DSCGX vs. CALF
Compare and contrast key facts about DFA U.S. Small Cap Growth Portfolio (DSCGX) and Pacer US Small Cap Cash Cows 100 ETF (CALF).
DSCGX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012. CALF is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSCGX or CALF.
Key characteristics
| DSCGX | CALF | |
|---|---|---|
| YTD Return | 21.55% | 0.73% |
| 1Y Return | 39.77% | 18.60% |
| 3Y Return (Ann) | 5.56% | 2.75% |
| 5Y Return (Ann) | 13.60% | 14.89% |
| Sharpe Ratio | 2.21 | 0.85 |
| Sortino Ratio | 3.09 | 1.39 |
| Omega Ratio | 1.38 | 1.16 |
| Calmar Ratio | 2.46 | 1.32 |
| Martin Ratio | 13.26 | 3.02 |
| Ulcer Index | 3.00% | 6.08% |
| Daily Std Dev | 17.98% | 21.65% |
| Max Drawdown | -41.44% | -47.58% |
| Current Drawdown | -1.22% | -1.75% |
Correlation
The correlation between DSCGX and CALF is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DSCGX vs. CALF - Performance Comparison
In the year-to-date period, DSCGX achieves a 21.55% return, which is significantly higher than CALF's 0.73% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DSCGX vs. CALF - Expense Ratio Comparison
DSCGX has a 0.32% expense ratio, which is lower than CALF's 0.59% expense ratio.
Risk-Adjusted Performance
DSCGX vs. CALF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Growth Portfolio (DSCGX) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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.
Dividends
DSCGX vs. CALF - Dividend Comparison
DSCGX's dividend yield for the trailing twelve months is around 0.63%, less than CALF's 1.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | 0.63% | 0.72% | 0.83% | 0.56% | 0.58% | 0.74% | 0.99% | 0.72% | 0.84% | 0.78% | 0.63% | 1.19% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.03% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DSCGX vs. CALF - Drawdown Comparison
The maximum DSCGX drawdown since its inception was -41.44%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for DSCGX and CALF. For additional features, visit the drawdowns tool.
Volatility
DSCGX vs. CALF - Volatility Comparison
The current volatility for DFA U.S. Small Cap Growth Portfolio (DSCGX) is 5.94%, while Pacer US Small Cap Cash Cows 100 ETF (CALF) has a volatility of 7.50%. This indicates that DSCGX experiences smaller price fluctuations and is considered to be less risky than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.