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.
Key characteristics
OXSQ | DGRW | |
---|---|---|
YTD Return | 10.01% | 17.36% |
1Y Return | 9.36% | 26.41% |
3Y Return (Ann) | 0.45% | 12.66% |
5Y Return (Ann) | -2.35% | 15.00% |
10Y Return (Ann) | 2.57% | 12.95% |
Sharpe Ratio | 0.70 | 2.38 |
Daily Std Dev | 15.03% | 10.99% |
Max Drawdown | -79.10% | -32.04% |
Current Drawdown | -16.26% | -0.44% |
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.
Performance
OXSQ vs. DGRW - Performance Comparison
In the year-to-date period, OXSQ achieves a 10.01% return, which is significantly lower than DGRW's 17.36% return. Over the past 10 years, OXSQ has underperformed DGRW with an annualized return of 2.57%, while DGRW has yielded a comparatively higher 12.95% annualized return. 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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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 14.79%, more than DGRW's 1.54% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Oxford Square Capital Corp. | 14.79% | 18.41% | 12.73% | 10.29% | 20.07% | 14.15% | 12.36% | 13.94% | 17.55% | 18.75% | 15.41% | 11.22% |
WisdomTree U.S. Dividend Growth Fund | 1.54% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.05% |
Drawdowns
OXSQ vs. DGRW - Drawdown Comparison
The maximum OXSQ drawdown since its inception was -79.10%, 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
The current volatility for Oxford Square Capital Corp. (OXSQ) is 2.44%, while WisdomTree U.S. Dividend Growth Fund (DGRW) has a volatility of 3.30%. This indicates that OXSQ experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.