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Rodrigo was Valencia's main threat in the opening 30 minutes, but chances for Los Che were few and far between.
Indeed, it was the home side that entered the interval with a two-goal lead following a late show in the first period. First, Jose Gaya turned into his own net from a Sidnei header, before Ivan Perez found the bottom corner via the post after 43 minutes.
Rodrigo had another brilliant chance for the visitors after 65 minutes, but he fired a rasping effort wide of the post following smart work from Gaya.
The result has moved Deportivo into 15th spot in the table, while Valencia remain third.