DSCGX vs. NEAGX
Compare and contrast key facts about DFA U.S. Small Cap Growth Portfolio (DSCGX) and Needham Aggressive Growth Fund (NEAGX).
DSCGX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012. NEAGX is managed by Needham. It was launched on Sep 4, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSCGX or NEAGX.
Key characteristics
| DSCGX | NEAGX | |
|---|---|---|
| YTD Return | 23.05% | 16.65% |
| 1Y Return | 41.56% | 32.06% |
| 3Y Return (Ann) | 6.00% | 4.19% |
| 5Y Return (Ann) | 13.88% | 18.32% |
| 10Y Return (Ann) | 10.84% | 7.01% |
| Sharpe Ratio | 2.42 | 1.51 |
| Sortino Ratio | 3.33 | 2.18 |
| Omega Ratio | 1.41 | 1.26 |
| Calmar Ratio | 2.67 | 1.88 |
| Martin Ratio | 14.47 | 5.78 |
| Ulcer Index | 3.00% | 5.87% |
| Daily Std Dev | 17.97% | 22.50% |
| Max Drawdown | -41.44% | -53.03% |
| Current Drawdown | 0.00% | -5.96% |
Correlation
The correlation between DSCGX and NEAGX is 0.84, 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. NEAGX - Performance Comparison
In the year-to-date period, DSCGX achieves a 23.05% return, which is significantly higher than NEAGX's 16.65% return. Over the past 10 years, DSCGX has outperformed NEAGX with an annualized return of 10.84%, while NEAGX has yielded a comparatively lower 7.01% annualized return. 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. NEAGX - Expense Ratio Comparison
DSCGX has a 0.32% expense ratio, which is lower than NEAGX's 1.86% expense ratio.
Risk-Adjusted Performance
DSCGX vs. NEAGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Growth Portfolio (DSCGX) and Needham Aggressive Growth Fund (NEAGX). 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. NEAGX - Dividend Comparison
DSCGX's dividend yield for the trailing twelve months is around 0.62%, while NEAGX 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% |
NEAGX Needham Aggressive 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. NEAGX - Drawdown Comparison
The maximum DSCGX drawdown since its inception was -41.44%, smaller than the maximum NEAGX drawdown of -53.03%. Use the drawdown chart below to compare losses from any high point for DSCGX and NEAGX. For additional features, visit the drawdowns tool.
Volatility
DSCGX vs. NEAGX - Volatility Comparison
The current volatility for DFA U.S. Small Cap Growth Portfolio (DSCGX) is 5.74%, while Needham Aggressive Growth Fund (NEAGX) has a volatility of 6.77%. This indicates that DSCGX experiences smaller price fluctuations and is considered to be less risky than NEAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.