GDIIX vs. LSVVX
GDIIX (Genter Dividend Income Fund) and LSVVX (LSV Conservative Value Equity Fund) are both Large Cap Value Equities funds. Over the past 10 years, GDIIX returned 11.40%/yr vs 11.12%/yr for LSVVX. Their correlation of 0.94 means they have usually moved in the same direction. GDIIX charges 1.25%/yr vs 0.35%/yr for LSVVX.
Performance
GDIIX vs. LSVVX - Performance Comparison
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Returns By Period
In the year-to-date period, GDIIX achieves a 15.41% return, which is significantly lower than LSVVX's 20.59% return. Both investments have delivered pretty close results over the past 10 years, with GDIIX having a 11.40% annualized return and LSVVX not far behind at 11.12%.
GDIIX
- 1D
- -0.83%
- 1M
- 1.97%
- 6M
- 8.40%
- YTD
- 15.41%
- 1Y
- 24.81%
- 3Y*
- 16.71%
- 5Y*
- 11.65%
- 10Y*
- 11.40%
- ALL TIME*
- 11.14%
LSVVX
- 1D
- 0.18%
- 1M
- 3.40%
- 6M
- 16.55%
- YTD
- 20.59%
- 1Y
- 39.09%
- 3Y*
- 15.66%
- 5Y*
- 11.24%
- 10Y*
- 11.12%
- ALL TIME*
- 7.18%
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 |
GDIIX vs. LSVVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GDIIX Genter Dividend Income Fund | 15.41% | 16.34% | 16.24% | 5.64% | -1.16% | 24.81% | -0.78% | 27.62% | -8.45% | 18.33% |
LSVVX LSV Conservative Value Equity Fund | 20.59% | 19.63% | 3.97% | 12.19% | -4.02% | 28.57% | -3.46% | 25.29% | -11.10% | 16.18% |
Correlation
The correlation between GDIIX and LSVVX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.94 |
The correlation between GDIIX and LSVVX shifts across timeframes, from 0.78 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GDIIX vs. LSVVX — Risk / Return Rank
GDIIX
LSVVX
GDIIX vs. LSVVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Genter Dividend Income Fund (GDIIX) and LSV Conservative Value Equity Fund (LSVVX). 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.
| GDIIX | LSVVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.59 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 5.83 | -2.22 |
| Martin ratioReturn relative to average drawdown | 12.85 | 23.09 | -10.23 |
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Drawdowns
GDIIX vs. LSVVX - Drawdown Comparison
The maximum GDIIX drawdown since its inception was -37.24%, smaller than the maximum LSVVX drawdown of -61.62%. Use the drawdown chart below to compare losses from any high point for GDIIX and LSVVX.
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Drawdown Indicators
| GDIIX | LSVVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.24% | -61.62% | +24.38% |
Max Drawdown (1Y)Largest decline over 1 year | -6.41% | -6.23% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -13.50% | -24.61% | +11.11% |
Max Drawdown (5Y)Largest decline over 5 years | -17.88% | -24.61% | +6.73% |
Max Drawdown (10Y)Largest decline over 10 years | -37.24% | -40.61% | +3.37% |
Current DrawdownCurrent decline from peak | -1.58% | -0.76% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -12.10% | +8.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 1.58% | +0.22% |
Volatility
GDIIX vs. LSVVX - Volatility Comparison
Genter Dividend Income Fund (GDIIX) has a higher volatility of 3.12% compared to LSV Conservative Value Equity Fund (LSVVX) at 2.68%. This indicates that GDIIX's price experiences larger fluctuations and is considered to be riskier than LSVVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GDIIX | LSVVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 2.68% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 8.14% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.48% | 11.22% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.69% | 15.84% | -2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 18.42% | -1.90% |
GDIIX vs. LSVVX - Expense Ratio Comparison
GDIIX has a 1.25% expense ratio, which is higher than LSVVX's 0.35% expense ratio.
Dividends
GDIIX vs. LSVVX - Dividend Comparison
GDIIX's dividend yield for the trailing twelve months is around 4.16%, less than LSVVX's 11.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GDIIX Genter Dividend Income Fund | 4.16% | 4.79% | 9.73% | 2.66% | 5.24% | 4.07% | 2.27% | 8.01% | 13.52% | 10.01% | 4.47% | 1.89% |
LSVVX LSV Conservative Value Equity Fund | 11.35% | 13.69% | 2.45% | 6.57% | 5.41% | 3.67% | 2.40% | 21.48% | 3.91% | 1.98% | 2.37% | 2.38% |
Frequently Asked Questions
GDIIX and LSVVX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDIIX has higher volatility (3.12%) compared to LSVVX (2.68%). In terms of maximum drawdown, GDIIX dropped -37.24% vs LSVVX's -61.62%.
LSVVX currently has the higher Sharpe Ratio (3.24 vs 2.21), 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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