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DFDSX vs. DFDPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFDSX vs. DFDPX - Performance Comparison

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

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DFDSX vs. DFDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFDSX
DF Dent Small Cap Growth Fund
-8.32%-3.25%10.91%22.27%-30.31%14.54%34.68%36.34%-1.61%15.58%
DFDPX
DF Dent Premier Growth Fund
-12.01%6.88%14.77%24.60%-28.05%17.01%28.33%42.94%1.71%31.97%

Returns By Period

In the year-to-date period, DFDSX achieves a -8.32% return, which is significantly higher than DFDPX's -12.01% return. Over the past 10 years, DFDSX has underperformed DFDPX with an annualized return of 8.89%, while DFDPX has yielded a comparatively higher 11.24% annualized return.


DFDSX

1D
3.46%
1M
-7.31%
YTD
-8.32%
6M
-8.05%
1Y
-4.80%
3Y*
3.45%
5Y*
-1.28%
10Y*
8.89%

DFDPX

1D
2.94%
1M
-6.23%
YTD
-12.01%
6M
-13.19%
1Y
-3.17%
3Y*
7.69%
5Y*
2.31%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFDSX vs. DFDPX - Expense Ratio Comparison

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


Return for Risk

DFDSX vs. DFDPX — Risk / Return Rank

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

DFDSX
DFDSX Risk / Return Rank: 22
Overall Rank
DFDSX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DFDSX Sortino Ratio Rank: 33
Sortino Ratio Rank
DFDSX Omega Ratio Rank: 33
Omega Ratio Rank
DFDSX Calmar Ratio Rank: 22
Calmar Ratio Rank
DFDSX Martin Ratio Rank: 22
Martin Ratio Rank

DFDPX
DFDPX Risk / Return Rank: 33
Overall Rank
DFDPX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DFDPX Sortino Ratio Rank: 33
Sortino Ratio Rank
DFDPX Omega Ratio Rank: 33
Omega Ratio Rank
DFDPX Calmar Ratio Rank: 44
Calmar Ratio Rank
DFDPX Martin Ratio Rank: 33
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.

DFDSX vs. DFDPX - Risk-Adjusted Trends Comparison

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


DFDSXDFDPXDifference

Sharpe ratio

Return per unit of total volatility

-0.19

-0.15

-0.03

Sortino ratio

Return per unit of downside risk

-0.12

-0.09

-0.03

Omega ratio

Gain probability vs. loss probability

0.99

0.99

0.00

Calmar ratio

Return relative to maximum drawdown

-0.25

-0.14

-0.11

Martin ratio

Return relative to average drawdown

-0.72

-0.44

-0.28

DFDSX vs. DFDPX - Sharpe Ratio Comparison

The current DFDSX Sharpe Ratio is -0.19, which is comparable to the DFDPX Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of DFDSX and DFDPX, 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


DFDSXDFDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

-0.15

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.10

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.53

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.43

-0.06

Correlation

The correlation between DFDSX and DFDPX 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.


Dividends

DFDSX vs. DFDPX - Dividend Comparison

DFDSX has not paid dividends to shareholders, while DFDPX's dividend yield for the trailing twelve months is around 8.36%.


TTM20252024202320222021202020192018201720162015
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%
DFDPX
DF Dent Premier Growth Fund
8.36%7.36%14.66%18.69%0.00%7.37%2.26%7.21%9.12%9.82%4.48%13.48%

Drawdowns

DFDSX vs. DFDPX - Drawdown Comparison

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


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Drawdown Indicators


DFDSXDFDPXDifference

Max Drawdown

Largest peak-to-trough decline

-37.88%

-58.16%

+20.28%

Max Drawdown (1Y)

Largest decline over 1 year

-17.07%

-18.08%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-37.88%

-35.38%

-2.50%

Max Drawdown (10Y)

Largest decline over 10 years

-37.88%

-35.38%

-2.50%

Current Drawdown

Current decline from peak

-20.27%

-15.37%

-4.90%

Average Drawdown

Average peak-to-trough decline

-9.93%

-8.74%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.92%

5.52%

+0.40%

Volatility

DFDSX vs. DFDPX - Volatility Comparison

DF Dent Small Cap Growth Fund (DFDSX) has a higher volatility of 6.28% compared to DF Dent Premier Growth Fund (DFDPX) at 5.51%. This indicates that DFDSX's price experiences larger fluctuations and is considered to be riskier than DFDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFDSXDFDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

5.51%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

10.76%

+2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

22.04%

19.05%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.17%

22.19%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.70%

21.13%

+0.57%