GRZZX vs. DRCVX
GRZZX (Grizzly Short Fund) and DRCVX (Comstock Capital Value Fund) are both Inverse Equities funds. Over the past 10 years, GRZZX returned -0.87%/yr vs -3.59%/yr for DRCVX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. GRZZX charges 1.61%/yr vs 0.00%/yr for DRCVX.
Performance
GRZZX vs. DRCVX - Performance Comparison
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Returns By Period
In the year-to-date period, GRZZX achieves a -9.31% return, which is significantly lower than DRCVX's 3.39% return. Over the past 10 years, GRZZX has outperformed DRCVX with an annualized return of -0.87%, while DRCVX has yielded a comparatively lower -3.59% annualized return.
GRZZX
- 1D
- -1.96%
- 1M
- -0.77%
- 6M
- -8.91%
- YTD
- -9.31%
- 1Y
- -8.86%
- 3Y*
- -7.02%
- 5Y*
- -3.92%
- 10Y*
- -0.87%
- ALL TIME*
- -7.08%
DRCVX
- 1D
- 0.22%
- 1M
- -0.22%
- 6M
- 3.16%
- YTD
- 3.39%
- 1Y
- 7.12%
- 3Y*
- 6.99%
- 5Y*
- 5.30%
- 10Y*
- -3.59%
- ALL TIME*
- -0.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
GRZZX Grizzly Short Fund | $0.00 | $0.00 | $0.00 |
GRZZX vs. DRCVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRZZX Grizzly Short Fund | -9.31% | -2.98% | -6.74% | -18.72% | 22.43% | -15.87% | -41.33% | -29.43% | 301.98% | -19.84% |
DRCVX Comstock Capital Value Fund | 3.39% | 11.55% | 2.02% | 6.55% | 4.13% | -2.16% | -5.36% | -25.76% | 7.76% | -20.58% |
Correlation
The correlation between GRZZX and DRCVX is -0.59, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.59 |
Correlation (3Y) Balances recent behavior with more history. | -0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.63 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.65 |
The correlation between GRZZX and DRCVX shifts across timeframes, from -0.66 (3 years) to 0.65 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GRZZX vs. DRCVX — Risk / Return Rank
GRZZX
DRCVX
GRZZX vs. DRCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grizzly Short Fund (GRZZX) and Comstock Capital Value Fund (DRCVX). 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.
| GRZZX | DRCVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.29 | ||
| Sortino ratioReturn per unit of downside risk | -5.08 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.60 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 7.99 | -8.62 |
| Martin ratioReturn relative to average drawdown | -1.33 | 27.58 | -28.91 |
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Drawdowns
GRZZX vs. DRCVX - Drawdown Comparison
The maximum GRZZX drawdown since its inception was -91.80%, smaller than the maximum DRCVX drawdown of -97.47%. Use the drawdown chart below to compare losses from any high point for GRZZX and DRCVX.
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Drawdown Indicators
| GRZZX | DRCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.80% | -97.47% | +5.67% |
Max Drawdown (1Y)Largest decline over 1 year | -16.21% | -0.89% | -15.32% |
Max Drawdown (3Y)Largest decline over 3 years | -31.38% | -3.82% | -27.56% |
Max Drawdown (5Y)Largest decline over 5 years | -39.33% | -4.08% | -35.25% |
Max Drawdown (10Y)Largest decline over 10 years | -73.19% | -49.21% | -23.98% |
Current DrawdownCurrent decline from peak | -89.89% | -96.61% | +6.72% |
Average DrawdownAverage peak-to-trough decline | -69.48% | -66.01% | -3.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.75% | 0.26% | +7.49% |
Volatility
GRZZX vs. DRCVX - Volatility Comparison
Grizzly Short Fund (GRZZX) has a higher volatility of 4.20% compared to Comstock Capital Value Fund (DRCVX) at 0.74%. This indicates that GRZZX's price experiences larger fluctuations and is considered to be riskier than DRCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GRZZX | DRCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 0.74% | +3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.72% | 1.95% | +8.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.06% | 2.80% | +11.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.64% | 4.59% | +15.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 96.65% | 9.41% | +87.24% |
GRZZX vs. DRCVX - Expense Ratio Comparison
GRZZX has a 1.61% expense ratio, which is higher than DRCVX's 0.00% expense ratio.
Dividends
GRZZX vs. DRCVX - Dividend Comparison
GRZZX's dividend yield for the trailing twelve months is around 5.04%, more than DRCVX's 1.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DRCVX Comstock Capital Value Fund | 1.90% | 1.96% | 0.00% | 1.71% | 0.00% | 0.00% | 0.00% | 0.00% |
GRZZX Grizzly Short Fund | 5.04% | 6.00% | 10.30% | 6.61% | 0.00% | 0.00% | 0.00% | 1.14% |
Frequently Asked Questions
GRZZX and DRCVX have a correlation of -0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GRZZX has higher volatility (4.20%) compared to DRCVX (0.74%). In terms of maximum drawdown, GRZZX dropped -91.80% vs DRCVX's -97.47%.
DRCVX currently has the higher Sharpe Ratio (2.56 vs -0.73), 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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