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DVIPX vs. DGRO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DVIPX vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davenport Value & Income Fund (DVIPX) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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DVIPX vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DVIPX
Davenport Value & Income Fund
0.21%13.70%9.53%8.49%-12.88%23.35%1.75%25.60%-12.68%18.24%
DGRO
iShares Core Dividend Growth ETF
1.57%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%23.00%

Returns By Period

In the year-to-date period, DVIPX achieves a 0.21% return, which is significantly lower than DGRO's 1.57% return. Over the past 10 years, DVIPX has underperformed DGRO with an annualized return of 7.74%, while DGRO has yielded a comparatively higher 12.81% annualized return.


DVIPX

1D
0.00%
1M
-6.77%
YTD
0.21%
6M
1.68%
1Y
9.72%
3Y*
10.13%
5Y*
6.12%
10Y*
7.74%

DGRO

1D
1.74%
1M
-4.56%
YTD
1.57%
6M
4.23%
1Y
16.09%
3Y*
14.59%
5Y*
10.13%
10Y*
12.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DVIPX vs. DGRO - Expense Ratio Comparison

DVIPX has a 0.87% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Return for Risk

DVIPX vs. DGRO — Risk / Return Rank

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

DVIPX
DVIPX Risk / Return Rank: 3232
Overall Rank
DVIPX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
DVIPX Sortino Ratio Rank: 3333
Sortino Ratio Rank
DVIPX Omega Ratio Rank: 2929
Omega Ratio Rank
DVIPX Calmar Ratio Rank: 3232
Calmar Ratio Rank
DVIPX Martin Ratio Rank: 3333
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 6969
Overall Rank
DGRO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 6868
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7070
Omega Ratio Rank
DGRO Calmar Ratio Rank: 6767
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7575
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.

DVIPX vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davenport Value & Income Fund (DVIPX) and iShares Core Dividend Growth ETF (DGRO). 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.


DVIPXDGRODifference

Sharpe ratio

Return per unit of total volatility

0.75

1.12

-0.37

Sortino ratio

Return per unit of downside risk

1.14

1.63

-0.49

Omega ratio

Gain probability vs. loss probability

1.16

1.24

-0.09

Calmar ratio

Return relative to maximum drawdown

0.91

1.58

-0.67

Martin ratio

Return relative to average drawdown

3.54

7.35

-3.81

DVIPX vs. DGRO - Sharpe Ratio Comparison

The current DVIPX Sharpe Ratio is 0.75, which is lower than the DGRO Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of DVIPX and DGRO, 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


DVIPXDGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.12

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.74

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.77

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.73

-0.12

Correlation

The correlation between DVIPX and DGRO is 0.94, 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

DVIPX vs. DGRO - Dividend Comparison

DVIPX's dividend yield for the trailing twelve months is around 6.71%, more than DGRO's 2.10% yield.


TTM20252024202320222021202020192018201720162015
DVIPX
Davenport Value & Income Fund
6.71%6.73%6.35%1.68%5.59%4.42%4.36%4.13%3.70%4.65%2.24%6.95%
DGRO
iShares Core Dividend Growth ETF
2.10%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%

Drawdowns

DVIPX vs. DGRO - Drawdown Comparison

The maximum DVIPX drawdown since its inception was -38.40%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for DVIPX and DGRO.


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Drawdown Indicators


DVIPXDGRODifference

Max Drawdown

Largest peak-to-trough decline

-38.40%

-35.10%

-3.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.43%

-10.92%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

-19.31%

-1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.40%

-35.10%

-3.30%

Current Drawdown

Current decline from peak

-7.52%

-4.73%

-2.79%

Average Drawdown

Average peak-to-trough decline

-4.51%

-3.48%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.35%

+0.33%

Volatility

DVIPX vs. DGRO - Volatility Comparison

The current volatility for Davenport Value & Income Fund (DVIPX) is 3.31%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 3.66%. This indicates that DVIPX experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVIPXDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

3.66%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

7.22%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

14.25%

14.50%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

13.84%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.15%

16.63%

-0.48%