DFDPX vs. IOLZX
DFDPX (DF Dent Premier Growth Fund) and IOLZX (ICON Equity Fund) are both Large Cap Growth Equities funds. Over the past 10 years, DFDPX returned 12.00%/yr vs 14.43%/yr for IOLZX. Their correlation of 0.82 means they have usually moved in the same direction. DFDPX charges 0.99%/yr vs 1.04%/yr for IOLZX.
Performance
DFDPX vs. IOLZX - Performance Comparison
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Returns By Period
In the year-to-date period, DFDPX achieves a -1.24% return, which is significantly lower than IOLZX's 28.40% return. Over the past 10 years, DFDPX has underperformed IOLZX with an annualized return of 12.00%, while IOLZX has yielded a comparatively higher 14.43% annualized return.
DFDPX
- 1D
- 1.08%
- 1M
- -0.73%
- 6M
- 0.63%
- YTD
- -1.24%
- 1Y
- -1.04%
- 3Y*
- 8.62%
- 5Y*
- 2.00%
- 10Y*
- 12.00%
- ALL TIME*
- 9.42%
IOLZX
- 1D
- 2.38%
- 1M
- 1.29%
- 6M
- 21.25%
- YTD
- 28.40%
- 1Y
- 43.63%
- 3Y*
- 20.92%
- 5Y*
- 10.81%
- 10Y*
- 14.43%
- ALL TIME*
- 8.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
IOLZX ICON Equity Fund | $0.00 | $0.00 | $0.00 |
DFDPX vs. IOLZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFDPX DF Dent Premier Growth Fund | -1.24% | 6.88% | 14.77% | 24.60% | -28.05% | 17.01% | 28.33% | 42.94% | 1.71% | 31.97% |
IOLZX ICON Equity Fund | 28.40% | 15.81% | 16.87% | 12.13% | -17.78% | 26.72% | 16.00% | 38.22% | -16.69% | 26.78% |
Correlation
The correlation between DFDPX and IOLZX is 0.58, 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. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2004 | 0.82 |
Over the past year, the correlation between DFDPX and IOLZX has dropped to 0.58 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
DFDPX vs. IOLZX — Risk / Return Rank
DFDPX
IOLZX
DFDPX vs. IOLZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DF Dent Premier Growth Fund (DFDPX) and ICON Equity Fund (IOLZX). 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.
| DFDPX | IOLZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.90 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.33 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 2.74 | -2.90 |
| Martin ratioReturn relative to average drawdown | -0.40 | 9.60 | -10.01 |
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Drawdowns
DFDPX vs. IOLZX - Drawdown Comparison
The maximum DFDPX drawdown since its inception was -58.16%, roughly equal to the maximum IOLZX drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for DFDPX and IOLZX.
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Drawdown Indicators
| DFDPX | IOLZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.16% | -56.03% | -2.13% |
Max Drawdown (1Y)Largest decline over 1 year | -18.08% | -14.35% | -3.73% |
Max Drawdown (3Y)Largest decline over 3 years | -18.28% | -24.71% | +6.43% |
Max Drawdown (5Y)Largest decline over 5 years | -35.38% | -27.77% | -7.61% |
Max Drawdown (10Y)Largest decline over 10 years | -35.38% | -41.04% | +5.66% |
Current DrawdownCurrent decline from peak | -5.02% | -1.89% | -3.13% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -12.56% | +3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.89% | 4.10% | +2.79% |
Volatility
DFDPX vs. IOLZX - Volatility Comparison
The current volatility for DF Dent Premier Growth Fund (DFDPX) is 4.37%, while ICON Equity Fund (IOLZX) has a volatility of 5.99%. This indicates that DFDPX experiences smaller price fluctuations and is considered to be less risky than IOLZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFDPX | IOLZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 5.99% | -1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 12.04% | 16.34% | -4.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 20.18% | -5.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.31% | 21.55% | +0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.12% | 22.33% | -1.21% |
DFDPX vs. IOLZX - Expense Ratio Comparison
DFDPX has a 0.99% expense ratio, which is lower than IOLZX's 1.04% expense ratio.
Dividends
DFDPX vs. IOLZX - Dividend Comparison
DFDPX's dividend yield for the trailing twelve months is around 7.45%, less than IOLZX's 8.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFDPX DF Dent Premier Growth Fund | 7.45% | 7.36% | 14.66% | 18.69% | 0.00% | 7.37% | 2.26% | 7.21% | 9.12% | 9.82% | 4.48% | 13.48% |
IOLZX ICON Equity Fund | 8.32% | 10.69% | 22.21% | 4.75% | 18.57% | 14.12% | 0.00% | 3.46% | 1.60% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DFDPX and IOLZX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IOLZX has higher volatility (5.99%) compared to DFDPX (4.37%). In terms of maximum drawdown, DFDPX dropped -58.16% vs IOLZX's -56.03%.
IOLZX currently has the higher Sharpe Ratio (1.95 vs -0.19), 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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