Correlation
The correlation between DSCPX and SCHB is 0.78, 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.
DSCPX vs. SCHB
Compare and contrast key facts about Davenport Small Cap Focus Fund (DSCPX) and Schwab U.S. Broad Market ETF (SCHB).
DSCPX is managed by Davenport. It was launched on Dec 31, 2014. SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSCPX or SCHB.
Performance
DSCPX vs. SCHB - Performance Comparison
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Key characteristics
DSCPX:
-0.28
SCHB:
0.64
DSCPX:
-0.33
SCHB:
1.01
DSCPX:
0.96
SCHB:
1.15
DSCPX:
-0.29
SCHB:
0.64
DSCPX:
-0.77
SCHB:
2.39
DSCPX:
9.52%
SCHB:
5.19%
DSCPX:
22.66%
SCHB:
19.84%
DSCPX:
-41.99%
SCHB:
-35.27%
DSCPX:
-15.26%
SCHB:
-3.76%
Returns By Period
In the year-to-date period, DSCPX achieves a -8.41% return, which is significantly lower than SCHB's 0.69% return. Over the past 10 years, DSCPX has underperformed SCHB with an annualized return of 8.96%, while SCHB has yielded a comparatively higher 12.18% annualized return.
DSCPX
-8.41%
4.68%
-14.68%
-6.38%
3.52%
9.94%
8.96%
SCHB
0.69%
7.45%
-2.06%
12.66%
13.57%
15.45%
12.18%
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DSCPX vs. SCHB - Expense Ratio Comparison
DSCPX has a 0.89% expense ratio, which is higher than SCHB's 0.03% expense ratio.
Risk-Adjusted Performance
DSCPX vs. SCHB — Risk-Adjusted Performance Rank
DSCPX
SCHB
DSCPX vs. SCHB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Davenport Small Cap Focus Fund (DSCPX) and Schwab U.S. Broad Market ETF (SCHB). 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.
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Dividends
DSCPX vs. SCHB - Dividend Comparison
DSCPX's dividend yield for the trailing twelve months is around 2.81%, more than SCHB's 1.25% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCPX Davenport Small Cap Focus Fund | 2.81% | 2.72% | 4.60% | 6.44% | 14.92% | 5.95% | 2.07% | 2.32% | 2.66% | 0.00% | 0.11% | 0.00% |
SCHB Schwab U.S. Broad Market ETF | 1.25% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 1.86% | 2.00% | 1.72% |
Drawdowns
DSCPX vs. SCHB - Drawdown Comparison
The maximum DSCPX drawdown since its inception was -41.99%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for DSCPX and SCHB.
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Volatility
DSCPX vs. SCHB - Volatility Comparison
Davenport Small Cap Focus Fund (DSCPX) has a higher volatility of 6.24% compared to Schwab U.S. Broad Market ETF (SCHB) at 4.76%. This indicates that DSCPX's price experiences larger fluctuations and is considered to be riskier than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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