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VIOG vs. DSCGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIOG vs. DSCGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Small-Cap 600 Growth ETF (VIOG) and DFA U.S. Small Cap Growth Portfolio (DSCGX). The values are adjusted to include any dividend payments, if applicable.

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VIOG vs. DSCGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
2.81%5.40%9.23%16.92%-21.14%22.49%19.68%21.16%-4.57%14.70%
DSCGX
DFA U.S. Small Cap Growth Portfolio
-3.76%5.94%13.86%21.25%-17.79%20.37%19.35%26.17%-12.33%15.99%

Returns By Period

In the year-to-date period, VIOG achieves a 2.81% return, which is significantly higher than DSCGX's -3.76% return. Over the past 10 years, VIOG has outperformed DSCGX with an annualized return of 9.89%, while DSCGX has yielded a comparatively lower 9.37% annualized return.


VIOG

1D
3.50%
1M
-4.59%
YTD
2.81%
6M
2.72%
1Y
17.58%
3Y*
10.75%
5Y*
3.16%
10Y*
9.89%

DSCGX

1D
-1.01%
1M
-9.72%
YTD
-3.76%
6M
-3.83%
1Y
9.42%
3Y*
9.34%
5Y*
4.44%
10Y*
9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIOG vs. DSCGX - Expense Ratio Comparison

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


Return for Risk

VIOG vs. DSCGX — Risk / Return Rank

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

VIOG
VIOG Risk / Return Rank: 5151
Overall Rank
VIOG Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VIOG Sortino Ratio Rank: 5050
Sortino Ratio Rank
VIOG Omega Ratio Rank: 4545
Omega Ratio Rank
VIOG Calmar Ratio Rank: 5656
Calmar Ratio Rank
VIOG Martin Ratio Rank: 5858
Martin Ratio Rank

DSCGX
DSCGX Risk / Return Rank: 1919
Overall Rank
DSCGX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DSCGX Sortino Ratio Rank: 2020
Sortino Ratio Rank
DSCGX Omega Ratio Rank: 1818
Omega Ratio Rank
DSCGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
DSCGX Martin Ratio Rank: 1919
Martin Ratio Rank
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.

VIOG vs. DSCGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Growth ETF (VIOG) 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.


VIOGDSCGXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.47

+0.33

Sortino ratio

Return per unit of downside risk

1.28

0.84

+0.44

Omega ratio

Gain probability vs. loss probability

1.17

1.11

+0.06

Calmar ratio

Return relative to maximum drawdown

1.33

0.54

+0.79

Martin ratio

Return relative to average drawdown

5.39

2.04

+3.35

VIOG vs. DSCGX - Sharpe Ratio Comparison

The current VIOG Sharpe Ratio is 0.80, which is higher than the DSCGX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of VIOG and DSCGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIOGDSCGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.47

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.22

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.43

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.49

+0.07

Correlation

The correlation between VIOG and DSCGX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VIOG vs. DSCGX - Dividend Comparison

VIOG's dividend yield for the trailing twelve months is around 0.94%, more than DSCGX's 0.60% yield.


TTM20252024202320222021202020192018201720162015
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
0.94%1.04%1.03%1.15%1.17%0.69%0.68%1.09%0.76%0.87%0.92%1.04%
DSCGX
DFA U.S. Small Cap Growth Portfolio
0.60%0.60%0.62%0.72%4.08%3.27%0.58%1.28%5.44%1.50%1.12%1.20%

Drawdowns

VIOG vs. DSCGX - Drawdown Comparison

The maximum VIOG drawdown since its inception was -41.73%, roughly equal to the maximum DSCGX drawdown of -41.44%. Use the drawdown chart below to compare losses from any high point for VIOG and DSCGX.


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Drawdown Indicators


VIOGDSCGXDifference

Max Drawdown

Largest peak-to-trough decline

-41.73%

-41.44%

-0.29%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-13.40%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-29.15%

-31.32%

+2.17%

Max Drawdown (10Y)

Largest decline over 10 years

-41.73%

-41.44%

-0.29%

Current Drawdown

Current decline from peak

-5.85%

-10.99%

+5.14%

Average Drawdown

Average peak-to-trough decline

-7.69%

-7.28%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

3.58%

-0.17%

Volatility

VIOG vs. DSCGX - Volatility Comparison

Vanguard S&P Small-Cap 600 Growth ETF (VIOG) has a higher volatility of 7.21% compared to DFA U.S. Small Cap Growth Portfolio (DSCGX) at 5.47%. This indicates that VIOG'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.


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Volatility by Period


VIOGDSCGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

5.47%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

12.08%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

22.01%

21.43%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

20.43%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.82%

21.75%

+1.07%