DSCGX vs. OTCFX
Compare and contrast key facts about DFA U.S. Small Cap Growth Portfolio (DSCGX) and T. Rowe Price Small-Cap Stock Fund (OTCFX).
DSCGX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012. OTCFX is managed by T. Rowe Price. It was launched on Jun 1, 1956.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSCGX or OTCFX.
Key characteristics
| DSCGX | OTCFX | |
|---|---|---|
| YTD Return | 21.55% | 17.43% |
| 1Y Return | 39.77% | 32.68% |
| 3Y Return (Ann) | 5.56% | -4.84% |
| 5Y Return (Ann) | 13.60% | 5.29% |
| 10Y Return (Ann) | 10.70% | 3.99% |
| Sharpe Ratio | 2.21 | 1.91 |
| Sortino Ratio | 3.09 | 2.74 |
| Omega Ratio | 1.38 | 1.33 |
| Calmar Ratio | 2.46 | 0.92 |
| Martin Ratio | 13.26 | 10.22 |
| Ulcer Index | 3.00% | 3.21% |
| Daily Std Dev | 17.98% | 17.15% |
| Max Drawdown | -41.44% | -62.09% |
| Current Drawdown | -1.22% | -14.66% |
Correlation
The correlation between DSCGX and OTCFX is 0.96, 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. OTCFX - Performance Comparison
In the year-to-date period, DSCGX achieves a 21.55% return, which is significantly higher than OTCFX's 17.43% return. Over the past 10 years, DSCGX has outperformed OTCFX with an annualized return of 10.70%, while OTCFX has yielded a comparatively lower 3.99% 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. OTCFX - Expense Ratio Comparison
DSCGX has a 0.32% expense ratio, which is lower than OTCFX's 0.85% expense ratio.
Risk-Adjusted Performance
DSCGX vs. OTCFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Growth Portfolio (DSCGX) and T. Rowe Price Small-Cap Stock Fund (OTCFX). 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. OTCFX - Dividend Comparison
DSCGX's dividend yield for the trailing twelve months is around 0.63%, more than OTCFX's 0.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | 0.63% | 0.72% | 0.83% | 0.56% | 0.58% | 0.74% | 0.99% | 0.72% | 0.84% | 0.78% | 0.63% | 1.19% |
OTCFX T. Rowe Price Small-Cap Stock Fund | 0.19% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.13% | 0.13% | 0.11% | 0.00% |
Drawdowns
DSCGX vs. OTCFX - Drawdown Comparison
The maximum DSCGX drawdown since its inception was -41.44%, smaller than the maximum OTCFX drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for DSCGX and OTCFX. For additional features, visit the drawdowns tool.
Volatility
DSCGX vs. OTCFX - Volatility Comparison
DFA U.S. Small Cap Growth Portfolio (DSCGX) and T. Rowe Price Small-Cap Stock Fund (OTCFX) have volatilities of 5.94% and 5.73%, 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.