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DFDSX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DFDSX and ^GSPC is 0.80, 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.


-0.50.00.51.00.8

Performance

DFDSX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DF Dent Small Cap Growth Fund (DFDSX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
2.11%
9.31%
DFDSX
^GSPC

Key characteristics

Sharpe Ratio

DFDSX:

0.24

^GSPC:

1.74

Sortino Ratio

DFDSX:

0.46

^GSPC:

2.35

Omega Ratio

DFDSX:

1.05

^GSPC:

1.32

Calmar Ratio

DFDSX:

0.18

^GSPC:

2.61

Martin Ratio

DFDSX:

0.79

^GSPC:

10.66

Ulcer Index

DFDSX:

5.07%

^GSPC:

2.08%

Daily Std Dev

DFDSX:

16.97%

^GSPC:

12.77%

Max Drawdown

DFDSX:

-39.31%

^GSPC:

-56.78%

Current Drawdown

DFDSX:

-11.92%

^GSPC:

0.00%

Returns By Period

In the year-to-date period, DFDSX achieves a 0.28% return, which is significantly lower than ^GSPC's 4.46% return. Over the past 10 years, DFDSX has underperformed ^GSPC with an annualized return of 8.03%, while ^GSPC has yielded a comparatively higher 11.31% annualized return.


DFDSX

YTD

0.28%

1M

-1.36%

6M

2.11%

1Y

5.43%

5Y*

5.85%

10Y*

8.03%

^GSPC

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

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Risk-Adjusted Performance

DFDSX vs. ^GSPC — Risk-Adjusted Performance Rank

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

DFDSX
The Risk-Adjusted Performance Rank of DFDSX is 1111
Overall Rank
The Sharpe Ratio Rank of DFDSX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of DFDSX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of DFDSX is 99
Omega Ratio Rank
The Calmar Ratio Rank of DFDSX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of DFDSX is 1111
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFDSX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DF Dent Small Cap Growth Fund (DFDSX) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for DFDSX, currently valued at 0.24, compared to the broader market-1.000.001.002.003.004.000.241.74
The chart of Sortino ratio for DFDSX, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.000.462.35
The chart of Omega ratio for DFDSX, currently valued at 1.05, compared to the broader market1.002.003.004.001.051.32
The chart of Calmar ratio for DFDSX, currently valued at 0.18, compared to the broader market0.005.0010.0015.0020.000.182.61
The chart of Martin ratio for DFDSX, currently valued at 0.79, compared to the broader market0.0020.0040.0060.0080.000.7910.66
DFDSX
^GSPC

The current DFDSX Sharpe Ratio is 0.24, which is lower than the ^GSPC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of DFDSX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.24
1.74
DFDSX
^GSPC

Drawdowns

DFDSX vs. ^GSPC - Drawdown Comparison

The maximum DFDSX drawdown since its inception was -39.31%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DFDSX and ^GSPC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-11.92%
0
DFDSX
^GSPC

Volatility

DFDSX vs. ^GSPC - Volatility Comparison

DF Dent Small Cap Growth Fund (DFDSX) has a higher volatility of 4.05% compared to S&P 500 (^GSPC) at 3.07%. This indicates that DFDSX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.05%
3.07%
DFDSX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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