DSCGX vs. DFEOX
Compare and contrast key facts about DFA U.S. Small Cap Growth Portfolio (DSCGX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DSCGX is managed by Dimensional. It was launched on Dec 20, 2012. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DSCGX vs. DFEOX - Performance Comparison
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DSCGX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | -3.76% | 5.94% | 13.86% | 21.25% | -17.79% | 20.37% | 19.35% | 26.17% | -12.33% | 15.99% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DSCGX achieves a -3.76% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DSCGX has underperformed DFEOX with an annualized return of 9.37%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DSCGX
- 1D
- -1.01%
- 1M
- -9.72%
- YTD
- -3.76%
- 6M
- -3.83%
- 1Y
- 9.42%
- 3Y*
- 9.34%
- 5Y*
- 4.44%
- 10Y*
- 9.37%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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DSCGX vs. DFEOX - Expense Ratio Comparison
DSCGX has a 0.32% expense ratio, which is higher than DFEOX's 0.14% expense ratio.
Return for Risk
DSCGX vs. DFEOX — Risk / Return Rank
DSCGX
DFEOX
DSCGX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Growth Portfolio (DSCGX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.
| DSCGX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.93 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.84 | 1.43 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.22 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 0.98 | -0.43 |
Martin ratioReturn relative to average drawdown | 2.04 | 4.74 | -2.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSCGX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.93 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.62 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.72 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.51 | -0.02 |
Correlation
The correlation between DSCGX and DFEOX is 0.92, 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.
Dividends
DSCGX vs. DFEOX - Dividend Comparison
DSCGX's dividend yield for the trailing twelve months is around 0.60%, less than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | 0.60% | 0.60% | 0.62% | 0.72% | 4.08% | 3.27% | 0.58% | 1.28% | 5.44% | 1.50% | 1.12% | 1.20% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DSCGX vs. DFEOX - Drawdown Comparison
The maximum DSCGX drawdown since its inception was -41.44%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DSCGX and DFEOX.
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Drawdown Indicators
| DSCGX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.44% | -56.77% | +15.33% |
Max Drawdown (1Y)Largest decline over 1 year | -13.40% | -12.58% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -22.86% | -8.46% |
Max Drawdown (10Y)Largest decline over 10 years | -41.44% | -36.55% | -4.89% |
Current DrawdownCurrent decline from peak | -10.99% | -8.28% | -2.71% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -7.25% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 2.69% | +0.89% |
Volatility
DSCGX vs. DFEOX - Volatility Comparison
DFA U.S. Small Cap Growth Portfolio (DSCGX) has a higher volatility of 5.47% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that DSCGX's price experiences larger fluctuations and is considered to be riskier than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSCGX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 4.20% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.08% | 8.49% | +3.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.43% | 17.87% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.43% | 16.88% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.75% | 17.98% | +3.77% |