DFDPX vs. DFDSX

Last updated Jun 4, 2026

DFDPX (DF Dent Premier Growth Fund) and DFDSX (DF Dent Small Cap Growth Fund) are both mutual funds - DFDPX is a Large 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, DFDPX returned 12.24%/yr vs 9.05%/yr for DFDSX. Their correlation of 0.87 suggests significant overlap in exposure. DFDPX charges 0.99%/yr vs 1.05%/yr for DFDSX.

Performance

DFDPX vs. DFDSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DF Dent Premier Growth Fund (DFDPX) and DF Dent Small Cap Growth Fund (DFDSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFDPX achieves a -1.06% return, which is significantly lower than DFDSX's -0.71% return. Over the past 10 years, DFDPX has outperformed DFDSX with an annualized return of 12.24%, while DFDSX has yielded a comparatively lower 9.05% annualized return.

DFDPX

• 1D: -1.00%
• 1M: 3.01%
• YTD: -1.06%
• 6M: -2.23%
• 1Y: 3.41%
• 3Y*: 11.01%
• 5Y*: 4.06%
• 10Y*: 12.24%

DFDSX

• 1D: -0.08%
• 1M: 3.50%
• YTD: -0.71%
• 6M: -1.91%
• 1Y: 0.60%
• 3Y*: 6.27%
• 5Y*: 0.24%
• 10Y*: 9.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFDPX vs. DFDSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFDPX DF Dent Premier Growth Fund	-1.06%	6.88%	14.77%	24.60%	-28.05%	17.01%	28.33%	42.94%	1.71%	31.97%
DFDSX DF Dent Small Cap Growth Fund	-0.71%	-3.25%	10.91%	22.27%	-30.31%	14.54%	34.68%	36.34%	-1.61%	15.58%

Correlation

The correlation between DFDPX and DFDSX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Nov 7, 2013	0.87

The correlation between DFDPX and DFDSX has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.

Return for Risk

DFDPX vs. DFDSX — Risk / Return Rank

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

DFDPX

DFDPX Risk / Return Rank: 4
DFDPX Sharpe Ratio Rank: 4
DFDPX Sortino Ratio Rank: 4
DFDPX Omega Ratio Rank: 4
DFDPX Calmar Ratio Rank: 4
DFDPX Martin Ratio Rank: 4

DFDSX

DFDSX Risk / Return Rank: 3
DFDSX Sharpe Ratio Rank: 3
DFDSX Sortino Ratio Rank: 3
DFDSX Omega Ratio Rank: 3
DFDSX Calmar Ratio Rank: 3
DFDSX Martin Ratio Rank: 3

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.

DFDPX vs. DFDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DF Dent Premier Growth Fund (DFDPX) 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.

	DFDPX	DFDSX	Difference
Sharpe ratio Return per unit of total volatility	0.27	0.13	+0.14
Sortino ratio Return per unit of downside risk	0.47	0.33	+0.14
Omega ratio Gain probability vs. loss probability	1.06	1.04	+0.02
Calmar ratio Return relative to maximum drawdown	0.21	0.14	+0.07
Martin ratio Return relative to average drawdown	0.59	0.35	+0.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFDPX vs. DFDSX - Sharpe Ratio Comparison

The current DFDPX Sharpe Ratio is 0.27, which is higher than the DFDSX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of DFDPX and DFDSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DFDPX	DFDSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.27	0.13	+0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.18	0.01	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.42	+0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.40	+0.05

Drawdowns

DFDPX vs. DFDSX - Drawdown Comparison

The maximum DFDPX drawdown since its inception was -58.16%, which is greater than DFDSX's maximum drawdown of -37.88%. Use the drawdown chart below to compare losses from any high point for DFDPX and DFDSX.

Drawdown Indicators

	DFDPX	DFDSX	Difference
Max Drawdown Largest peak-to-trough decline	-58.16%	-37.88%	-20.28%
Max Drawdown (1Y) Largest decline over 1 year	-18.08%	-17.07%	-1.01%
Max Drawdown (3Y) Largest decline over 3 years	-18.28%	-24.53%	+6.25%
Max Drawdown (5Y) Largest decline over 5 years	-35.38%	-37.88%	+2.50%
Max Drawdown (10Y) Largest decline over 10 years	-35.38%	-37.88%	+2.50%
Current Drawdown Current decline from peak	-4.83%	-13.65%	+8.82%
Average Drawdown Average peak-to-trough decline	-8.74%	-10.02%	+1.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.41%	6.89%	-0.48%

Volatility

DFDPX vs. DFDSX - Volatility Comparison

The current volatility for DF Dent Premier Growth Fund (DFDPX) is 3.33%, while DF Dent Small Cap Growth Fund (DFDSX) has a volatility of 4.20%. This indicates that DFDPX experiences smaller price fluctuations and is considered to be less risky than DFDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFDPX	DFDSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.33%	4.20%	-0.87%
Volatility (6M) Calculated over the trailing 6-month period	10.98%	12.70%	-1.72%
Volatility (1Y) Calculated over the trailing 1-year period	13.88%	17.79%	-3.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.19%	22.12%	+0.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.13%	21.69%	-0.56%

DFDPX vs. DFDSX - Expense Ratio Comparison

DFDPX has a 0.99% expense ratio, which is lower than DFDSX's 1.05% expense ratio.

Dividends

DFDPX vs. DFDSX - Dividend Comparison

DFDPX's dividend yield for the trailing twelve months is around 7.44%, while DFDSX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFDPX DF Dent Premier Growth Fund	7.44%	7.36%	14.66%	18.69%	0.00%	7.37%	2.26%	7.21%	9.12%	9.82%	4.48%	13.48%
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

Can I hold both DFDPX and DFDSX in my portfolio?

DFDPX and DFDSX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFDPX or DFDSX?

DFDSX has higher volatility (4.20%) compared to DFDPX (3.33%). In terms of maximum drawdown, DFDPX dropped -58.16% vs DFDSX's -37.88%.

Which has better risk-adjusted returns?

DFDPX currently has the higher Sharpe Ratio (0.27 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.