DSCGX vs. VIOG

In the year-to-date period, DSCGX achieves a -4.90% return, which is significantly higher than VIOG's -6.67% return. Over the past 10 years, DSCGX has underperformed VIOG with an annualized return of 6.87%, while VIOG has yielded a comparatively higher 8.15% annualized return.

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DSCGX has a 0.32% expense ratio, which is higher than VIOG's 0.15% expense ratio.

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.

The current DSCGX Sharpe Ratio is 0.06, which is higher than the VIOG Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of DSCGX and VIOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DSCGX's dividend yield for the trailing twelve months is around 0.68%, less than VIOG's 1.22% yield.

The maximum DSCGX drawdown since its inception was -43.10%, 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.

DFA U.S. Small Cap Growth Portfolio (DSCGX) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG) have volatilities of 6.99% and 7.28%, 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.