OXSQ vs. DGRW
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OXSQ or DGRW.
Performance
OXSQ vs. DGRW - Performance Comparison
Returns By Period
In the year-to-date period, OXSQ achieves a 7.96% return, which is significantly lower than DGRW's 19.99% return.
OXSQ
7.96%
-5.35%
-6.11%
7.02%
1.53%
N/A
DGRW
19.99%
-1.56%
9.50%
26.20%
14.37%
12.74%
Key characteristics
| OXSQ | DGRW | |
|---|---|---|
| Sharpe Ratio | 0.56 | 2.54 |
| Sortino Ratio | 0.86 | 3.53 |
| Omega Ratio | 1.10 | 1.47 |
| Calmar Ratio | 0.32 | 4.31 |
| Martin Ratio | 1.47 | 16.09 |
| Ulcer Index | 5.04% | 1.68% |
| Daily Std Dev | 13.17% | 10.61% |
| Max Drawdown | -67.11% | -32.04% |
| Current Drawdown | -16.50% | -2.74% |
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Correlation
The correlation between OXSQ and DGRW is 0.33, 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.
Risk-Adjusted Performance
OXSQ vs. DGRW - Risk-Adjusted Performance 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.
Dividends
OXSQ vs. DGRW - Dividend Comparison
OXSQ's dividend yield for the trailing twelve months is around 15.44%, more than DGRW's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OXSQ Oxford Square Capital Corp. | 15.44% | 18.88% | 13.46% | 10.29% | 20.07% | 14.76% | 9.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.52% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
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. For additional features, visit the drawdowns tool.
Volatility
OXSQ vs. DGRW - Volatility Comparison
Oxford Square Capital Corp. (OXSQ) has a higher volatility of 4.15% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 3.61%. 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.