DVIPX vs. FLCOX
Compare and contrast key facts about Davenport Value & Income Fund (DVIPX) and Fidelity Large Cap Value Index Fund (FLCOX).
DVIPX is managed by Davenport. It was launched on Dec 31, 2010. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
DVIPX vs. FLCOX - Performance Comparison
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DVIPX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DVIPX Davenport Value & Income Fund | 1.89% | 13.70% | 9.53% | 8.49% | -12.88% | 23.35% | 1.75% | 25.60% | -12.68% | 17.41% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, DVIPX achieves a 1.89% return, which is significantly lower than FLCOX's 2.08% return.
DVIPX
- 1D
- 1.68%
- 1M
- -4.52%
- YTD
- 1.89%
- 6M
- 3.34%
- 1Y
- 11.74%
- 3Y*
- 10.74%
- 5Y*
- 6.25%
- 10Y*
- 7.92%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
- —
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DVIPX vs. FLCOX - Expense Ratio Comparison
DVIPX has a 0.87% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
DVIPX vs. FLCOX — Risk / Return Rank
DVIPX
FLCOX
DVIPX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davenport Value & Income Fund (DVIPX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.
| DVIPX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.02 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.48 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.44 | -0.24 |
Martin ratioReturn relative to average drawdown | 4.60 | 6.76 | -2.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DVIPX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.02 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.62 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.54 | +0.08 |
Correlation
The correlation between DVIPX and FLCOX is 0.95, 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. FLCOX - Dividend Comparison
DVIPX's dividend yield for the trailing twelve months is around 6.60%, more than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVIPX Davenport Value & Income Fund | 6.60% | 6.73% | 6.35% | 1.68% | 5.59% | 4.42% | 4.36% | 4.13% | 3.70% | 4.65% | 2.24% | 6.95% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
DVIPX vs. FLCOX - Drawdown Comparison
The maximum DVIPX drawdown since its inception was -38.40%, roughly equal to the maximum FLCOX drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for DVIPX and FLCOX.
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Drawdown Indicators
| DVIPX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.40% | -38.28% | -0.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.43% | -11.81% | +1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -20.67% | -19.00% | -1.67% |
Max Drawdown (10Y)Largest decline over 10 years | -38.40% | — | — |
Current DrawdownCurrent decline from peak | -5.96% | -4.82% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -4.52% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.51% | +0.20% |
Volatility
DVIPX vs. FLCOX - Volatility Comparison
The current volatility for Davenport Value & Income Fund (DVIPX) is 3.84%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 4.38%. This indicates that DVIPX experiences smaller price fluctuations and is considered to be less risky than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DVIPX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 4.38% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 8.29% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.32% | 15.73% | -1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 14.83% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 17.73% | -1.57% |