DSCGX vs. HRSMX
Compare and contrast key facts about DFA U.S. Small Cap Growth Portfolio (DSCGX) and Hood River Small-Cap Growth Fund (HRSMX).
DSCGX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012. HRSMX is managed by Hood River Capital Management. It was launched on Jan 2, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSCGX or HRSMX.
Key characteristics
| DSCGX | HRSMX | |
|---|---|---|
| YTD Return | 21.94% | 45.12% |
| 1Y Return | 42.15% | 74.03% |
| 3Y Return (Ann) | 5.70% | -0.38% |
| 5Y Return (Ann) | 13.51% | 16.00% |
| 10Y Return (Ann) | 10.73% | 10.56% |
| Sharpe Ratio | 2.28 | 3.16 |
| Sortino Ratio | 3.18 | 3.99 |
| Omega Ratio | 1.39 | 1.50 |
| Calmar Ratio | 2.37 | 1.63 |
| Martin Ratio | 13.67 | 21.47 |
| Ulcer Index | 3.00% | 3.31% |
| Daily Std Dev | 17.98% | 22.55% |
| Max Drawdown | -41.44% | -65.94% |
| Current Drawdown | 0.00% | -2.07% |
Correlation
The correlation between DSCGX and HRSMX is 0.90, 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. HRSMX - Performance Comparison
In the year-to-date period, DSCGX achieves a 21.94% return, which is significantly lower than HRSMX's 45.12% return. Both investments have delivered pretty close results over the past 10 years, with DSCGX having a 10.73% annualized return and HRSMX not far behind at 10.56%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DSCGX vs. HRSMX - Expense Ratio Comparison
DSCGX has a 0.32% expense ratio, which is lower than HRSMX's 1.09% expense ratio.
Risk-Adjusted Performance
DSCGX vs. HRSMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Growth Portfolio (DSCGX) and Hood River Small-Cap Growth Fund (HRSMX). 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. HRSMX - Dividend Comparison
DSCGX's dividend yield for the trailing twelve months is around 0.62%, while HRSMX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | 0.62% | 0.72% | 0.83% | 0.56% | 0.58% | 0.74% | 0.99% | 0.72% | 0.84% | 0.78% | 0.63% | 1.19% |
HRSMX Hood River Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DSCGX vs. HRSMX - Drawdown Comparison
The maximum DSCGX drawdown since its inception was -41.44%, smaller than the maximum HRSMX drawdown of -65.94%. Use the drawdown chart below to compare losses from any high point for DSCGX and HRSMX. For additional features, visit the drawdowns tool.
Volatility
DSCGX vs. HRSMX - Volatility Comparison
The current volatility for DFA U.S. Small Cap Growth Portfolio (DSCGX) is 5.87%, while Hood River Small-Cap Growth Fund (HRSMX) has a volatility of 6.65%. This indicates that DSCGX experiences smaller price fluctuations and is considered to be less risky than HRSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.