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DSCIX vs. STAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DSCIX and STAG is 0.51, 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.


Performance

DSCIX vs. STAG - Performance Comparison

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

0.00%50.00%100.00%150.00%December2025FebruaryMarchAprilMay
26.19%
156.69%
DSCIX
STAG

Key characteristics

Sharpe Ratio

DSCIX:

-0.43

STAG:

0.04

Sortino Ratio

DSCIX:

-0.51

STAG:

0.24

Omega Ratio

DSCIX:

0.94

STAG:

1.03

Calmar Ratio

DSCIX:

-0.33

STAG:

0.05

Martin Ratio

DSCIX:

-0.92

STAG:

0.14

Ulcer Index

DSCIX:

12.34%

STAG:

10.32%

Daily Std Dev

DSCIX:

24.91%

STAG:

23.46%

Max Drawdown

DSCIX:

-52.06%

STAG:

-45.08%

Current Drawdown

DSCIX:

-24.68%

STAG:

-18.82%

Returns By Period

In the year-to-date period, DSCIX achieves a -9.62% return, which is significantly lower than STAG's 1.57% return.


DSCIX

YTD

-9.62%

1M

15.76%

6M

-20.94%

1Y

-10.77%

5Y*

8.06%

10Y*

N/A

STAG

YTD

1.57%

1M

12.99%

6M

-6.96%

1Y

0.85%

5Y*

10.13%

10Y*

9.99%

*Annualized

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Risk-Adjusted Performance

DSCIX vs. STAG — Risk-Adjusted Performance Rank

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

DSCIX
The Risk-Adjusted Performance Rank of DSCIX is 44
Overall Rank
The Sharpe Ratio Rank of DSCIX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of DSCIX is 44
Sortino Ratio Rank
The Omega Ratio Rank of DSCIX is 55
Omega Ratio Rank
The Calmar Ratio Rank of DSCIX is 44
Calmar Ratio Rank
The Martin Ratio Rank of DSCIX is 44
Martin Ratio Rank

STAG
The Risk-Adjusted Performance Rank of STAG is 5050
Overall Rank
The Sharpe Ratio Rank of STAG is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of STAG is 4444
Sortino Ratio Rank
The Omega Ratio Rank of STAG is 4343
Omega Ratio Rank
The Calmar Ratio Rank of STAG is 5555
Calmar Ratio Rank
The Martin Ratio Rank of STAG is 5353
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.

DSCIX vs. STAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dana Epiphany ESG Small Cap Equity Fund (DSCIX) and STAG Industrial, Inc. (STAG). 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.


The current DSCIX Sharpe Ratio is -0.43, which is lower than the STAG Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of DSCIX and STAG, 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 Ratio-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.43
0.04
DSCIX
STAG

Dividends

DSCIX vs. STAG - Dividend Comparison

DSCIX's dividend yield for the trailing twelve months is around 0.18%, less than STAG's 4.38% yield.


TTM20242023202220212020201920182017201620152014
DSCIX
Dana Epiphany ESG Small Cap Equity Fund
0.18%0.23%0.30%0.09%0.00%0.05%0.00%0.00%0.03%0.18%0.11%0.00%
STAG
STAG Industrial, Inc.
4.38%4.38%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%

Drawdowns

DSCIX vs. STAG - Drawdown Comparison

The maximum DSCIX drawdown since its inception was -52.06%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for DSCIX and STAG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-24.68%
-18.82%
DSCIX
STAG

Volatility

DSCIX vs. STAG - Volatility Comparison

Dana Epiphany ESG Small Cap Equity Fund (DSCIX) has a higher volatility of 11.73% compared to STAG Industrial, Inc. (STAG) at 9.79%. This indicates that DSCIX's price experiences larger fluctuations and is considered to be riskier than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
11.73%
9.79%
DSCIX
STAG