DSCIX vs. LMOIX

Last updated Aug 1, 2026

DSCIX (Dana Epiphany ESG Small Cap Equity Fund) and LMOIX (ClearBridge Small Cap Growth Fund Class IS) are both Small Cap Growth Equities funds. Over the past 10 years, DSCIX returned 9.77%/yr vs 11.59%/yr for LMOIX. Their correlation of 0.88 means they have usually moved in the same direction. DSCIX charges 0.95%/yr vs 0.78%/yr for LMOIX.

Performance

DSCIX vs. LMOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dana Epiphany ESG Small Cap Equity Fund (DSCIX) and ClearBridge Small Cap Growth Fund Class IS (LMOIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DSCIX achieves a 24.24% return, which is significantly higher than LMOIX's 12.12% return. Over the past 10 years, DSCIX has underperformed LMOIX with an annualized return of 9.77%, while LMOIX has yielded a comparatively higher 11.59% annualized 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%

LMOIX

• 1D: 1.87%
• 1M: -4.90%
• 6M: 5.78%
• YTD: 12.12%
• 1Y: 20.37%
• 3Y*: 10.65%
• 5Y*: 1.63%
• 10Y*: 11.59%
• ALL TIME*: 10.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DSCIX Dana Epiphany ESG Small Cap Equity Fund	$0.00	$0.00	$0.00
LMOIX ClearBridge Small Cap Growth Fund Class IS	$0.00	$0.00	$0.00

DSCIX vs. LMOIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DSCIX Dana Epiphany ESG Small Cap Equity Fund	24.24%	13.18%	5.10%	20.00%	-21.46%	30.92%	13.33%	21.51%	-16.96%	11.59%
LMOIX ClearBridge Small Cap Growth Fund Class IS	12.12%	9.91%	12.06%	9.12%	-28.55%	12.53%	44.09%	25.86%	4.22%	25.50%

Correlation

The correlation between DSCIX and LMOIX is 0.84, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.84
Correlation (3Y) Balances recent behavior with more history.	0.89
Correlation (5Y) Shows whether the relationship held over a longer period.	0.90
Correlation (10Y) Provides a long-term view across more market conditions.	0.88
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.88

The correlation between DSCIX and LMOIX has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

Return for Risk

DSCIX vs. LMOIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DSCIX

DSCIX Risk / Return Rank: 90
DSCIX Sharpe Ratio Rank: 89
DSCIX Sortino Ratio Rank: 87
DSCIX Omega Ratio Rank: 81
DSCIX Calmar Ratio Rank: 97
DSCIX Martin Ratio Rank: 97

LMOIX

LMOIX Risk / Return Rank: 22
LMOIX Sharpe Ratio Rank: 19
LMOIX Sortino Ratio Rank: 20
LMOIX Omega Ratio Rank: 19
LMOIX Calmar Ratio Rank: 24
LMOIX Martin Ratio Rank: 27

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DSCIX vs. LMOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dana Epiphany ESG Small Cap Equity Fund (DSCIX) and ClearBridge Small Cap Growth Fund Class IS (LMOIX). 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	LMOIX	Difference
Sharpe ratio: Return per unit of total volatility	2.24	0.77	+1.47
Sortino ratio: Return per unit of downside risk	3.22	1.19	+2.03
Omega ratio: Gain probability vs. loss probability	1.38	1.14	+0.24
Calmar ratio: Return relative to maximum drawdown	5.44	1.19	+4.25
Martin ratio: Return relative to average drawdown	18.73	4.04	+14.70

DSCIX vs. LMOIX - Sharpe Ratio Comparison

The current DSCIX Sharpe Ratio is 2.24, which is higher than the LMOIX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of DSCIX and LMOIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DSCIX vs. LMOIX - Drawdown Comparison

The maximum DSCIX drawdown since its inception was -47.60%, smaller than the maximum LMOIX drawdown of -51.02%. Use the drawdown chart below to compare losses from any high point for DSCIX and LMOIX.

Drawdown Indicators

	DSCIX	LMOIX	Difference
Max Drawdown Largest peak-to-trough decline	-47.60%	-51.02%	+3.42%
Max Drawdown (1Y) Largest decline over 1 year	-7.08%	-13.78%	+6.70%
Max Drawdown (3Y) Largest decline over 3 years	-32.94%	-26.22%	-6.72%
Max Drawdown (5Y) Largest decline over 5 years	-32.94%	-41.74%	+8.80%
Max Drawdown (10Y) Largest decline over 10 years	-47.60%	-41.74%	-5.86%
Current Drawdown Current decline from peak	-4.18%	-6.76%	+2.58%
Average Drawdown Average peak-to-trough decline	-9.74%	-12.29%	+2.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	4.07%	-2.02%

Volatility

DSCIX vs. LMOIX - Volatility Comparison

The current volatility for Dana Epiphany ESG Small Cap Equity Fund (DSCIX) is 3.80%, while ClearBridge Small Cap Growth Fund Class IS (LMOIX) has a volatility of 5.38%. This indicates that DSCIX experiences smaller price fluctuations and is considered to be less risky than LMOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DSCIX	LMOIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.80%	5.38%	-1.58%
Volatility (6M) Calculated over the trailing 6-month period	12.39%	16.90%	-4.51%
Volatility (1Y) Calculated over the trailing 1-year period	17.23%	21.47%	-4.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.12%	24.70%	-2.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.20%	23.80%	-0.60%

DSCIX vs. LMOIX - Expense Ratio Comparison

DSCIX has a 0.95% expense ratio, which is higher than LMOIX's 0.78% expense ratio.

Dividends

DSCIX vs. LMOIX - Dividend Comparison

DSCIX's dividend yield for the trailing twelve months is around 4.79%, less than LMOIX's 15.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
LMOIX ClearBridge Small Cap Growth Fund Class IS	15.13%	16.96%	14.66%	0.38%	0.00%	10.44%	6.31%	6.91%	14.40%	3.30%	2.82%	1.18%

Frequently Asked Questions

Can I hold both DSCIX and LMOIX in my portfolio?

DSCIX and LMOIX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DSCIX or LMOIX?

LMOIX has higher volatility (5.38%) compared to DSCIX (3.80%). In terms of maximum drawdown, DSCIX dropped -47.60% vs LMOIX's -51.02%.

Which has better risk-adjusted returns?

DSCIX currently has the higher Sharpe Ratio (2.24 vs 0.77), 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.