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PSECX vs. DDVCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSECX vs. DDVCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1789 Growth and Income Fund (PSECX) and Nomura Value Fund Class C (DDVCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PSECX achieves a 6.35% return, which is significantly lower than DDVCX's 8.20% return. Over the past 10 years, PSECX has outperformed DDVCX with an annualized return of 7.33%, while DDVCX has yielded a comparatively lower 6.75% annualized return.


PSECX

1D
0.40%
1M
2.34%
6M
2.98%
YTD
6.35%
1Y
10.20%
3Y*
11.09%
5Y*
7.37%
10Y*
7.33%
ALL TIME*
7.21%

DDVCX

1D
0.31%
1M
0.78%
6M
2.83%
YTD
8.20%
1Y
16.39%
3Y*
7.98%
5Y*
5.36%
10Y*
6.75%
ALL TIME*
6.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PSECX vs. DDVCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSECX
1789 Growth and Income Fund
6.35%8.04%14.49%10.64%-10.66%25.43%0.78%23.99%-5.18%5.16%
DDVCX
Nomura Value Fund Class C
8.20%9.95%5.68%1.06%-4.57%20.87%-0.63%19.33%-3.92%12.51%

Correlation

The correlation between PSECX and DDVCX is 0.79, 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.

0.79

Correlation (3Y)
Balances recent behavior with more history.

0.81

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.84

Correlation (10Y)
Provides a long-term view across more market conditions.

0.83

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2013

0.85

The correlation between PSECX and DDVCX has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.

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Return for Risk

PSECX vs. DDVCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PSECX
PSECX Risk / Return Rank: 2525
Overall Rank
PSECX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
PSECX Sortino Ratio Rank: 2626
Sortino Ratio Rank
PSECX Omega Ratio Rank: 2323
Omega Ratio Rank
PSECX Calmar Ratio Rank: 2626
Calmar Ratio Rank
PSECX Martin Ratio Rank: 2727
Martin Ratio Rank

DDVCX
DDVCX Risk / Return Rank: 3434
Overall Rank
DDVCX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DDVCX Sortino Ratio Rank: 3636
Sortino Ratio Rank
DDVCX Omega Ratio Rank: 3434
Omega Ratio Rank
DDVCX Calmar Ratio Rank: 3737
Calmar Ratio Rank
DDVCX Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PSECX vs. DDVCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1789 Growth and Income Fund (PSECX) and Nomura Value Fund Class C (DDVCX). 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.


PSECXDDVCXDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratioReturn relative to maximum drawdown

1.18

1.57

-0.39

Martin ratioReturn relative to average drawdown

3.94

4.24

-0.31

PSECX vs. DDVCX - Sharpe Ratio Comparison

The current PSECX Sharpe Ratio is 0.86, which is comparable to the DDVCX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of PSECX and DDVCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PSECX vs. DDVCX - Drawdown Comparison

The maximum PSECX drawdown since its inception was -31.13%, smaller than the maximum DDVCX drawdown of -54.29%. Use the drawdown chart below to compare losses from any high point for PSECX and DDVCX.


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Drawdown Indicators


PSECXDDVCXDifference

Max Drawdown

Largest peak-to-trough decline

-31.13%

-54.29%

+23.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.44%

-8.59%

+1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-12.51%

-18.71%

+6.20%

Max Drawdown (5Y)

Largest decline over 5 years

-18.47%

-18.71%

+0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-31.13%

-37.60%

+6.47%

Current Drawdown

Current decline from peak

-0.74%

-1.87%

+1.13%

Average Drawdown

Average peak-to-trough decline

-3.86%

-9.00%

+5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

3.19%

-0.97%

Volatility

PSECX vs. DDVCX - Volatility Comparison

1789 Growth and Income Fund (PSECX) has a higher volatility of 3.14% compared to Nomura Value Fund Class C (DDVCX) at 2.90%. This indicates that PSECX's price experiences larger fluctuations and is considered to be riskier than DDVCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSECXDDVCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

2.90%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

7.69%

8.92%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

10.18%

11.96%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.98%

14.50%

-2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.18%

17.04%

-3.86%

PSECX vs. DDVCX - Expense Ratio Comparison

PSECX has a 2.02% expense ratio, which is higher than DDVCX's 1.72% expense ratio.


Dividends

PSECX vs. DDVCX - Dividend Comparison

PSECX's dividend yield for the trailing twelve months is around 0.93%, less than DDVCX's 24.25% yield.


PositionTTM20252024202320222021202020192018201720162015
DDVCX
Nomura Value Fund Class C
24.25%26.55%30.88%10.78%9.46%23.96%1.92%4.13%5.29%3.08%1.57%1.97%
PSECX
1789 Growth and Income Fund
0.93%0.85%3.88%2.71%4.60%1.53%0.27%1.16%6.78%0.59%0.31%5.12%

Frequently Asked Questions


PSECX and DDVCX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSECX has higher volatility (3.14%) compared to DDVCX (2.90%). In terms of maximum drawdown, PSECX dropped -31.13% vs DDVCX's -54.29%.

DDVCX currently has the higher Sharpe Ratio (1.13 vs 0.86), 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.

Portfolio Optimizer

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