DSCGX vs. FCPGX
DSCGX (DFA U.S. Small Cap Growth Portfolio) and FCPGX (Fidelity Small Cap Growth Fund) are both Small Cap Growth Equities funds. Over the past 10 years, DSCGX returned 10.40%/yr vs 14.39%/yr for FCPGX. Their correlation of 0.90 means they have usually moved in the same direction. DSCGX charges 0.32%/yr vs 0.88%/yr for FCPGX.
Performance
DSCGX vs. FCPGX - Performance Comparison
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Returns By Period
In the year-to-date period, DSCGX achieves a 12.17% return, which is significantly lower than FCPGX's 20.94% return. Over the past 10 years, DSCGX has underperformed FCPGX with an annualized return of 10.40%, while FCPGX has yielded a comparatively higher 14.39% annualized return.
DSCGX
- 1D
- 1.07%
- 1M
- -0.67%
- 6M
- 7.45%
- YTD
- 12.17%
- 1Y
- 19.09%
- 3Y*
- 11.67%
- 5Y*
- 6.66%
- 10Y*
- 10.40%
- ALL TIME*
- 11.03%
FCPGX
- 1D
- 2.52%
- 1M
- -3.07%
- 6M
- 16.38%
- YTD
- 20.94%
- 1Y
- 36.65%
- 3Y*
- 18.73%
- 5Y*
- 7.92%
- 10Y*
- 14.39%
- ALL TIME*
- 12.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DSCGX vs. FCPGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | 12.17% | 5.94% | 13.86% | 21.25% | -17.79% | 20.37% | 19.35% | 26.17% | -12.33% | 15.99% |
FCPGX Fidelity Small Cap Growth Fund | 20.94% | 11.20% | 20.56% | 19.02% | -25.34% | 10.50% | 36.41% | 36.31% | -4.57% | 28.99% |
Correlation
The correlation between DSCGX and FCPGX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.90 |
The correlation between DSCGX and FCPGX has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.
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Return for Risk
DSCGX vs. FCPGX — Risk / Return Rank
DSCGX
FCPGX
DSCGX vs. FCPGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Growth Portfolio (DSCGX) and Fidelity Small Cap Growth Fund (FCPGX). 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 | FCPGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 2.50 | -1.04 |
| Martin ratioReturn relative to average drawdown | 5.07 | 9.38 | -4.31 |
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Drawdowns
DSCGX vs. FCPGX - Drawdown Comparison
The maximum DSCGX drawdown since its inception was -41.44%, smaller than the maximum FCPGX drawdown of -59.11%. Use the drawdown chart below to compare losses from any high point for DSCGX and FCPGX.
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Drawdown Indicators
| DSCGX | FCPGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.44% | -59.11% | +17.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -13.12% | +2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -24.46% | -28.69% | +4.23% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -39.04% | +7.72% |
Max Drawdown (10Y)Largest decline over 10 years | -41.44% | -39.04% | -2.40% |
Current DrawdownCurrent decline from peak | -1.68% | -5.24% | +3.56% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -10.64% | +3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 3.51% | -0.35% |
Volatility
DSCGX vs. FCPGX - Volatility Comparison
The current volatility for DFA U.S. Small Cap Growth Portfolio (DSCGX) is 3.52%, while Fidelity Small Cap Growth Fund (FCPGX) has a volatility of 6.00%. This indicates that DSCGX experiences smaller price fluctuations and is considered to be less risky than FCPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSCGX | FCPGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 6.00% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 11.88% | 17.96% | -6.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.69% | 22.70% | -6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.36% | 23.72% | -3.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 22.94% | -1.23% |
DSCGX vs. FCPGX - Expense Ratio Comparison
DSCGX has a 0.32% expense ratio, which is lower than FCPGX's 0.88% expense ratio.
Dividends
DSCGX vs. FCPGX - Dividend Comparison
DSCGX's dividend yield for the trailing twelve months is around 0.55%, less than FCPGX's 5.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | 0.55% | 0.60% | 0.62% | 0.72% | 4.08% | 3.27% | 0.58% | 1.28% | 5.44% | 1.50% | 1.12% | 1.20% |
FCPGX Fidelity Small Cap Growth Fund | 5.28% | 6.38% | 1.37% | 0.00% | 0.00% | 19.27% | 8.19% | 5.31% | 14.35% | 6.88% | 1.53% | 4.32% |
Frequently Asked Questions
DSCGX and FCPGX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCPGX has higher volatility (6.00%) compared to DSCGX (3.52%). In terms of maximum drawdown, DSCGX dropped -41.44% vs FCPGX's -59.11%.
FCPGX currently has the higher Sharpe Ratio (1.45 vs 0.96), 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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