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DSCPX vs. DBALX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSCPX vs. DBALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davenport Small Cap Focus Fund (DSCPX) and Davenport Balanced Income Fund (DBALX). The values are adjusted to include any dividend payments, if applicable.

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DSCPX vs. DBALX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSCPX
Davenport Small Cap Focus Fund
-2.96%-7.26%1.25%22.31%-15.48%20.26%25.81%40.88%-15.51%19.88%
DBALX
Davenport Balanced Income Fund
0.43%9.88%7.98%7.81%-11.01%14.19%3.54%18.55%-8.16%11.11%

Returns By Period

In the year-to-date period, DSCPX achieves a -2.96% return, which is significantly lower than DBALX's 0.43% return. Over the past 10 years, DSCPX has outperformed DBALX with an annualized return of 9.62%, while DBALX has yielded a comparatively lower 5.62% annualized return.


DSCPX

1D
0.06%
1M
-8.32%
YTD
-2.96%
6M
-7.29%
1Y
-0.75%
3Y*
1.29%
5Y*
1.38%
10Y*
9.62%

DBALX

1D
0.22%
1M
-4.18%
YTD
0.43%
6M
1.85%
1Y
7.26%
3Y*
8.10%
5Y*
4.52%
10Y*
5.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSCPX vs. DBALX - Expense Ratio Comparison

DSCPX has a 0.89% expense ratio, which is lower than DBALX's 0.93% expense ratio.


Return for Risk

DSCPX vs. DBALX — Risk / Return Rank

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

DSCPX
DSCPX Risk / Return Rank: 55
Overall Rank
DSCPX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DSCPX Sortino Ratio Rank: 55
Sortino Ratio Rank
DSCPX Omega Ratio Rank: 55
Omega Ratio Rank
DSCPX Calmar Ratio Rank: 44
Calmar Ratio Rank
DSCPX Martin Ratio Rank: 44
Martin Ratio Rank

DBALX
DBALX Risk / Return Rank: 4444
Overall Rank
DBALX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DBALX Sortino Ratio Rank: 4545
Sortino Ratio Rank
DBALX Omega Ratio Rank: 4242
Omega Ratio Rank
DBALX Calmar Ratio Rank: 4545
Calmar Ratio Rank
DBALX Martin Ratio Rank: 4444
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.

DSCPX vs. DBALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davenport Small Cap Focus Fund (DSCPX) and Davenport Balanced Income Fund (DBALX). 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.


DSCPXDBALXDifference

Sharpe ratio

Return per unit of total volatility

-0.02

0.95

-0.97

Sortino ratio

Return per unit of downside risk

0.13

1.37

-1.23

Omega ratio

Gain probability vs. loss probability

1.02

1.19

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.21

1.15

-1.36

Martin ratio

Return relative to average drawdown

-0.51

4.53

-5.04

DSCPX vs. DBALX - Sharpe Ratio Comparison

The current DSCPX Sharpe Ratio is -0.02, which is lower than the DBALX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of DSCPX and DBALX, 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


DSCPXDBALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.95

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.53

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.57

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.60

-0.20

Correlation

The correlation between DSCPX and DBALX is 0.81, 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

DSCPX vs. DBALX - Dividend Comparison

DSCPX's dividend yield for the trailing twelve months is around 0.53%, less than DBALX's 5.25% yield.


TTM2025202420232022202120202019201820172016
DSCPX
Davenport Small Cap Focus Fund
0.53%0.46%0.79%4.60%6.45%14.92%5.95%2.07%1.04%2.66%0.00%
DBALX
Davenport Balanced Income Fund
5.25%5.28%3.73%2.19%4.24%1.59%2.00%2.73%2.03%2.37%1.04%

Drawdowns

DSCPX vs. DBALX - Drawdown Comparison

The maximum DSCPX drawdown since its inception was -41.99%, which is greater than DBALX's maximum drawdown of -27.89%. Use the drawdown chart below to compare losses from any high point for DSCPX and DBALX.


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Drawdown Indicators


DSCPXDBALXDifference

Max Drawdown

Largest peak-to-trough decline

-41.99%

-27.89%

-14.10%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-6.32%

-7.38%

Max Drawdown (5Y)

Largest decline over 5 years

-25.62%

-15.41%

-10.21%

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

-27.89%

-14.10%

Current Drawdown

Current decline from peak

-16.73%

-4.51%

-12.22%

Average Drawdown

Average peak-to-trough decline

-7.17%

-3.68%

-3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

1.60%

+4.16%

Volatility

DSCPX vs. DBALX - Volatility Comparison

Davenport Small Cap Focus Fund (DSCPX) has a higher volatility of 4.70% compared to Davenport Balanced Income Fund (DBALX) at 2.21%. This indicates that DSCPX's price experiences larger fluctuations and is considered to be riskier than DBALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSCPXDBALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

2.21%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

4.54%

+7.26%

Volatility (1Y)

Calculated over the trailing 1-year period

21.71%

8.20%

+13.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.66%

8.58%

+11.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.32%

9.93%

+10.39%