DSCGX vs. ODDS
DSCGX (DFA U.S. Small Cap Growth Portfolio) and ODDS (Pacer BlueStar Digital Entertainment ETF) are both funds - DSCGX is a Small Cap Growth Equities fund managed by Dimensional, while ODDS is a Technology Equities fund tracking the BlueStar Global Online Gambling, Video Gaming and eSports Index. Over the past 3 years, DSCGX returned 13.80%/yr vs 7.66%/yr for ODDS. A 0.66 correlation means they provide meaningful diversification when combined. DSCGX charges 0.32%/yr vs 0.63%/yr for ODDS.
Performance
DSCGX vs. ODDS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DSCGX achieves a 9.38% return, which is significantly higher than ODDS's -16.40% return.
DSCGX
- 1D
- 0.27%
- 1M
- 2.65%
- YTD
- 9.38%
- 6M
- 8.48%
- 1Y
- 18.14%
- 3Y*
- 13.80%
- 5Y*
- 6.40%
- 10Y*
- 10.53%
ODDS
- 1D
- -2.39%
- 1M
- -0.02%
- YTD
- -16.40%
- 6M
- -17.80%
- 1Y
- -13.71%
- 3Y*
- 7.66%
- 5Y*
- —
- 10Y*
- —
DSCGX vs. ODDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | 9.38% | 5.94% | 13.86% | 21.25% | -5.37% |
ODDS Pacer BlueStar Digital Entertainment ETF | -16.40% | 16.71% | 27.61% | 25.03% | -14.96% |
Correlation
The correlation between DSCGX and ODDS is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Apr 12, 2022 | 0.66 |
The correlation between DSCGX and ODDS shifts across timeframes, from 0.51 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DSCGX vs. ODDS — Risk / Return Rank
DSCGX
ODDS
DSCGX vs. ODDS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Growth Portfolio (DSCGX) and Pacer BlueStar Digital Entertainment ETF (ODDS). 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 | ODDS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.87 | ||
| Sortino ratioReturn per unit of downside risk | +2.66 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.90 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | -0.39 | +2.20 |
| Martin ratioReturn relative to average drawdown | 6.30 | -0.69 | +7.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DSCGX | ODDS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | -0.68 | +1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.28 | +0.25 |
Drawdowns
DSCGX vs. ODDS - Drawdown Comparison
The maximum DSCGX drawdown since its inception was -41.44%, which is greater than ODDS's maximum drawdown of -35.09%. Use the drawdown chart below to compare losses from any high point for DSCGX and ODDS.
Loading charts...
Drawdown Indicators
| DSCGX | ODDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.44% | -35.09% | -6.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -35.09% | +24.10% |
Max Drawdown (3Y)Largest decline over 3 years | -24.46% | -35.09% | +10.63% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.44% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -30.27% | +30.27% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -9.16% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 19.81% | -16.68% |
Volatility
DSCGX vs. ODDS - Volatility Comparison
The current volatility for DFA U.S. Small Cap Growth Portfolio (DSCGX) is 4.20%, while Pacer BlueStar Digital Entertainment ETF (ODDS) has a volatility of 4.69%. This indicates that DSCGX experiences smaller price fluctuations and is considered to be less risky than ODDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DSCGX | ODDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 4.69% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.77% | 15.74% | -3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 20.36% | -3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.41% | 24.87% | -4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.78% | 24.87% | -3.09% |
DSCGX vs. ODDS - Expense Ratio Comparison
DSCGX has a 0.32% expense ratio, which is lower than ODDS's 0.63% expense ratio.
Dividends
DSCGX vs. ODDS - Dividend Comparison
DSCGX's dividend yield for the trailing twelve months is around 0.54%, less than ODDS's 2.91% 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% |
ODDS Pacer BlueStar Digital Entertainment ETF | 2.91% | 2.59% | 0.56% | 0.66% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DSCGX and ODDS have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ODDS has higher volatility (4.69%) compared to DSCGX (4.20%). In terms of maximum drawdown, DSCGX dropped -41.44% vs ODDS's -35.09%.
DSCGX currently has the higher Sharpe Ratio (1.20 vs -0.68), 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.
Find the right allocation for DSCGX and ODDS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer