (TCMSX) at 6.51%. This indicates that DEVLX's price experiences larger fluctuations and is considered to be riskier than TCMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.