DVSMX vs. VDIGX
Compare and contrast key facts about Driehaus Small Cap Growth Fund (DVSMX) and Vanguard Dividend Growth Fund (VDIGX).
DVSMX is managed by Driehaus. It was launched on Aug 21, 2017. VDIGX is managed by Vanguard. It was launched on May 15, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DVSMX or VDIGX.
Key characteristics
| DVSMX | VDIGX | |
|---|---|---|
| YTD Return | 41.00% | 13.09% |
| 1Y Return | 63.32% | 21.88% |
| 3Y Return (Ann) | -5.93% | 6.43% |
| 5Y Return (Ann) | 10.89% | 11.13% |
| Sharpe Ratio | 2.98 | 2.59 |
| Sortino Ratio | 3.76 | 3.53 |
| Omega Ratio | 1.48 | 1.47 |
| Calmar Ratio | 1.31 | 4.61 |
| Martin Ratio | 17.14 | 14.29 |
| Ulcer Index | 3.81% | 1.59% |
| Daily Std Dev | 21.97% | 8.76% |
| Max Drawdown | -53.84% | -45.23% |
| Current Drawdown | -18.34% | -2.13% |
Correlation
The correlation between DVSMX and VDIGX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DVSMX vs. VDIGX - Performance Comparison
In the year-to-date period, DVSMX achieves a 41.00% return, which is significantly higher than VDIGX's 13.09% 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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DVSMX vs. VDIGX - Expense Ratio Comparison
DVSMX has a 0.99% expense ratio, which is higher than VDIGX's 0.27% expense ratio.
Risk-Adjusted Performance
DVSMX vs. VDIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Driehaus Small Cap Growth Fund (DVSMX) and Vanguard Dividend Growth Fund (VDIGX). 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
DVSMX vs. VDIGX - Dividend Comparison
DVSMX's dividend yield for the trailing twelve months is around 0.27%, less than VDIGX's 1.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVSMX Driehaus Small Cap Growth Fund | 0.27% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDIGX Vanguard Dividend Growth Fund | 1.63% | 1.69% | 1.67% | 1.46% | 1.62% | 1.72% | 2.15% | 1.92% | 1.92% | 1.93% | 1.91% | 1.80% |
Drawdowns
DVSMX vs. VDIGX - Drawdown Comparison
The maximum DVSMX drawdown since its inception was -53.84%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for DVSMX and VDIGX. For additional features, visit the drawdowns tool.
Volatility
DVSMX vs. VDIGX - Volatility Comparison
Driehaus Small Cap Growth Fund (DVSMX) has a higher volatility of 6.54% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.60%. This indicates that DVSMX's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.