NBGNX vs. DSCGX

Last updated Aug 1, 2026

NBGNX (Neuberger Berman Genesis Fund) and DSCGX (DFA U.S. Small Cap Growth Portfolio) are both Small Cap Growth Equities funds. Over the past 10 years, NBGNX returned 9.36%/yr vs 10.40%/yr for DSCGX. Their 0.95 correlation means they have historically moved very closely together. NBGNX charges 0.99%/yr vs 0.32%/yr for DSCGX.

Performance

NBGNX vs. DSCGX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with NBGNX having a 12.58% return and DSCGX slightly lower at 12.17%. Over the past 10 years, NBGNX has underperformed DSCGX with an annualized return of 9.36%, while DSCGX has yielded a comparatively higher 10.40% annualized return.

NBGNX

• 1D: 0.53%
• 1M: -0.53%
• 6M: 7.03%
• YTD: 12.58%
• 1Y: 12.79%
• 3Y*: 5.60%
• 5Y*: 2.83%
• 10Y*: 9.36%
• ALL TIME*: 11.37%

DSCGX

• 1D: 1.07%
• 1M: -0.67%
• 6M: 7.45%
• YTD: 12.17%
• 1Y: 19.09%
• 3Y*: 11.67%
• 5Y*: 6.66%
• 10Y*: 10.40%
• ALL TIME*: 11.03%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DSCGX DFA U.S. Small Cap Growth Portfolio	$0.00	$0.00	$0.00
NBGNX Neuberger Berman Genesis Fund	$0.00	$0.00	$0.00

NBGNX vs. DSCGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NBGNX Neuberger Berman Genesis Fund	12.58%	-4.70%	9.04%	15.57%	-19.49%	18.07%	24.86%	29.47%	-6.91%	15.83%
DSCGX DFA U.S. Small Cap Growth Portfolio	12.17%	5.94%	13.86%	21.25%	-17.79%	20.37%	19.35%	26.17%	-12.33%	15.99%

Correlation

The correlation between NBGNX and DSCGX is 0.93, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.93
Correlation (3Y) Balances recent behavior with more history.	0.95
Correlation (5Y) Shows whether the relationship held over a longer period.	0.96
Correlation (10Y) Provides a long-term view across more market conditions.	0.95
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.95

The correlation between NBGNX and DSCGX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

Return for Risk

NBGNX vs. DSCGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NBGNX

NBGNX Risk / Return Rank: 17
NBGNX Sharpe Ratio Rank: 16
NBGNX Sortino Ratio Rank: 19
NBGNX Omega Ratio Rank: 16
NBGNX Calmar Ratio Rank: 19
NBGNX Martin Ratio Rank: 18

DSCGX

DSCGX Risk / Return Rank: 32
DSCGX Sharpe Ratio Rank: 30
DSCGX Sortino Ratio Rank: 33
DSCGX Omega Ratio Rank: 28
DSCGX Calmar Ratio Rank: 35
DSCGX Martin Ratio Rank: 35

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NBGNX vs. DSCGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Genesis Fund (NBGNX) and DFA U.S. Small Cap Growth Portfolio (DSCGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	NBGNX	DSCGX	Difference
Sharpe ratio: Return per unit of total volatility	0.59	0.96	-0.37
Sortino ratio: Return per unit of downside risk	1.02	1.53	-0.51
Omega ratio: Gain probability vs. loss probability	1.11	1.17	-0.06
Calmar ratio: Return relative to maximum drawdown	0.89	1.46	-0.57
Martin ratio: Return relative to average drawdown	2.38	5.07	-2.69

NBGNX vs. DSCGX - Sharpe Ratio Comparison

The current NBGNX Sharpe Ratio is 0.59, which is lower than the DSCGX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of NBGNX and DSCGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NBGNX vs. DSCGX - Drawdown Comparison

The maximum NBGNX drawdown since its inception was -51.75%, which is greater than DSCGX's maximum drawdown of -41.44%. Use the drawdown chart below to compare losses from any high point for NBGNX and DSCGX.

Drawdown Indicators

	NBGNX	DSCGX	Difference
Max Drawdown Largest peak-to-trough decline	-51.75%	-41.44%	-10.31%
Max Drawdown (1Y) Largest decline over 1 year	-10.77%	-10.99%	+0.22%
Max Drawdown (3Y) Largest decline over 3 years	-27.51%	-24.46%	-3.05%
Max Drawdown (5Y) Largest decline over 5 years	-28.33%	-31.32%	+2.99%
Max Drawdown (10Y) Largest decline over 10 years	-34.53%	-41.44%	+6.91%
Current Drawdown Current decline from peak	-4.11%	-1.68%	-2.43%
Average Drawdown Average peak-to-trough decline	-7.15%	-7.14%	-0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.04%	3.16%	+0.88%

Volatility

NBGNX vs. DSCGX - Volatility Comparison

Neuberger Berman Genesis Fund (NBGNX) has a higher volatility of 3.76% compared to DFA U.S. Small Cap Growth Portfolio (DSCGX) at 3.52%. This indicates that NBGNX's price experiences larger fluctuations and is considered to be riskier than DSCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NBGNX	DSCGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.76%	3.52%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	11.36%	11.88%	-0.52%
Volatility (1Y) Calculated over the trailing 1-year period	16.30%	16.69%	-0.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.70%	20.36%	-0.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.20%	21.71%	-1.51%

NBGNX vs. DSCGX - Expense Ratio Comparison

NBGNX has a 0.99% expense ratio, which is higher than DSCGX's 0.32% expense ratio.

Dividends

NBGNX vs. DSCGX - Dividend Comparison

NBGNX's dividend yield for the trailing twelve months is around 14.53%, more than DSCGX's 0.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DSCGX DFA U.S. Small Cap Growth Portfolio	0.55%	0.60%	0.62%	0.72%	4.08%	3.27%	0.58%	1.28%	5.44%	1.50%	1.12%	1.20%
NBGNX Neuberger Berman Genesis Fund	14.53%	16.36%	2.15%	3.03%	11.05%	10.92%	3.84%	5.82%	12.24%	13.89%	11.21%	18.52%

Frequently Asked Questions

Can I hold both NBGNX and DSCGX in my portfolio?

With a correlation of 0.93, NBGNX and DSCGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, NBGNX or DSCGX?

NBGNX has higher volatility (3.76%) compared to DSCGX (3.52%). In terms of maximum drawdown, NBGNX dropped -51.75% vs DSCGX's -41.44%.

Which has better risk-adjusted returns?

DSCGX currently has the higher Sharpe Ratio (0.96 vs 0.59), 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.