DSCPX vs. VBR
Compare and contrast key facts about Davenport Small Cap Focus Fund (DSCPX) and Vanguard Small-Cap Value ETF (VBR).
DSCPX is managed by Davenport. It was launched on Dec 31, 2014. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSCPX or VBR.
Key characteristics
| DSCPX | VBR | |
|---|---|---|
| YTD Return | 6.74% | 19.15% |
| 1Y Return | 18.07% | 38.40% |
| 3Y Return (Ann) | -3.35% | 6.86% |
| 5Y Return (Ann) | 5.30% | 11.96% |
| Sharpe Ratio | 1.00 | 2.22 |
| Sortino Ratio | 1.50 | 3.15 |
| Omega Ratio | 1.19 | 1.39 |
| Calmar Ratio | 0.75 | 3.11 |
| Martin Ratio | 2.49 | 12.90 |
| Ulcer Index | 7.17% | 2.95% |
| Daily Std Dev | 17.84% | 17.17% |
| Max Drawdown | -41.99% | -62.01% |
| Current Drawdown | -10.14% | -1.23% |
Correlation
The correlation between DSCPX and VBR is 0.90, 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.
Performance
DSCPX vs. VBR - Performance Comparison
In the year-to-date period, DSCPX achieves a 6.74% return, which is significantly lower than VBR's 19.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DSCPX vs. VBR - Expense Ratio Comparison
DSCPX has a 0.89% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
DSCPX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Davenport Small Cap Focus Fund (DSCPX) and Vanguard Small-Cap Value ETF (VBR). 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.
Dividends
DSCPX vs. VBR - Dividend Comparison
DSCPX's dividend yield for the trailing twelve months is around 0.54%, less than VBR's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCPX Davenport Small Cap Focus Fund | 0.54% | 1.08% | 0.19% | 0.70% | 1.06% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.89% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
DSCPX vs. VBR - Drawdown Comparison
The maximum DSCPX drawdown since its inception was -41.99%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for DSCPX and VBR. For additional features, visit the drawdowns tool.
Volatility
DSCPX vs. VBR - Volatility Comparison
Davenport Small Cap Focus Fund (DSCPX) has a higher volatility of 6.35% compared to Vanguard Small-Cap Value ETF (VBR) at 5.78%. This indicates that DSCPX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.