GTSAX vs. DCCIX
Compare and contrast key facts about Invesco Small Cap Growth Fund (GTSAX) and Delaware Small Cap Core Fund (DCCIX).
GTSAX is managed by Invesco. It was launched on Oct 18, 1995. DCCIX is managed by Delaware Funds. It was launched on Dec 29, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTSAX or DCCIX.
Key characteristics
| GTSAX | DCCIX | |
|---|---|---|
| YTD Return | 23.61% | 17.01% |
| 1Y Return | 43.46% | 33.71% |
| 3Y Return (Ann) | -17.66% | -1.72% |
| 5Y Return (Ann) | -3.22% | 7.31% |
| 10Y Return (Ann) | -2.90% | 4.84% |
| Sharpe Ratio | 2.31 | 1.67 |
| Sortino Ratio | 3.11 | 2.44 |
| Omega Ratio | 1.39 | 1.30 |
| Calmar Ratio | 0.72 | 1.15 |
| Martin Ratio | 13.33 | 9.40 |
| Ulcer Index | 3.33% | 3.61% |
| Daily Std Dev | 19.21% | 20.29% |
| Max Drawdown | -72.17% | -61.10% |
| Current Drawdown | -44.90% | -5.68% |
Correlation
The correlation between GTSAX and DCCIX is 0.92, 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.
Performance
GTSAX vs. DCCIX - Performance Comparison
In the year-to-date period, GTSAX achieves a 23.61% return, which is significantly higher than DCCIX's 17.01% return. Over the past 10 years, GTSAX has underperformed DCCIX with an annualized return of -2.90%, while DCCIX has yielded a comparatively higher 4.84% annualized 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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GTSAX vs. DCCIX - Expense Ratio Comparison
GTSAX has a 1.14% expense ratio, which is higher than DCCIX's 0.81% expense ratio.
Risk-Adjusted Performance
GTSAX vs. DCCIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Small Cap Growth Fund (GTSAX) and Delaware Small Cap Core Fund (DCCIX). 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
GTSAX vs. DCCIX - Dividend Comparison
GTSAX has not paid dividends to shareholders, while DCCIX's dividend yield for the trailing twelve months is around 0.50%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTSAX Invesco Small Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.05% |
DCCIX Delaware Small Cap Core Fund | 0.50% | 0.58% | 0.50% | 0.20% | 0.20% | 0.41% | 0.47% | 0.10% | 0.07% | 0.00% | 0.00% | 0.00% |
Drawdowns
GTSAX vs. DCCIX - Drawdown Comparison
The maximum GTSAX drawdown since its inception was -72.17%, which is greater than DCCIX's maximum drawdown of -61.10%. Use the drawdown chart below to compare losses from any high point for GTSAX and DCCIX. For additional features, visit the drawdowns tool.
Volatility
GTSAX vs. DCCIX - Volatility Comparison
The current volatility for Invesco Small Cap Growth Fund (GTSAX) is 5.84%, while Delaware Small Cap Core Fund (DCCIX) has a volatility of 6.93%. This indicates that GTSAX experiences smaller price fluctuations and is considered to be less risky than DCCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.