TCMSX vs. DEVLX
Compare and contrast key facts about Voya Small Cap Growth Fund (TCMSX) and Delaware Small Cap Value Fund (DEVLX).
TCMSX is managed by TCM Funds. It was launched on Oct 1, 2004. DEVLX is managed by Delaware Funds. It was launched on Jun 24, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TCMSX or DEVLX.
Key characteristics
| TCMSX | DEVLX | |
|---|---|---|
| YTD Return | 27.92% | 19.05% |
| 1Y Return | 48.62% | 30.83% |
| 3Y Return (Ann) | -2.59% | -0.03% |
| 5Y Return (Ann) | 7.46% | 5.94% |
| 10Y Return (Ann) | 3.57% | 4.34% |
| Sharpe Ratio | 2.44 | 1.54 |
| Sortino Ratio | 3.28 | 2.19 |
| Omega Ratio | 1.41 | 1.29 |
| Calmar Ratio | 1.29 | 1.28 |
| Martin Ratio | 14.38 | 7.46 |
| Ulcer Index | 3.40% | 4.12% |
| Daily Std Dev | 20.09% | 20.02% |
| Max Drawdown | -60.13% | -63.90% |
| Current Drawdown | -7.90% | -1.22% |
Correlation
The correlation between TCMSX and DEVLX is 0.88, 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
TCMSX vs. DEVLX - Performance Comparison
In the year-to-date period, TCMSX achieves a 27.92% return, which is significantly higher than DEVLX's 19.05% return. Over the past 10 years, TCMSX has underperformed DEVLX with an annualized return of 3.57%, while DEVLX has yielded a comparatively higher 4.34% 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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TCMSX vs. DEVLX - Expense Ratio Comparison
TCMSX has a 0.93% expense ratio, which is lower than DEVLX's 1.11% expense ratio.
Risk-Adjusted Performance
TCMSX vs. DEVLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Small Cap Growth Fund (TCMSX) and Delaware Small Cap Value Fund (DEVLX). 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
TCMSX vs. DEVLX - Dividend Comparison
TCMSX has not paid dividends to shareholders, while DEVLX's dividend yield for the trailing twelve months is around 2.36%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCMSX Voya 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% | 0.00% |
DEVLX Delaware Small Cap Value Fund | 2.36% | 2.81% | 0.77% | 0.37% | 0.68% | 0.95% | 0.84% | 0.40% | 0.52% | 0.71% | 0.34% | 0.10% |
Drawdowns
TCMSX vs. DEVLX - Drawdown Comparison
The maximum TCMSX drawdown since its inception was -60.13%, smaller than the maximum DEVLX drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for TCMSX and DEVLX. For additional features, visit the drawdowns tool.
Volatility
TCMSX vs. DEVLX - Volatility Comparison
The current volatility for Voya Small Cap Growth Fund (TCMSX) is 6.53%, while Delaware Small Cap Value Fund (DEVLX) has a volatility of 7.72%. This indicates that TCMSX experiences smaller price fluctuations and is considered to be less risky than DEVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.