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DGRS vs. TSCV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGRS vs. TSCV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) and Thrivent Small Cap Value ETF (TSCV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGRS achieves a 13.56% return, which is significantly lower than TSCV's 15.89% return.


DGRS

1D
-1.02%
1M
0.29%
YTD
13.56%
6M
12.71%
1Y
25.18%
3Y*
13.73%
5Y*
5.89%
10Y*
9.61%

TSCV

1D
-0.29%
1M
1.16%
YTD
15.89%
6M
14.99%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRS vs. TSCV - Yearly Performance Comparison


Correlation

The correlation between DGRS and TSCV is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

0.91

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Return for Risk

DGRS vs. TSCV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGRS
DGRS Risk / Return Rank: 4444
Overall Rank
DGRS Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DGRS Sortino Ratio Rank: 4343
Sortino Ratio Rank
DGRS Omega Ratio Rank: 3838
Omega Ratio Rank
DGRS Calmar Ratio Rank: 5252
Calmar Ratio Rank
DGRS Martin Ratio Rank: 4848
Martin Ratio Rank

TSCV
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGRS vs. TSCV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) and Thrivent Small Cap Value ETF (TSCV). 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.


DGRSTSCVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.61

Martin ratioReturn relative to average drawdown

8.01

DGRS vs. TSCV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DGRSTSCVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

2.84

-2.43

Drawdowns

DGRS vs. TSCV - Drawdown Comparison

The maximum DGRS drawdown since its inception was -44.83%, which is greater than TSCV's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for DGRS and TSCV.


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Drawdown Indicators


DGRSTSCVDifference

Max Drawdown

Largest peak-to-trough decline

-44.83%

-10.17%

-34.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

Max Drawdown (3Y)

Largest decline over 3 years

-27.57%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

Max Drawdown (10Y)

Largest decline over 10 years

-44.83%

Current Drawdown

Current decline from peak

-1.78%

-0.70%

-1.08%

Average Drawdown

Average peak-to-trough decline

-6.73%

-2.11%

-4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

Volatility

DGRS vs. TSCV - Volatility Comparison


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Volatility by Period


DGRSTSCVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

Volatility (1Y)

Calculated over the trailing 1-year period

18.03%

16.80%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.43%

16.80%

+3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.63%

16.80%

+6.83%

DGRS vs. TSCV - Expense Ratio Comparison

DGRS has a 0.38% expense ratio, which is lower than TSCV's 0.60% expense ratio.


Dividends

DGRS vs. TSCV - Dividend Comparison

DGRS's dividend yield for the trailing twelve months is around 2.23%, more than TSCV's 0.24% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRS
WisdomTree U.S. SmallCap Quality Dividend Growth Fund
2.23%2.68%2.15%2.36%2.88%2.19%2.32%2.39%2.64%1.90%1.82%2.55%
TSCV
Thrivent Small Cap Value ETF
0.24%0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, DGRS and TSCV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, DGRS is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRS is cheaper with a 0.38% expense ratio, compared with 0.60% for TSCV.

DGRS has the higher dividend yield at 2.23%, compared with 0.24% for TSCV.

They also come from different issuers: WisdomTree and Thrivent. Their fees differ too: 0.38% for DGRS and 0.60% for TSCV.

Portfolio Optimizer

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