Why does an oscilloscope show a different voltage from a signal generator?
The DG1022 signal generator has an output impedance setting- High Z and 50\$\Omega\$ (or some other resistance). 

If you set it for 50\$\Omega\$ then you need to terminate it with 50\$\Omega\$ or you'll get double the output voltage! 



Set it to High Z and all will likely be well.