DSCGX vs. DSCIX
DSCGX (DFA U.S. Small Cap Growth Portfolio) and DSCIX (Dana Epiphany ESG Small Cap Equity Fund) are both Small Cap Growth Equities funds. Over the past 10 years, DSCGX returned 11.02%/yr vs 10.60%/yr for DSCIX. Their correlation of 0.95 suggests significant overlap in exposure. DSCGX charges 0.32%/yr vs 0.95%/yr for DSCIX.
Performance
DSCGX vs. DSCIX - Performance Comparison
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Returns By Period
In the year-to-date period, DSCGX achieves a 10.57% return, which is significantly lower than DSCIX's 26.20% return. Both investments have delivered pretty close results over the past 10 years, with DSCGX having a 11.02% annualized return and DSCIX not far behind at 10.60%.
DSCGX
- 1D
- -0.83%
- 1M
- 3.02%
- YTD
- 10.57%
- 6M
- 7.83%
- 1Y
- 17.63%
- 3Y*
- 13.95%
- 5Y*
- 6.44%
- 10Y*
- 11.02%
DSCIX
- 1D
- -0.90%
- 1M
- 6.03%
- YTD
- 26.20%
- 6M
- 23.33%
- 1Y
- 45.48%
- 3Y*
- 18.08%
- 5Y*
- 8.65%
- 10Y*
- 10.60%
DSCGX vs. DSCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | 10.57% | 5.94% | 13.86% | 21.25% | -17.79% | 20.37% | 19.35% | 26.17% | -12.33% | 15.99% |
DSCIX Dana Epiphany ESG Small Cap Equity Fund | 26.20% | 13.18% | 5.10% | 20.00% | -21.46% | 30.92% | 13.33% | 21.51% | -16.96% | 11.59% |
Correlation
The correlation between DSCGX and DSCIX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.95 |
The correlation between DSCGX and DSCIX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
DSCGX vs. DSCIX — Risk / Return Rank
DSCGX
DSCIX
DSCGX vs. DSCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Growth Portfolio (DSCGX) and Dana Epiphany ESG Small Cap Equity Fund (DSCIX). 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.
| DSCGX | DSCIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.46 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 6.78 | -5.03 |
| Martin ratioReturn relative to average drawdown | 6.14 | 24.42 | -18.28 |
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Drawdowns
DSCGX vs. DSCIX - Drawdown Comparison
The maximum DSCGX drawdown since its inception was -41.44%, smaller than the maximum DSCIX drawdown of -47.60%. Use the drawdown chart below to compare losses from any high point for DSCGX and DSCIX.
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Drawdown Indicators
| DSCGX | DSCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.44% | -47.60% | +6.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -7.08% | -3.91% |
Max Drawdown (3Y)Largest decline over 3 years | -24.46% | -32.94% | +8.48% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -32.94% | +1.62% |
Max Drawdown (10Y)Largest decline over 10 years | -41.44% | -47.60% | +6.16% |
Current DrawdownCurrent decline from peak | -0.98% | -0.90% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -9.81% | +2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 1.96% | +1.17% |
Volatility
DSCGX vs. DSCIX - Volatility Comparison
DFA U.S. Small Cap Growth Portfolio (DSCGX) and Dana Epiphany ESG Small Cap Equity Fund (DSCIX) have volatilities of 4.80% and 4.66%, 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.
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Volatility by Period
| DSCGX | DSCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 4.66% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 12.17% | 12.35% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 17.39% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.44% | 22.20% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.76% | 23.23% | -1.47% |
DSCGX vs. DSCIX - Expense Ratio Comparison
DSCGX has a 0.32% expense ratio, which is lower than DSCIX's 0.95% expense ratio.
Dividends
DSCGX vs. DSCIX - Dividend Comparison
DSCGX's dividend yield for the trailing twelve months is around 0.54%, less than DSCIX's 4.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | 0.54% | 0.60% | 0.62% | 0.72% | 4.08% | 3.27% | 0.58% | 1.28% | 5.44% | 1.50% | 1.12% | 1.20% |
DSCIX Dana Epiphany ESG Small Cap Equity Fund | 4.72% | 6.01% | 0.16% | 0.30% | 4.99% | 8.71% | 0.05% | 0.00% | 9.11% | 0.03% | 0.18% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, DSCGX and DSCIX 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.
DSCGX has higher volatility (4.80%) compared to DSCIX (4.66%). In terms of maximum drawdown, DSCGX dropped -41.44% vs DSCIX's -47.60%.
DSCIX currently has the higher Sharpe Ratio (2.76 vs 1.14), 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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