DSCPX vs. MASKX

In the year-to-date period, DSCPX achieves a -7.50% return, which is significantly lower than MASKX's -5.61% return. Over the past 10 years, DSCPX has underperformed MASKX with an annualized return of 4.95%, while MASKX has yielded a comparatively higher 6.48% annualized return.

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DSCPX has a 0.89% expense ratio, which is higher than MASKX's 0.12% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Davenport Small Cap Focus Fund (DSCPX) and iShares Russell 2000 Small-Cap Index Fund (MASKX). 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 DSCPX Sharpe Ratio is -0.40, which is lower than the MASKX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of DSCPX and MASKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DSCPX's dividend yield for the trailing twelve months is around 2.79%, less than MASKX's 5.09% yield.

The maximum DSCPX drawdown since its inception was -41.99%, smaller than the maximum MASKX drawdown of -59.06%. Use the drawdown chart below to compare losses from any high point for DSCPX and MASKX. For additional features, visit the drawdowns tool.

The current volatility for Davenport Small Cap Focus Fund (DSCPX) is 6.02%, while iShares Russell 2000 Small-Cap Index Fund (MASKX) has a volatility of 6.46%. This indicates that DSCPX experiences smaller price fluctuations and is considered to be less risky than MASKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.