DFDMX vs. DFDSX
DFDMX (DF Dent Midcap Growth Fund) and DFDSX (DF Dent Small Cap Growth Fund) are both mutual funds - DFDMX is a Mid Cap Growth Equities fund managed by DF Dent Funds, while DFDSX is a Small Cap Growth Equities fund managed by DF Dent Funds. Over the past 10 years, DFDMX returned 9.19%/yr vs 8.90%/yr for DFDSX. Their correlation of 0.92 means they have usually moved in the same direction. DFDMX charges 0.85%/yr vs 1.05%/yr for DFDSX.
Performance
DFDMX vs. DFDSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DFDMX achieves a -4.46% return, which is significantly lower than DFDSX's 3.78% return. Both investments have delivered pretty close results over the past 10 years, with DFDMX having a 9.19% annualized return and DFDSX not far behind at 8.90%.
DFDMX
- 1D
- -1.94%
- 1M
- -0.03%
- 6M
- -3.58%
- YTD
- -4.46%
- 1Y
- -10.31%
- 3Y*
- 3.74%
- 5Y*
- -1.64%
- 10Y*
- 9.19%
- ALL TIME*
- 10.08%
DFDSX
- 1D
- 0.73%
- 1M
- -1.63%
- 6M
- 4.97%
- YTD
- 3.78%
- 1Y
- 2.32%
- 3Y*
- 4.81%
- 5Y*
- -0.16%
- 10Y*
- 8.90%
- ALL TIME*
- 8.48%
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 |
DFDMX vs. DFDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFDMX DF Dent Midcap Growth Fund | -4.46% | 0.49% | 11.15% | 22.91% | -30.52% | 12.26% | 30.43% | 40.14% | -0.24% | 31.22% |
DFDSX DF Dent Small Cap Growth Fund | 3.78% | -3.25% | 10.91% | 22.27% | -30.31% | 14.54% | 34.68% | 36.34% | -1.61% | 15.58% |
Correlation
The correlation between DFDMX and DFDSX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2013 | 0.92 |
The correlation between DFDMX and DFDSX has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DFDMX vs. DFDSX — Risk / Return Rank
DFDMX
DFDSX
DFDMX vs. DFDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DF Dent Midcap Growth Fund (DFDMX) and DF Dent Small Cap Growth Fund (DFDSX). 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.
| DFDMX | DFDSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.01 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | -0.05 | -0.44 |
| Martin ratioReturn relative to average drawdown | -0.90 | -0.12 | -0.78 |
Loading charts...
Drawdowns
DFDMX vs. DFDSX - Drawdown Comparison
The maximum DFDMX drawdown since its inception was -40.46%, which is greater than DFDSX's maximum drawdown of -37.88%. Use the drawdown chart below to compare losses from any high point for DFDMX and DFDSX.
Loading charts...
Drawdown Indicators
| DFDMX | DFDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.46% | -37.88% | -2.58% |
Max Drawdown (1Y)Largest decline over 1 year | -22.32% | -17.07% | -5.25% |
Max Drawdown (3Y)Largest decline over 3 years | -22.32% | -24.53% | +2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -40.46% | -37.88% | -2.58% |
Max Drawdown (10Y)Largest decline over 10 years | -40.46% | -37.88% | -2.58% |
Current DrawdownCurrent decline from peak | -13.03% | -9.74% | -3.29% |
Average DrawdownAverage peak-to-trough decline | -8.14% | -10.03% | +1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.09% | 7.20% | +4.89% |
Volatility
DFDMX vs. DFDSX - Volatility Comparison
DF Dent Midcap Growth Fund (DFDMX) has a higher volatility of 6.24% compared to DF Dent Small Cap Growth Fund (DFDSX) at 4.30%. This indicates that DFDMX's price experiences larger fluctuations and is considered to be riskier than DFDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DFDMX | DFDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 4.30% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 13.69% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.99% | 18.47% | -1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.02% | 22.29% | -1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.46% | 21.71% | -1.25% |
DFDMX vs. DFDSX - Expense Ratio Comparison
DFDMX has a 0.85% expense ratio, which is lower than DFDSX's 1.05% expense ratio.
Dividends
DFDMX vs. DFDSX - Dividend Comparison
Neither DFDMX nor DFDSX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFDMX DF Dent Midcap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.79% | 0.30% | 0.87% | 3.52% | 0.30% | 0.09% | 3.21% |
DFDSX DF Dent Small Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.29% | 2.06% | 1.46% | 7.54% | 0.00% | 0.00% | 0.99% |
Frequently Asked Questions
DFDMX and DFDSX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFDMX has higher volatility (6.24%) compared to DFDSX (4.30%). In terms of maximum drawdown, DFDMX dropped -40.46% vs DFDSX's -37.88%.
DFDSX currently has the higher Sharpe Ratio (-0.05 vs -0.64), 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.
Find the right allocation for DFDMX and DFDSX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer