DSCGX vs. SGHC

Last updated Jun 4, 2026

DSCGX (DFA U.S. Small Cap Growth Portfolio) is Small Cap Growth Equities fund managed by Dimensional, while SGHC (Super Group (SGHC) Limited) is a stock. Over the past 3 years, DSCGX returned 13.80%/yr vs 64.50%/yr for SGHC. At a 0.42 correlation, their price movements are largely independent.

Performance

DSCGX vs. SGHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Small Cap Growth Portfolio (DSCGX) and Super Group (SGHC) Limited (SGHC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DSCGX achieves a 9.38% return, which is significantly lower than SGHC's 9.93% 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%

SGHC

• 1D: 0.63%
• 1M: -1.16%
• YTD: 9.93%
• 6M: 21.05%
• 1Y: 52.45%
• 3Y*: 64.50%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DSCGX vs. SGHC - 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%	-5.61%
SGHC Super Group (SGHC) Limited	9.93%	95.00%	107.65%	5.67%	-63.64%

Correlation

The correlation between DSCGX and SGHC is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022	0.42

Return for Risk

DSCGX vs. SGHC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DSCGX

DSCGX Risk / Return Rank: 20
DSCGX Sharpe Ratio Rank: 17
DSCGX Sortino Ratio Rank: 19
DSCGX Omega Ratio Rank: 17
DSCGX Calmar Ratio Rank: 24
DSCGX Martin Ratio Rank: 26

SGHC

SGHC Risk / Return Rank: 70
SGHC Sharpe Ratio Rank: 74
SGHC Sortino Ratio Rank: 72
SGHC Omega Ratio Rank: 68
SGHC Calmar Ratio Rank: 67
SGHC Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DSCGX vs. SGHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Growth Portfolio (DSCGX) and Super Group (SGHC) Limited (SGHC). 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	SGHC	Difference
Sharpe ratio: Return per unit of total volatility	1.20	1.14	+0.06
Sortino ratio: Return per unit of downside risk	1.83	1.83	0.00
Omega ratio: Gain probability vs. loss probability	1.21	1.22	-0.01
Calmar ratio: Return relative to maximum drawdown	1.81	1.40	+0.41
Martin ratio: Return relative to average drawdown	6.30	3.21	+3.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DSCGX vs. SGHC - Sharpe Ratio Comparison

The current DSCGX Sharpe Ratio is 1.20, which is comparable to the SGHC Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of DSCGX and SGHC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DSCGX	SGHC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.20	1.14	+0.06
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	0.22	+0.32

Drawdowns

DSCGX vs. SGHC - Drawdown Comparison

The maximum DSCGX drawdown since its inception was -41.44%, smaller than the maximum SGHC drawdown of -76.02%. Use the drawdown chart below to compare losses from any high point for DSCGX and SGHC.

Drawdown Indicators

	DSCGX	SGHC	Difference
Max Drawdown Largest peak-to-trough decline	-41.44%	-76.02%	+34.58%
Max Drawdown (1Y) Largest decline over 1 year	-10.99%	-37.67%	+26.68%
Max Drawdown (3Y) Largest decline over 3 years	-24.46%	-37.67%	+13.21%
Max Drawdown (5Y) Largest decline over 5 years	-31.32%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.44%	—	—
Current Drawdown Current decline from peak	0.00%	-8.22%	+8.22%
Average Drawdown Average peak-to-trough decline	-7.21%	-45.81%	+38.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	16.37%	-13.24%

Volatility

DSCGX vs. SGHC - Volatility Comparison

The current volatility for DFA U.S. Small Cap Growth Portfolio (DSCGX) is 4.20%, while Super Group (SGHC) Limited (SGHC) has a volatility of 10.29%. This indicates that DSCGX experiences smaller price fluctuations and is considered to be less risky than SGHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DSCGX	SGHC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.20%	10.29%	-6.09%
Volatility (6M) Calculated over the trailing 6-month period	11.77%	30.54%	-18.77%
Volatility (1Y) Calculated over the trailing 1-year period	16.61%	46.38%	-29.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.41%	59.60%	-39.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.78%	59.60%	-37.82%

Dividends

DSCGX vs. SGHC - Dividend Comparison

DSCGX's dividend yield for the trailing twelve months is around 0.54%, less than SGHC's 3.30% 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%
SGHC Super Group (SGHC) Limited	3.30%	1.34%	4.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DSCGX and SGHC in my portfolio?

DSCGX and SGHC have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DSCGX or SGHC?

SGHC has higher volatility (10.29%) compared to DSCGX (4.20%). In terms of maximum drawdown, DSCGX dropped -41.44% vs SGHC's -76.02%.

Which has better risk-adjusted returns?

DSCGX currently has the higher Sharpe Ratio (1.20 vs 1.14), 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.