DFDMX vs. SGFFX
DFDMX (DF Dent Midcap Growth Fund) and SGFFX (Sparrow Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, DFDMX returned 9.08%/yr vs 15.72%/yr for SGFFX. A 0.76 correlation means they provide meaningful diversification when combined. DFDMX charges 0.85%/yr vs 1.81%/yr for SGFFX.
Performance
DFDMX vs. SGFFX - Performance Comparison
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Returns By Period
In the year-to-date period, DFDMX achieves a -5.49% return, which is significantly lower than SGFFX's 2.93% return. Over the past 10 years, DFDMX has underperformed SGFFX with an annualized return of 9.08%, while SGFFX has yielded a comparatively higher 15.72% annualized return.
DFDMX
- 1D
- 0.17%
- 1M
- 5.56%
- 6M
- -8.73%
- YTD
- -5.49%
- 1Y
- -8.99%
- 3Y*
- 3.83%
- 5Y*
- -1.64%
- 10Y*
- 9.08%
SGFFX
- 1D
- 0.27%
- 1M
- 2.43%
- 6M
- 2.17%
- YTD
- 2.93%
- 1Y
- 9.42%
- 3Y*
- 19.10%
- 5Y*
- 4.88%
- 10Y*
- 15.72%
DFDMX vs. SGFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFDMX DF Dent Midcap Growth Fund | -5.49% | 0.49% | 11.15% | 22.91% | -30.52% | 12.26% | 30.43% | 40.14% | -0.24% | 31.22% |
SGFFX Sparrow Growth Fund | 2.93% | 14.31% | 34.81% | 17.02% | -23.36% | -11.00% | 97.83% | 27.24% | 6.26% | 31.24% |
Correlation
The correlation between DFDMX and SGFFX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2011 | 0.76 |
Over the past year, the correlation between DFDMX and SGFFX has dropped to 0.53 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.
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Return for Risk
DFDMX vs. SGFFX — Risk / Return Rank
DFDMX
SGFFX
DFDMX vs. SGFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DF Dent Midcap Growth Fund (DFDMX) and Sparrow Growth Fund (SGFFX). 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.
| DFDMX | SGFFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.12 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 0.56 | -1.01 |
| Martin ratioReturn relative to average drawdown | -0.86 | 1.85 | -2.71 |
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Drawdowns
DFDMX vs. SGFFX - Drawdown Comparison
The maximum DFDMX drawdown since its inception was -40.46%, smaller than the maximum SGFFX drawdown of -62.10%. Use the drawdown chart below to compare losses from any high point for DFDMX and SGFFX.
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Drawdown Indicators
| DFDMX | SGFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.46% | -62.10% | +21.64% |
Max Drawdown (1Y)Largest decline over 1 year | -22.32% | -15.33% | -6.99% |
Max Drawdown (3Y)Largest decline over 3 years | -22.32% | -39.29% | +16.97% |
Max Drawdown (5Y)Largest decline over 5 years | -40.46% | -40.24% | -0.22% |
Max Drawdown (10Y)Largest decline over 10 years | -40.46% | -50.45% | +9.99% |
Current DrawdownCurrent decline from peak | -13.97% | -16.39% | +2.42% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -22.15% | +14.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.67% | 4.67% | +7.00% |
Volatility
DFDMX vs. SGFFX - Volatility Comparison
DF Dent Midcap Growth Fund (DFDMX) has a higher volatility of 5.21% compared to Sparrow Growth Fund (SGFFX) at 4.73%. This indicates that DFDMX's price experiences larger fluctuations and is considered to be riskier than SGFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFDMX | SGFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 4.73% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 12.79% | 10.86% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 13.51% | +2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.91% | 27.07% | -6.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.39% | 27.99% | -7.60% |
DFDMX vs. SGFFX - Expense Ratio Comparison
DFDMX has a 0.85% expense ratio, which is lower than SGFFX's 1.81% expense ratio.
Dividends
DFDMX vs. SGFFX - Dividend Comparison
Neither DFDMX nor SGFFX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFDMX DF Dent Midcap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.79% | 0.30% | 0.87% | 3.52% | 0.30% | 0.09% | 3.21% |
SGFFX Sparrow Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 18.67% | 0.00% | 0.67% | 1.33% | 5.84% | 7.33% | 0.00% | 2.59% |
Frequently Asked Questions
DFDMX and SGFFX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFDMX has higher volatility (5.21%) compared to SGFFX (4.73%). In terms of maximum drawdown, DFDMX dropped -40.46% vs SGFFX's -62.10%.
SGFFX currently has the higher Sharpe Ratio (0.64 vs -0.61), 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.
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