DSCIX vs. ESGIX
DSCIX (Dana Epiphany ESG Small Cap Equity Fund) and ESGIX (Dana Epiphany ESG Equity Fund) are both mutual funds - DSCIX is a Small Cap Growth Equities fund managed by Dana, while ESGIX is a Large Cap Blend Equities fund managed by Dana. Over the past 5 years, DSCIX returned 8.56%/yr vs 8.08%/yr for ESGIX. Their correlation of 0.86 means they have usually moved in the same direction. DSCIX charges 0.95%/yr vs 1.12%/yr for ESGIX.
Performance
DSCIX vs. ESGIX - Performance Comparison
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Returns By Period
In the year-to-date period, DSCIX achieves a 24.24% return, which is significantly higher than ESGIX's 8.00% return.
DSCIX
- 1D
- 0.71%
- 1M
- -2.55%
- 6M
- 18.24%
- YTD
- 24.24%
- 1Y
- 41.14%
- 3Y*
- 14.43%
- 5Y*
- 8.56%
- 10Y*
- 9.77%
- ALL TIME*
- 9.65%
ESGIX
- 1D
- 1.12%
- 1M
- 1.23%
- 6M
- 5.86%
- YTD
- 8.00%
- 1Y
- 16.81%
- 3Y*
- 14.88%
- 5Y*
- 8.08%
- 10Y*
- —
- ALL TIME*
- 13.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DSCIX vs. ESGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DSCIX Dana Epiphany ESG Small Cap Equity Fund | 24.24% | 13.18% | 5.10% | 20.00% | -21.46% | 30.92% | 13.33% | 21.51% | 0.09% |
ESGIX Dana Epiphany ESG Equity Fund | 8.00% | 16.41% | 17.86% | 14.91% | -18.78% | 25.81% | 13.86% | 29.17% | 1.49% |
Correlation
The correlation between DSCIX and ESGIX is 0.75, 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. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2018 | 0.86 |
The correlation between DSCIX and ESGIX shifts across timeframes, from 0.75 (1 year) to 0.86 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DSCIX vs. ESGIX — Risk / Return Rank
DSCIX
ESGIX
DSCIX vs. ESGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dana Epiphany ESG Small Cap Equity Fund (DSCIX) and Dana Epiphany ESG Equity Fund (ESGIX). 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.
| DSCIX | ESGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.18 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 5.44 | 1.47 | +3.97 |
| Martin ratioReturn relative to average drawdown | 18.73 | 5.34 | +13.39 |
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Drawdowns
DSCIX vs. ESGIX - Drawdown Comparison
The maximum DSCIX drawdown since its inception was -47.60%, which is greater than ESGIX's maximum drawdown of -36.04%. Use the drawdown chart below to compare losses from any high point for DSCIX and ESGIX.
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Drawdown Indicators
| DSCIX | ESGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.60% | -36.04% | -11.56% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -9.40% | +2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -32.94% | -21.36% | -11.58% |
Max Drawdown (5Y)Largest decline over 5 years | -32.94% | -25.01% | -7.93% |
Max Drawdown (10Y)Largest decline over 10 years | -47.60% | — | — |
Current DrawdownCurrent decline from peak | -4.18% | -2.67% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -6.10% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.60% | -0.55% |
Volatility
DSCIX vs. ESGIX - Volatility Comparison
Dana Epiphany ESG Small Cap Equity Fund (DSCIX) has a higher volatility of 3.80% compared to Dana Epiphany ESG Equity Fund (ESGIX) at 3.29%. This indicates that DSCIX's price experiences larger fluctuations and is considered to be riskier than ESGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSCIX | ESGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 3.29% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 10.25% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.23% | 13.57% | +3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.12% | 17.62% | +4.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.20% | 20.06% | +3.14% |
DSCIX vs. ESGIX - Expense Ratio Comparison
DSCIX has a 0.95% expense ratio, which is lower than ESGIX's 1.12% expense ratio.
Dividends
DSCIX vs. ESGIX - Dividend Comparison
DSCIX's dividend yield for the trailing twelve months is around 4.79%, less than ESGIX's 6.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DSCIX Dana Epiphany ESG Small Cap Equity Fund | 4.79% | 6.01% | 0.16% | 0.30% | 4.99% | 8.71% | 0.05% | 0.00% | 9.11% | 0.03% | 0.18% |
ESGIX Dana Epiphany ESG Equity Fund | 6.35% | 6.78% | 0.33% | 0.76% | 1.09% | 1.81% | 2.08% | 18.54% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DSCIX and ESGIX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSCIX has higher volatility (3.80%) compared to ESGIX (3.29%). In terms of maximum drawdown, DSCIX dropped -47.60% vs ESGIX's -36.04%.
DSCIX currently has the higher Sharpe Ratio (2.24 vs 1.02), 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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