DSCGX vs. SGHC

Last updated Apr 2, 2026

Compare and contrast key facts about DFA U.S. Small Cap Growth Portfolio (DSCGX) and Super Group (SGHC) Limited (SGHC).

DSCGX is managed by Dimensional. It was launched on Dec 20, 2012.

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.

DSCGX vs. SGHC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DSCGX DFA U.S. Small Cap Growth Portfolio	-0.88%	5.94%	13.86%	21.25%	-5.61%
SGHC Super Group (SGHC) Limited	-5.79%	95.00%	107.65%	5.67%	-63.64%

Returns By Period

In the year-to-date period, DSCGX achieves a -0.88% return, which is significantly higher than SGHC's -5.79% return.

DSCGX

• 1D: 2.99%
• 1M: -7.22%
• YTD: -0.88%
• 6M: -1.02%
• 1Y: 12.02%
• 3Y*: 10.42%
• 5Y*: 4.70%
• 10Y*: 9.69%

SGHC

• 1D: 1.02%
• 1M: -0.53%
• YTD: -5.79%
• 6M: -16.50%
• 1Y: 73.21%
• 3Y*: 44.24%
• 5Y*: —
• 10Y*: —

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

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: 23
DSCGX Sharpe Ratio Rank: 20
DSCGX Sortino Ratio Rank: 24
DSCGX Omega Ratio Rank: 20
DSCGX Calmar Ratio Rank: 25
DSCGX Martin Ratio Rank: 26

SGHC

SGHC Risk / Return Rank: 79
SGHC Sharpe Ratio Rank: 85
SGHC Sortino Ratio Rank: 82
SGHC Omega Ratio Rank: 78
SGHC Calmar Ratio Rank: 76
SGHC Martin Ratio Rank: 75

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	0.59	1.57	-0.97
Sortino ratio Return per unit of downside risk	1.02	2.24	-1.22
Omega ratio Gain probability vs. loss probability	1.13	1.28	-0.15
Calmar ratio Return relative to maximum drawdown	0.83	2.04	-1.21
Martin ratio Return relative to average drawdown	3.06	4.88	-1.82
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 0.59, which is lower than the SGHC Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of DSCGX and SGHC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DSCGX	SGHC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.59	1.57	-0.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.16	+0.34

Correlation

The correlation between DSCGX and SGHC is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DSCGX vs. SGHC - Dividend Comparison

DSCGX's dividend yield for the trailing twelve months is around 0.58%, less than SGHC's 3.85% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DSCGX DFA U.S. Small Cap Growth Portfolio	0.58%	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	3.85%	1.34%	4.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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	-13.40%	-37.67%	+24.27%
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	-8.33%	-19.82%	+11.49%
Average Drawdown Average peak-to-trough decline	-7.28%	-47.31%	+40.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.62%	15.72%	-12.10%

Volatility

DSCGX vs. SGHC - Volatility Comparison

The current volatility for DFA U.S. Small Cap Growth Portfolio (DSCGX) is 6.43%, while Super Group (SGHC) Limited (SGHC) has a volatility of 11.32%. 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	6.43%	11.32%	-4.89%
Volatility (6M) Calculated over the trailing 6-month period	12.44%	34.00%	-21.56%
Volatility (1Y) Calculated over the trailing 1-year period	21.59%	47.04%	-25.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.47%	60.20%	-39.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.77%	60.20%	-38.43%