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 -1.42%/yr vs -4.56%/yr for DRCVX. A 0.65 correlation means they provide meaningful diversification when combined. 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 -5.08% return, which is significantly lower than DRCVX's 3.17% return. Over the past 10 years, GRZZX has outperformed DRCVX with an annualized return of -1.42%, while DRCVX has yielded a comparatively lower -4.56% annualized return.
GRZZX
- 1D
- 0.91%
- 1M
- -0.50%
- YTD
- -5.08%
- 6M
- -3.76%
- 1Y
- -7.65%
- 3Y*
- -6.83%
- 5Y*
- -3.12%
- 10Y*
- -1.42%
DRCVX
- 1D
- 0.22%
- 1M
- 0.22%
- YTD
- 3.17%
- 6M
- 3.09%
- 1Y
- 8.88%
- 3Y*
- 7.75%
- 5Y*
- 5.20%
- 10Y*
- -4.56%
GRZZX vs. DRCVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRZZX Grizzly Short Fund | -5.08% | -2.98% | -6.74% | -18.72% | 22.43% | -15.87% | -41.33% | -29.43% | 301.98% | -19.84% |
DRCVX Comstock Capital Value Fund | 3.17% | 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 -0.63, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
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 -0.67 (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 | -3.77 | ||
| Sortino ratioReturn per unit of downside risk | -5.88 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.75 | -0.84 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 10.30 | -10.93 |
| Martin ratioReturn relative to average drawdown | -1.37 | 36.95 | -38.32 |
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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 | -13.89% | -0.89% | -13.00% |
Max Drawdown (3Y)Largest decline over 3 years | -29.48% | -3.82% | -25.66% |
Max Drawdown (5Y)Largest decline over 5 years | -37.65% | -4.08% | -33.57% |
Max Drawdown (10Y)Largest decline over 10 years | -72.45% | -54.27% | -18.18% |
Current DrawdownCurrent decline from peak | -89.42% | -96.61% | +7.19% |
Average DrawdownAverage peak-to-trough decline | -69.39% | -65.92% | -3.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.62% | 0.25% | +6.37% |
Volatility
GRZZX vs. DRCVX - Volatility Comparison
Grizzly Short Fund (GRZZX) has a higher volatility of 4.52% compared to Comstock Capital Value Fund (DRCVX) at 0.93%. 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 | 4.52% | 0.93% | +3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 1.91% | +8.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.05% | 2.93% | +11.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.60% | 4.58% | +15.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 96.68% | 9.75% | +86.93% |
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 4.82%, 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 | 4.82% | 6.00% | 10.30% | 6.61% | 0.00% | 0.00% | 0.00% | 1.14% |
Frequently Asked Questions
GRZZX and DRCVX have a correlation of -0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GRZZX has higher volatility (4.52%) compared to DRCVX (0.93%). In terms of maximum drawdown, GRZZX dropped -91.80% vs DRCVX's -97.47%.
DRCVX currently has the higher Sharpe Ratio (3.15 vs -0.62), 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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