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DSCIX vs. VISGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSCIX vs. VISGX - Performance Comparison

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

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DSCIX vs. VISGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSCIX
Dana Epiphany ESG Small Cap Equity Fund
4.40%13.18%5.10%20.00%-21.46%30.92%13.33%21.51%-16.96%11.59%
VISGX
Vanguard Small Cap Growth Index Fund
-3.94%8.18%14.80%22.91%-28.50%5.58%35.11%32.60%-5.81%21.78%

Returns By Period

In the year-to-date period, DSCIX achieves a 4.40% return, which is significantly higher than VISGX's -3.94% return. Over the past 10 years, DSCIX has underperformed VISGX with an annualized return of 8.50%, while VISGX has yielded a comparatively higher 9.84% annualized return.


DSCIX

1D
-0.96%
1M
-4.81%
YTD
4.40%
6M
8.90%
1Y
32.44%
3Y*
12.01%
5Y*
5.68%
10Y*
8.50%

VISGX

1D
-1.75%
1M
-9.44%
YTD
-3.94%
6M
-2.52%
1Y
15.53%
3Y*
10.67%
5Y*
1.54%
10Y*
9.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSCIX vs. VISGX - Expense Ratio Comparison

DSCIX has a 0.95% expense ratio, which is higher than VISGX's 0.19% expense ratio.


Return for Risk

DSCIX vs. VISGX — Risk / Return Rank

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

DSCIX
DSCIX Risk / Return Rank: 8282
Overall Rank
DSCIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DSCIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
DSCIX Omega Ratio Rank: 7474
Omega Ratio Rank
DSCIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
DSCIX Martin Ratio Rank: 9090
Martin Ratio Rank

VISGX
VISGX Risk / Return Rank: 2929
Overall Rank
VISGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VISGX Sortino Ratio Rank: 2929
Sortino Ratio Rank
VISGX Omega Ratio Rank: 2525
Omega Ratio Rank
VISGX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VISGX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DSCIX vs. VISGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dana Epiphany ESG Small Cap Equity Fund (DSCIX) and Vanguard Small Cap Growth Index Fund (VISGX). 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.


DSCIXVISGXDifference

Sharpe ratio

Return per unit of total volatility

1.43

0.62

+0.81

Sortino ratio

Return per unit of downside risk

2.06

1.03

+1.02

Omega ratio

Gain probability vs. loss probability

1.28

1.14

+0.14

Calmar ratio

Return relative to maximum drawdown

2.13

0.86

+1.27

Martin ratio

Return relative to average drawdown

10.30

3.47

+6.83

DSCIX vs. VISGX - Sharpe Ratio Comparison

The current DSCIX Sharpe Ratio is 1.43, which is higher than the VISGX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of DSCIX and VISGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DSCIXVISGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

0.62

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.07

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.43

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.36

-0.01

Correlation

The correlation between DSCIX and VISGX is 0.91, 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.


Dividends

DSCIX vs. VISGX - Dividend Comparison

DSCIX's dividend yield for the trailing twelve months is around 5.76%, more than VISGX's 0.42% yield.


TTM20252024202320222021202020192018201720162015
DSCIX
Dana Epiphany ESG Small Cap Equity Fund
5.76%6.01%0.16%0.30%4.99%8.71%0.05%0.00%9.11%0.03%0.18%0.00%
VISGX
Vanguard Small Cap Growth Index Fund
0.42%0.33%0.42%0.56%0.46%0.23%0.35%0.47%0.65%0.71%0.97%0.84%

Drawdowns

DSCIX vs. VISGX - Drawdown Comparison

The maximum DSCIX drawdown since its inception was -47.60%, smaller than the maximum VISGX drawdown of -58.74%. Use the drawdown chart below to compare losses from any high point for DSCIX and VISGX.


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Drawdown Indicators


DSCIXVISGXDifference

Max Drawdown

Largest peak-to-trough decline

-47.60%

-58.74%

+11.14%

Max Drawdown (1Y)

Largest decline over 1 year

-14.09%

-14.49%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-32.94%

-38.41%

+5.47%

Max Drawdown (10Y)

Largest decline over 10 years

-47.60%

-38.70%

-8.90%

Current Drawdown

Current decline from peak

-5.92%

-11.39%

+5.47%

Average Drawdown

Average peak-to-trough decline

-10.02%

-11.67%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.60%

-0.69%

Volatility

DSCIX vs. VISGX - Volatility Comparison

The current volatility for Dana Epiphany ESG Small Cap Equity Fund (DSCIX) is 6.10%, while Vanguard Small Cap Growth Index Fund (VISGX) has a volatility of 7.59%. This indicates that DSCIX experiences smaller price fluctuations and is considered to be less risky than VISGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSCIXVISGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

7.59%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.57%

15.11%

-2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

22.76%

24.20%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.17%

23.49%

-1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.21%

22.88%

+0.33%