DSMFX vs. LLSCX
DSMFX (Destinations Small-Mid Cap Equity Fund) and LLSCX (Longleaf Partners Small-Cap Fund) are both Mid Cap Blend Equities funds. Over the past 5 years, DSMFX returned 7.74%/yr vs 1.99%/yr for LLSCX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. DSMFX charges 1.10%/yr vs 0.95%/yr for LLSCX.
Performance
DSMFX vs. LLSCX - Performance Comparison
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Returns By Period
In the year-to-date period, DSMFX achieves a 15.79% return, which is significantly higher than LLSCX's -3.33% return.
DSMFX
- 1D
- -0.06%
- 1M
- -3.27%
- 6M
- 7.95%
- YTD
- 15.79%
- 1Y
- 32.43%
- 3Y*
- 15.56%
- 5Y*
- 7.74%
- 10Y*
- —
- ALL TIME*
- 11.94%
LLSCX
- 1D
- -0.04%
- 1M
- 1.11%
- 6M
- -5.03%
- YTD
- -3.33%
- 1Y
- 1.02%
- 3Y*
- 5.53%
- 5Y*
- 1.99%
- 10Y*
- 5.89%
- ALL TIME*
- 9.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DSMFX vs. LLSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSMFX Destinations Small-Mid Cap Equity Fund | 15.79% | 13.94% | 14.72% | 11.61% | -19.89% | 26.65% | 23.63% | 30.82% | -7.68% | 12.35% |
LLSCX Longleaf Partners Small-Cap Fund | -3.33% | 7.56% | 9.69% | 20.17% | -19.25% | 11.18% | 4.17% | 27.74% | -6.52% | 5.35% |
Correlation
The correlation between DSMFX and LLSCX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2017 | 0.75 |
Over the past year, the correlation between DSMFX and LLSCX has dropped to 0.36 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
DSMFX vs. LLSCX — Risk / Return Rank
DSMFX
LLSCX
DSMFX vs. LLSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Destinations Small-Mid Cap Equity Fund (DSMFX) and Longleaf Partners Small-Cap Fund (LLSCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DSMFX | LLSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.75 | ||
| Sortino ratioReturn per unit of downside risk | +2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.00 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | -0.07 | +3.28 |
| Martin ratioReturn relative to average drawdown | 11.27 | -0.15 | +11.42 |
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Drawdowns
DSMFX vs. LLSCX - Drawdown Comparison
The maximum DSMFX drawdown since its inception was -42.52%, smaller than the maximum LLSCX drawdown of -63.97%. Use the drawdown chart below to compare losses from any high point for DSMFX and LLSCX.
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Drawdown Indicators
| DSMFX | LLSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.52% | -63.97% | +21.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.75% | -11.44% | +1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -27.39% | -15.40% | -11.99% |
Max Drawdown (5Y)Largest decline over 5 years | -30.72% | -26.67% | -4.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.23% | — |
Current DrawdownCurrent decline from peak | -5.85% | -7.59% | +1.74% |
Average DrawdownAverage peak-to-trough decline | -8.66% | -8.90% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 5.63% | -2.89% |
Volatility
DSMFX vs. LLSCX - Volatility Comparison
The current volatility for Destinations Small-Mid Cap Equity Fund (DSMFX) is 4.07%, while Longleaf Partners Small-Cap Fund (LLSCX) has a volatility of 5.13%. This indicates that DSMFX experiences smaller price fluctuations and is considered to be less risky than LLSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSMFX | LLSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 5.13% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 14.28% | 10.25% | +4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 13.34% | +5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.02% | 17.03% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.81% | 24.58% | -2.77% |
DSMFX vs. LLSCX - Expense Ratio Comparison
DSMFX has a 1.10% expense ratio, which is higher than LLSCX's 0.95% expense ratio.
Dividends
DSMFX vs. LLSCX - Dividend Comparison
DSMFX's dividend yield for the trailing twelve months is around 6.16%, more than LLSCX's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSMFX Destinations Small-Mid Cap Equity Fund | 6.16% | 7.13% | 7.71% | 0.26% | 3.57% | 27.39% | 2.06% | 4.05% | 5.96% | 0.92% | 0.00% | 0.00% |
LLSCX Longleaf Partners Small-Cap Fund | 1.21% | 1.17% | 0.11% | 0.94% | 1.20% | 0.82% | 5.85% | 14.89% | 18.13% | 8.43% | 18.01% | 5.91% |
Frequently Asked Questions
DSMFX and LLSCX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLSCX has higher volatility (5.13%) compared to DSMFX (4.07%). In terms of maximum drawdown, DSMFX dropped -42.52% vs LLSCX's -63.97%.
DSMFX currently has the higher Sharpe Ratio (1.68 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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