OXSQ vs. DGRW

Last updated Apr 2, 2026

Compare and contrast key facts about Oxford Square Capital Corp. (OXSQ) and WisdomTree U.S. Dividend Growth Fund (DGRW).

DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013.

Performance

OXSQ vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oxford Square Capital Corp. (OXSQ) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

OXSQ vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
OXSQ Oxford Square Capital Corp.	6.44%	-13.32%	-1.86%	7.92%	-14.37%	47.13%	-32.37%	-4.32%	16.80%
DGRW WisdomTree U.S. Dividend Growth Fund	-1.22%	12.17%	16.98%	18.66%	-6.33%	24.46%	13.87%	29.54%	-5.44%

Returns By Period

In the year-to-date period, OXSQ achieves a 6.44% return, which is significantly higher than DGRW's -1.22% return.

OXSQ

• 1D: 0.00%
• 1M: -0.76%
• YTD: 6.44%
• 6M: 24.60%
• 1Y: -16.39%
• 3Y*: -2.20%
• 5Y*: -4.45%
• 10Y*: —

DGRW

• 1D: 0.28%
• 1M: -5.15%
• YTD: -1.22%
• 6M: -0.48%
• 1Y: 11.58%
• 3Y*: 14.04%
• 5Y*: 10.87%
• 10Y*: 13.07%

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

Return for Risk

OXSQ vs. DGRW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OXSQ

OXSQ Risk / Return Rank: 20
OXSQ Sharpe Ratio Rank: 17
OXSQ Sortino Ratio Rank: 17
OXSQ Omega Ratio Rank: 17
OXSQ Calmar Ratio Rank: 25
OXSQ Martin Ratio Rank: 23

DGRW

DGRW Risk / Return Rank: 42
DGRW Sharpe Ratio Rank: 38
DGRW Sortino Ratio Rank: 40
DGRW Omega Ratio Rank: 43
DGRW Calmar Ratio Rank: 39
DGRW Martin Ratio Rank: 48

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.

OXSQ vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oxford Square Capital Corp. (OXSQ) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.

	OXSQ	DGRW	Difference
Sharpe ratio Return per unit of total volatility	-0.54	0.75	-1.29
Sortino ratio Return per unit of downside risk	-0.62	1.19	-1.81
Omega ratio Gain probability vs. loss probability	0.92	1.18	-0.25
Calmar ratio Return relative to maximum drawdown	-0.49	1.05	-1.55
Martin ratio Return relative to average drawdown	-1.02	4.75	-5.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OXSQ vs. DGRW - Sharpe Ratio Comparison

The current OXSQ Sharpe Ratio is -0.54, which is lower than the DGRW Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of OXSQ and DGRW, 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

	OXSQ	DGRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.54	0.75	-1.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.18	0.78	-0.96
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.81	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	0.81	-0.83

Correlation

The correlation between OXSQ and DGRW is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

OXSQ vs. DGRW - Dividend Comparison

OXSQ's dividend yield for the trailing twelve months is around 23.73%, more than DGRW's 1.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OXSQ Oxford Square Capital Corp.	23.73%	23.86%	17.21%	17.66%	13.46%	10.29%	20.07%	14.76%	9.27%	0.00%	0.00%	0.00%
DGRW WisdomTree U.S. Dividend Growth Fund	1.43%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%

Drawdowns

OXSQ vs. DGRW - Drawdown Comparison

The maximum OXSQ drawdown since its inception was -67.11%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for OXSQ and DGRW.

Drawdown Indicators

	OXSQ	DGRW	Difference
Max Drawdown Largest peak-to-trough decline	-67.11%	-32.04%	-35.07%
Max Drawdown (1Y) Largest decline over 1 year	-34.58%	-11.30%	-23.28%
Max Drawdown (5Y) Largest decline over 5 years	-43.86%	-17.27%	-26.59%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.04%	—
Current Drawdown Current decline from peak	-30.82%	-5.69%	-25.13%
Average Drawdown Average peak-to-trough decline	-20.81%	-3.04%	-17.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.71%	2.51%	+14.20%

Volatility

OXSQ vs. DGRW - Volatility Comparison

Oxford Square Capital Corp. (OXSQ) has a higher volatility of 7.16% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 4.64%. This indicates that OXSQ's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OXSQ	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.16%	4.64%	+2.52%
Volatility (6M) Calculated over the trailing 6-month period	23.72%	7.73%	+15.99%
Volatility (1Y) Calculated over the trailing 1-year period	30.61%	15.41%	+15.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.60%	13.98%	+10.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.55%	16.21%	+18.34%