DFDSX vs. ^GSPC
Compare and contrast key facts about DF Dent Small Cap Growth Fund (DFDSX) and S&P 500 (^GSPC).
DFDSX is managed by DF Dent Funds. It was launched on Nov 1, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFDSX or ^GSPC.
Key characteristics
| DFDSX | ^GSPC | |
|---|---|---|
| YTD Return | 5.14% | 11.29% |
| 1Y Return | 22.09% | 29.16% |
| 3Y Return (Ann) | 0.42% | 8.35% |
| 5Y Return (Ann) | 9.08% | 13.20% |
| 10Y Return (Ann) | 10.50% | 10.97% |
| Sharpe Ratio | 1.20 | 2.44 |
| Daily Std Dev | 17.18% | 11.61% |
| Max Drawdown | -37.88% | -56.78% |
| Current Drawdown | -14.79% | 0.00% |
Correlation
The correlation between DFDSX and ^GSPC is 0.82, 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.
Performance
DFDSX vs. ^GSPC - Performance Comparison
In the year-to-date period, DFDSX achieves a 5.14% return, which is significantly lower than ^GSPC's 11.29% return. Both investments have delivered pretty close results over the past 10 years, with DFDSX having a 10.50% annualized return and ^GSPC not far ahead at 10.97%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Drawdowns
DFDSX vs. ^GSPC - Drawdown Comparison
The maximum DFDSX drawdown since its inception was -37.88%, 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.
Volatility
DFDSX vs. ^GSPC - Volatility Comparison
DF Dent Small Cap Growth Fund (DFDSX) has a higher volatility of 4.56% compared to S&P 500 (^GSPC) at 3.47%. 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.