DRCVX vs. BEARX
Compare and contrast key facts about Comstock Capital Value Fund (DRCVX) and Federated Hermes Prudent Bear Fd (BEARX).
DRCVX is managed by Gabelli. It was launched on Oct 9, 1985. BEARX is managed by Federated. It was launched on Dec 27, 1995.
Performance
DRCVX vs. BEARX - Performance Comparison
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DRCVX vs. BEARX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRCVX Comstock Capital Value Fund | 0.90% | 11.55% | 2.02% | 6.55% | 4.13% | -2.16% | -5.36% | -25.76% | 7.76% | -20.58% |
BEARX Federated Hermes Prudent Bear Fd | 8.44% | -12.42% | -20.34% | -18.67% | 17.78% | -23.78% | -22.95% | -19.95% | -5.96% | -15.76% |
Returns By Period
In the year-to-date period, DRCVX achieves a 0.90% return, which is significantly lower than BEARX's 8.44% return. Over the past 10 years, DRCVX has outperformed BEARX with an annualized return of -4.66%, while BEARX has yielded a comparatively lower -13.36% annualized return.
DRCVX
- 1D
- 0.22%
- 1M
- -0.00%
- YTD
- 0.90%
- 6M
- 2.19%
- 1Y
- 9.05%
- 3Y*
- 6.77%
- 5Y*
- 4.68%
- 10Y*
- -4.66%
BEARX
- 1D
- 0.49%
- 1M
- 9.02%
- YTD
- 8.44%
- 6M
- 6.24%
- 1Y
- -10.09%
- 3Y*
- -12.93%
- 5Y*
- -9.96%
- 10Y*
- -13.36%
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DRCVX vs. BEARX - Expense Ratio Comparison
DRCVX has a 0.00% expense ratio, which is lower than BEARX's 1.78% expense ratio.
Return for Risk
DRCVX vs. BEARX — Risk / Return Rank
DRCVX
BEARX
DRCVX vs. BEARX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comstock Capital Value Fund (DRCVX) and Federated Hermes Prudent Bear Fd (BEARX). 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.
| DRCVX | BEARX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | -0.61 | +2.46 |
Sortino ratioReturn per unit of downside risk | 2.53 | -0.81 | +3.33 |
Omega ratioGain probability vs. loss probability | 1.49 | 0.88 | +0.61 |
Calmar ratioReturn relative to maximum drawdown | 2.23 | -0.33 | +2.56 |
Martin ratioReturn relative to average drawdown | 11.66 | -0.41 | +12.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DRCVX | BEARX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | -0.61 | +2.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | -0.59 | +1.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.47 | -0.81 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | -0.01 | +0.01 |
Correlation
The correlation between DRCVX and BEARX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DRCVX vs. BEARX - Dividend Comparison
DRCVX's dividend yield for the trailing twelve months is around 1.94%, less than BEARX's 6.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DRCVX Comstock Capital Value Fund | 1.94% | 1.96% | 0.00% | 1.71% | 0.00% | 0.00% | 0.00% | 0.00% |
BEARX Federated Hermes Prudent Bear Fd | 6.19% | 6.71% | 0.00% | 13.32% | 0.00% | 0.00% | 0.00% | 0.62% |
Drawdowns
DRCVX vs. BEARX - Drawdown Comparison
The maximum DRCVX drawdown since its inception was -97.47%, roughly equal to the maximum BEARX drawdown of -95.38%. Use the drawdown chart below to compare losses from any high point for DRCVX and BEARX.
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Drawdown Indicators
| DRCVX | BEARX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.47% | -95.38% | -2.09% |
Max Drawdown (1Y)Largest decline over 1 year | -3.82% | -26.53% | +22.71% |
Max Drawdown (5Y)Largest decline over 5 years | -4.34% | -48.32% | +43.98% |
Max Drawdown (10Y)Largest decline over 10 years | -54.27% | -78.77% | +24.50% |
Current DrawdownCurrent decline from peak | -96.69% | -94.91% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -65.76% | -60.84% | -4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.73% | 21.54% | -20.81% |
Volatility
DRCVX vs. BEARX - Volatility Comparison
The current volatility for Comstock Capital Value Fund (DRCVX) is 0.98%, while Federated Hermes Prudent Bear Fd (BEARX) has a volatility of 3.81%. This indicates that DRCVX experiences smaller price fluctuations and is considered to be less risky than BEARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRCVX | BEARX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 3.81% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 2.03% | 8.81% | -6.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.93% | 15.17% | -10.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.55% | 16.97% | -12.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.96% | 16.62% | -6.66% |