US SMALL Competition
| DFSTX Fund | USD 52.69 -0.80 -1.50% |
Pair Correlation for US SMALL and LAZARD EMERGING Overview
Poor diversification
The correlation between US SMALL and LAZARD EMERGING is 0.74, which Macroaxis classifies as Poor diversification for the selected horizon. This chart helps evaluate whether adding LAZARD EMERGING genuinely reduces risk relative to holding US SMALL alone.
The concept of mean reversion suggests that US SMALL's price will eventually return toward its long-run average. Positions sized too aggressively against the trend can suffer sustained losses before reversion occurs in US SMALL. The mean reversion framework for US SMALL is built on the premise that markets are not perfectly efficient.
US SMALL Competition Correlation Matrix
Competition correlation for Us Small Cap matters because related securities often respond to the same industry, factor, or macro drivers even when their business stories differ. The useful question is whether competitors are behaving like true alternatives or simply tracking the same sector move with different volatility.
High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
Evaluating DFSTX Mutual Fund requires separating price momentum from underlying operating strength versus competitors. Risk-adjusted metrics help compare US SMALL's efficiency and downside exposure against peers on a like-for-like basis. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DFSVX | 0.89 | 0.20 | 0.17 | 0.08 | 1.00 | 1.85 | 5.68 | |||
| TEPLX | 0.77 | -0.12 | 0.00 | 0.44 | 0.00 | 1.31 | 4.56 | |||
| TWCGX | 0.83 | -0.13 | 0.00 | -0.28 | 0.00 | 1.25 | 4.80 | |||
| OTCIX | 1.00 | -0.03 | 0.00 | -0.14 | 0.00 | 1.49 | 5.88 | |||
| VAFIX | 1.02 | -0.10 | 0.00 | -0.22 | 0.00 | 1.58 | 6.55 | |||
| DFFVX | 0.84 | 0.17 | 0.16 | 0.06 | 0.99 | 1.82 | 5.26 | |||
| FSPTX | 1.17 | -0.01 | 0.00 | -0.12 | 0.00 | 1.80 | 6.73 | |||
| LZOEX | 0.76 | 0.16 | 0.18 | 0.16 | 1.00 | 1.36 | 5.08 | |||
| DFISX | 0.78 | 0.05 | 0.00 | -0.04 | 0.00 | 1.61 | 5.04 | |||
| RLEMX | 0.76 | 0.16 | 0.18 | 0.17 | 1.00 | 1.34 | 5.11 |
US SMALL Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
US SMALL Competition Peer Performance Charts
How to Analyze US SMALL Against Peers
US SMALL's peer analysis compares US SMALL with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether US SMALL trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where US SMALL leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
US SMALL's free cash flow conversion rate exceeds the peer group norm, a sign that reported profits are backed by real cash. Competition analysis adds context to price action by grounding it in relative fundamentals.
Data shown for Us Small Cap is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication timing can introduce delays.