ESGIX vs. DSCIX
Compare and contrast key facts about Dana Epiphany ESG Equity Fund (ESGIX) and Dana Epiphany ESG Small Cap Equity Fund (DSCIX).
ESGIX is managed by Dana Investment. It was launched on Feb 13, 2008. DSCIX is managed by Dana Investment. It was launched on Nov 3, 2015.
Performance
ESGIX vs. DSCIX - Performance Comparison
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ESGIX vs. DSCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ESGIX Dana Epiphany ESG Equity Fund | -6.65% | 16.41% | 17.86% | 14.91% | -18.78% | 25.81% | 13.86% | 29.17% | 1.49% |
DSCIX Dana Epiphany ESG Small Cap Equity Fund | 4.40% | 13.18% | 5.10% | 20.00% | -21.46% | 30.92% | 13.33% | 21.51% | 1.88% |
Returns By Period
In the year-to-date period, ESGIX achieves a -6.65% return, which is significantly lower than DSCIX's 4.40% return.
ESGIX
- 1D
- -0.76%
- 1M
- -8.07%
- YTD
- -6.65%
- 6M
- -5.35%
- 1Y
- 15.56%
- 3Y*
- 11.89%
- 5Y*
- 6.68%
- 10Y*
- —
DSCIX
- 1D
- -0.96%
- 1M
- -4.81%
- YTD
- 4.40%
- 6M
- 8.90%
- 1Y
- 32.44%
- 3Y*
- 12.01%
- 5Y*
- 5.68%
- 10Y*
- 8.50%
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ESGIX vs. DSCIX - Expense Ratio Comparison
ESGIX has a 1.12% expense ratio, which is higher than DSCIX's 0.95% expense ratio.
Return for Risk
ESGIX vs. DSCIX — Risk / Return Rank
ESGIX
DSCIX
ESGIX vs. DSCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dana Epiphany ESG Equity Fund (ESGIX) and Dana Epiphany ESG Small Cap Equity Fund (DSCIX). 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.
| ESGIX | DSCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.43 | -0.60 |
Sortino ratioReturn per unit of downside risk | 1.29 | 2.06 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.28 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.13 | -1.07 |
Martin ratioReturn relative to average drawdown | 4.86 | 10.30 | -5.44 |
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
| ESGIX | DSCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.43 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.26 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.35 | +0.23 |
Correlation
The correlation between ESGIX and DSCIX is 0.87, 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
ESGIX vs. DSCIX - Dividend Comparison
ESGIX's dividend yield for the trailing twelve months is around 7.28%, more than DSCIX's 5.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESGIX Dana Epiphany ESG Equity Fund | 7.28% | 6.78% | 0.33% | 0.76% | 1.09% | 1.81% | 2.08% | 18.54% | 0.00% | 0.00% | 0.00% |
DSCIX Dana Epiphany ESG Small Cap Equity Fund | 5.76% | 6.01% | 0.16% | 0.30% | 4.99% | 8.71% | 0.05% | 0.00% | 9.11% | 0.03% | 0.18% |
Drawdowns
ESGIX vs. DSCIX - Drawdown Comparison
The maximum ESGIX drawdown since its inception was -36.04%, smaller than the maximum DSCIX drawdown of -47.60%. Use the drawdown chart below to compare losses from any high point for ESGIX and DSCIX.
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Drawdown Indicators
| ESGIX | DSCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.04% | -47.60% | +11.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.74% | -14.09% | +1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -25.01% | -32.94% | +7.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.60% | — |
Current DrawdownCurrent decline from peak | -9.40% | -5.92% | -3.48% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -10.02% | +3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.91% | -0.12% |
Volatility
ESGIX vs. DSCIX - Volatility Comparison
The current volatility for Dana Epiphany ESG Equity Fund (ESGIX) is 4.36%, while Dana Epiphany ESG Small Cap Equity Fund (DSCIX) has a volatility of 6.10%. This indicates that ESGIX experiences smaller price fluctuations and is considered to be less risky than DSCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGIX | DSCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 6.10% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 12.57% | -2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.27% | 22.76% | -3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 22.17% | -4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 23.21% | -2.91% |