DSCGX vs. VBK
Compare and contrast key facts about DFA U.S. Small Cap Growth Portfolio (DSCGX) and Vanguard Small-Cap Growth ETF (VBK).
DSCGX is managed by Dimensional. It was launched on Dec 20, 2012. VBK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Growth Index. It was launched on Jan 26, 2004.
Performance
DSCGX vs. VBK - Performance Comparison
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DSCGX vs. VBK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | -3.76% | 5.94% | 13.86% | 21.25% | -17.79% | 20.37% | 19.35% | 26.17% | -12.33% | 15.99% |
VBK Vanguard Small-Cap Growth ETF | 0.16% | 8.50% | 16.50% | 21.45% | -28.44% | 5.66% | 35.44% | 32.75% | -5.70% | 21.87% |
Returns By Period
In the year-to-date period, DSCGX achieves a -3.76% return, which is significantly lower than VBK's 0.16% return. Over the past 10 years, DSCGX has underperformed VBK with an annualized return of 9.37%, while VBK has yielded a comparatively higher 10.46% annualized return.
DSCGX
- 1D
- -1.01%
- 1M
- -9.72%
- YTD
- -3.76%
- 6M
- -3.83%
- 1Y
- 9.42%
- 3Y*
- 9.34%
- 5Y*
- 4.44%
- 10Y*
- 9.37%
VBK
- 1D
- 4.37%
- 1M
- -5.52%
- YTD
- 0.16%
- 6M
- 1.80%
- 1Y
- 20.70%
- 3Y*
- 12.47%
- 5Y*
- 2.16%
- 10Y*
- 10.46%
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DSCGX vs. VBK - Expense Ratio Comparison
DSCGX has a 0.32% expense ratio, which is higher than VBK's 0.07% expense ratio.
Return for Risk
DSCGX vs. VBK — Risk / Return Rank
DSCGX
VBK
DSCGX vs. VBK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Growth Portfolio (DSCGX) and Vanguard Small-Cap Growth ETF (VBK). 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 | VBK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.85 | -0.38 |
Sortino ratioReturn per unit of downside risk | 0.84 | 1.34 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.18 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.38 | -0.84 |
Martin ratioReturn relative to average drawdown | 2.04 | 5.52 | -3.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSCGX | VBK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.85 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.09 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.46 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.40 | +0.09 |
Correlation
The correlation between DSCGX and VBK is 0.92, 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.
Dividends
DSCGX vs. VBK - Dividend Comparison
DSCGX's dividend yield for the trailing twelve months is around 0.60%, more than VBK's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | 0.60% | 0.60% | 0.62% | 0.72% | 4.08% | 3.27% | 0.58% | 1.28% | 5.44% | 1.50% | 1.12% | 1.20% |
VBK Vanguard Small-Cap Growth ETF | 0.52% | 0.54% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% |
Drawdowns
DSCGX vs. VBK - Drawdown Comparison
The maximum DSCGX drawdown since its inception was -41.44%, smaller than the maximum VBK drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for DSCGX and VBK.
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Drawdown Indicators
| DSCGX | VBK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.44% | -58.68% | +17.24% |
Max Drawdown (1Y)Largest decline over 1 year | -13.40% | -14.56% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -38.39% | +7.07% |
Max Drawdown (10Y)Largest decline over 10 years | -41.44% | -38.70% | -2.74% |
Current DrawdownCurrent decline from peak | -10.99% | -7.57% | -3.42% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -10.22% | +2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 3.65% | -0.07% |
Volatility
DSCGX vs. VBK - Volatility Comparison
The current volatility for DFA U.S. Small Cap Growth Portfolio (DSCGX) is 5.47%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 8.73%. This indicates that DSCGX experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSCGX | VBK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 8.73% | -3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.08% | 15.41% | -3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.43% | 24.44% | -3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.43% | 23.49% | -3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.75% | 22.80% | -1.05% |