DFDSX vs. SCHG

In the year-to-date period, DFDSX achieves a -5.89% return, which is significantly lower than SCHG's -1.01% return. Over the past 10 years, DFDSX has underperformed SCHG with an annualized return of 8.55%, while SCHG has yielded a comparatively higher 15.84% annualized return.

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DFDSX has a 1.05% expense ratio, which is higher than SCHG's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DF Dent Small Cap Growth Fund (DFDSX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.

The current DFDSX Sharpe Ratio is 0.17, which is lower than the SCHG Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of DFDSX and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFDSX has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.

The maximum DFDSX drawdown since its inception was -37.88%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for DFDSX and SCHG.

DF Dent Small Cap Growth Fund (DFDSX) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.96% and 5.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.