DSCGX vs. VIOG
Compare and contrast key facts about DFA U.S. Small Cap Growth Portfolio (DSCGX) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG).
DSCGX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012. VIOG is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSCGX or VIOG.
Key characteristics
| DSCGX | VIOG | |
|---|---|---|
| YTD Return | 21.94% | 18.26% |
| 1Y Return | 42.15% | 40.81% |
| 3Y Return (Ann) | 5.70% | 1.91% |
| 5Y Return (Ann) | 13.51% | 10.86% |
| 10Y Return (Ann) | 10.73% | 10.48% |
| Sharpe Ratio | 2.28 | 1.94 |
| Sortino Ratio | 3.18 | 2.83 |
| Omega Ratio | 1.39 | 1.34 |
| Calmar Ratio | 2.37 | 1.57 |
| Martin Ratio | 13.67 | 12.19 |
| Ulcer Index | 3.00% | 3.22% |
| Daily Std Dev | 17.98% | 20.22% |
| Max Drawdown | -41.44% | -41.73% |
| Current Drawdown | 0.00% | -0.10% |
Correlation
The correlation between DSCGX and VIOG 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. VIOG - Performance Comparison
In the year-to-date period, DSCGX achieves a 21.94% return, which is significantly higher than VIOG's 18.26% return. Both investments have delivered pretty close results over the past 10 years, with DSCGX having a 10.73% annualized return and VIOG not far behind at 10.48%. 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. VIOG - Expense Ratio Comparison
DSCGX has a 0.32% expense ratio, which is higher than VIOG's 0.15% expense ratio.
Risk-Adjusted Performance
DSCGX vs. VIOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Growth Portfolio (DSCGX) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG). 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. VIOG - Dividend Comparison
DSCGX's dividend yield for the trailing twelve months is around 0.62%, less than VIOG's 1.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | 0.62% | 0.72% | 0.83% | 0.56% | 0.58% | 0.74% | 0.99% | 0.72% | 0.84% | 0.78% | 0.63% | 1.19% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.04% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% | 0.52% |
Drawdowns
DSCGX vs. VIOG - Drawdown Comparison
The maximum DSCGX drawdown since its inception was -41.44%, roughly equal to the maximum VIOG drawdown of -41.73%. Use the drawdown chart below to compare losses from any high point for DSCGX and VIOG. For additional features, visit the drawdowns tool.
Volatility
DSCGX vs. VIOG - Volatility Comparison
The current volatility for DFA U.S. Small Cap Growth Portfolio (DSCGX) is 5.87%, while Vanguard S&P Small-Cap 600 Growth ETF (VIOG) has a volatility of 7.36%. This indicates that DSCGX experiences smaller price fluctuations and is considered to be less risky than VIOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.